Local law and Tracy-Widom limit for sparse random matrices

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dc.contributor.authorLee, Ji Oonko
dc.contributor.authorSchnelli, Kevinko
dc.date.accessioned2018-06-16T06:35:24Z-
dc.date.available2018-06-16T06:35:24Z-
dc.date.created2018-05-28-
dc.date.created2018-05-28-
dc.date.created2018-05-28-
dc.date.created2018-05-28-
dc.date.issued2018-06-
dc.identifier.citationPROBABILITY THEORY AND RELATED FIELDS, v.171, no.1-2, pp.543 - 616-
dc.identifier.issn0178-8051-
dc.identifier.urihttp://hdl.handle.net/10203/242403-
dc.description.abstractWe 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)..-
dc.languageEnglish-
dc.publisherSPRINGER HEIDELBERG-
dc.titleLocal law and Tracy-Widom limit for sparse random matrices-
dc.typeArticle-
dc.identifier.wosid000432129600012-
dc.identifier.scopusid2-s2.0-85020719590-
dc.type.rimsART-
dc.citation.volume171-
dc.citation.issue1-2-
dc.citation.beginningpage543-
dc.citation.endingpage616-
dc.citation.publicationnamePROBABILITY THEORY AND RELATED FIELDS-
dc.identifier.doi10.1007/s00440-017-0787-8-
dc.contributor.localauthorLee, Ji Oon-
dc.contributor.nonIdAuthorSchnelli, Kevin-
dc.description.isOpenAccessN-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorLocal law-
dc.subject.keywordAuthorSparse random matrices-
dc.subject.keywordAuthorErdos-Renyi graph-
dc.subject.keywordPlusWIGNER RANDOM MATRICES-
dc.subject.keywordPlusTAILED RANDOM MATRICES-
dc.subject.keywordPlusSEMICIRCLE LAW-
dc.subject.keywordPlusEIGENVALUE STATISTICS-
dc.subject.keywordPlusINDEPENDENT ENTRIES-
dc.subject.keywordPlusSPECTRAL STATISTICS-
dc.subject.keywordPlusBULK UNIVERSALITY-
dc.subject.keywordPlusEDGE-
dc.subject.keywordPlusDELOCALIZATION-
dc.subject.keywordPlusGRAPHS-
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