Extreme eigenvalues of Laplacian random matrices with Gaussian entries
Fuente:
arXiv
Salvato in:
| Autori principali: | , , , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2022
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929464305254400 |
|---|---|
| author | Campbell, Andrew Luh, Kyle O'Rourke, Sean Arenas-Velilla, Santiago Pérez-Abreu, Victor |
| author_facet | Campbell, Andrew Luh, Kyle O'Rourke, Sean Arenas-Velilla, Santiago Pérez-Abreu, Victor |
| contents | A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix ensembles, this random matrix model contains dependent entries. Our main results show that the extreme eigenvalues of this model exhibit Poisson statistics. In particular, after properly shifting and scaling, we show that the largest eigenvalue converges to the Gumbel distribution as the dimension of the matrix tends to infinity. While the largest diagonal entry is also shown to have Gumbel fluctuations, there is a rather surprising difference between its deterministic centering term and the centering term required for the largest eigenvalues. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_17175 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Extreme eigenvalues of Laplacian random matrices with Gaussian entries Campbell, Andrew Luh, Kyle O'Rourke, Sean Arenas-Velilla, Santiago Pérez-Abreu, Victor Probability A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix ensembles, this random matrix model contains dependent entries. Our main results show that the extreme eigenvalues of this model exhibit Poisson statistics. In particular, after properly shifting and scaling, we show that the largest eigenvalue converges to the Gumbel distribution as the dimension of the matrix tends to infinity. While the largest diagonal entry is also shown to have Gumbel fluctuations, there is a rather surprising difference between its deterministic centering term and the centering term required for the largest eigenvalues. |
| title | Extreme eigenvalues of Laplacian random matrices with Gaussian entries |
| topic | Probability |
| url | https://arxiv.org/abs/2211.17175 |