Quantitative Tracy-Widom laws for sparse random matrices

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Bucht, Teodor, Schnelli, Kevin, Xu, Yuanyuan
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866912501229158400
author Bucht, Teodor
Schnelli, Kevin
Xu, Yuanyuan
author_facet Bucht, Teodor
Schnelli, Kevin
Xu, Yuanyuan
contents We consider the fluctuations of the largest eigenvalue of sparse random matrices, the class of random matrices that includes the normalized adjacency matrices of the Erdős-Rényi graph $G(N, p)$. We show that the fluctuations of the largest eigenvalue converge to the Tracy-Widom law at a rate almost $O(N^{-1/3 } + p^{-2} N^{-4/3})$ in the regime $p \gg N^{-2/3 }$. Our proof builds upon the Green function comparison method initiated by Erdős, Yau, and Yin [22]. To show a Green function comparison theorem for fine spectral scales, we implement algorithms for symbolic computations involving averaged products of Green function entries.
format Preprint
id arxiv_https___arxiv_org_abs_2507_19340
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quantitative Tracy-Widom laws for sparse random matrices
Bucht, Teodor
Schnelli, Kevin
Xu, Yuanyuan
Probability
15B52, 60B20
We consider the fluctuations of the largest eigenvalue of sparse random matrices, the class of random matrices that includes the normalized adjacency matrices of the Erdős-Rényi graph $G(N, p)$. We show that the fluctuations of the largest eigenvalue converge to the Tracy-Widom law at a rate almost $O(N^{-1/3 } + p^{-2} N^{-4/3})$ in the regime $p \gg N^{-2/3 }$. Our proof builds upon the Green function comparison method initiated by Erdős, Yau, and Yin [22]. To show a Green function comparison theorem for fine spectral scales, we implement algorithms for symbolic computations involving averaged products of Green function entries.
title Quantitative Tracy-Widom laws for sparse random matrices
topic Probability
15B52, 60B20
url https://arxiv.org/abs/2507.19340