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Outliers in spectrum of sparse Wigner matrices
Random Structures and Algorithms ( IF 0.9 ) Pub Date : 2020-11-27 , DOI: 10.1002/rsa.20982
Konstantin Tikhomirov 1 , Pierre Youssef 2
Affiliation  

In this paper, we study the effect of sparsity on the appearance of outliers in the semi‐circular law. Let urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0001 be a sequence of random symmetric matrices such that each Wn is n × n with i.i.d. entries above and on the main diagonal equidistributed with the product urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0002, where urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0003 is a real centered uniformly bounded random variable of unit variance and bn is an independent Bernoulli random variable with a probability of success pn. Assuming that urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0004, we show that for the random sequence urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0005 given by urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0006, the ratio urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0007 converges to one in probability. A noncentered counterpart of the theorem allows to obtain asymptotic expressions for eigenvalues of the Erdős–Renyi graphs, which were unknown in the regime urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0008. In particular, denoting by An the adjacency matrix of the Erdős–Renyi graph urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0009 and by urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0010 its kth largest (by the absolute value) eigenvalue, under the assumptions urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0011 and urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0012 we have (1) (No non‐trivial outliers): if urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0013 then for any fixed k ≥ 2, urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0014 converges to 1 in probability; and (2) (Outliers): if urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0015 then there is ε > 0 such that for any urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0016, we have urn:x-wiley:rsa:media:rsa20982:rsa20982-math-0017. On a conceptual level, our result reveals similarities in appearance of outliers in spectrum of sparse matrices and the so‐called BBP phase transition phenomenon in deformed Wigner matrices.

中文翻译:

稀疏Wigner矩阵谱的离群值

在本文中,我们研究了稀疏性对半圆定律中离群值出现的影响。令其骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0001为随机对称矩阵的序列,使得每个W nn  ×  n,且iid项位于主对角线的上方和上方,且均乘积为骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0002,其中骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0003是单位方差的实心均匀有界随机变量,b n是独立的伯努利成功概率为p n的随机变量。假设骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0004,我们证明对于由骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0005 给出的随机序列骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0006,比率骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0007收敛到一个概率。定理的非中心对应项允许获得Erdős-Renyi图的特征值的渐近表达式,这在该系统中是未知的骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0008。特别是,表示由Ñ鄂尔多斯-仁义图的邻接矩阵骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0009,并通过骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0010ķ次最大(由绝对值)本征值,假设下骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0011骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0012有(1)(没有非平凡离群值):如果骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0013 那么对于任何固定ķ  ≥2 骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0014收敛于1概率; 和(2)(离群值):如果骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0015则存在ε  > 0,使得对于任何骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0016,我们有骨灰盒:x-wiley:rsa:media:rsa20982:rsa20982-math-0017。从概念上讲,我们的结果揭示了稀疏矩阵谱中异常值的出现与变形的Wigner矩阵中的所谓BBP相变现象的相似性。
更新日期:2020-11-27
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