Local law and Tracy-Widom limit for sparse random matrices

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We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the ErdAs-R,nyi graph model G(N, p). We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy-Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the ErdAs-R,nyi graph this establishes the Tracy-Widom fluctuations of the second largest eigenvalue when p is much larger than wth a deterministic shift of order (Np)(-1)..
Publisher
SPRINGER HEIDELBERG
Issue Date
2018-06
Language
English
Article Type
Article
Citation

PROBABILITY THEORY AND RELATED FIELDS, v.171, no.1-2, pp.543 - 616

ISSN
0178-8051
DOI
10.1007/s00440-017-0787-8
URI
http://hdl.handle.net/10203/242403
Appears in Collection
MA-Journal Papers(저널논문)
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