Bulk eigenvalue fluctuations of sparse random matrices

Authors
Citation
He Yukun, Bulk eigenvalue fluctuations of sparse random matrices, Annals of applied probability , 30(6), 2020, pp. 2846-2879
ISSN journal
10505164
Volume
30
Issue
6
Year of publication
2020
Pages
2846 - 2879
Database
ACNP
SICI code
Abstract
We consider a class of sparse random matrices, which includes the adjacency matrix of Erd.s.Rényi graphs .(N,p) for p.[N..1,N..]. We identify the joint limiting distributions of the eigenvalues away from 0 and the spectral edges. Our result indicates that unlike Wigner matrices, the eigenvalues of sparse matrices satisfy central limit theorems with normalization Np..p. In addition, the eigenvalues fluctuate simultaneously: the correlation of two eigenvalues of the same/different sign is asymptotically 1/-1. We also prove CLTs for the eigenvalue counting function and trace of the resolvent at mesoscopic scales.