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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
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 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 , where 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 , we show that for the random sequence
given by , the ratio 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 . In particular, denoting by An the adjacency matrix of the Erdős–Renyi graph and by its kth largest (by the absolute value) eigenvalue, under the assumptions and we have (1) (No non‐trivial outliers): if
then for any fixed k ≥ 2, converges to 1 in probability; and (2) (Outliers): if then there is ε > 0 such that for any , we have . 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。令其为随机对称矩阵的序列,使得每个W n为n × n,且iid项位于主对角线的上方和上方,且均乘积为,其中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,我们证明对于由 给出的随机序列,比率收敛到一个概率。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。特别是,表示由甲Ñ鄂尔多斯-仁义图的邻接矩阵,并通过其ķ次最大(由绝对值)本征值,假设下和有(1)(没有非平凡离群值):如果 那么对于任何固定ķ ≥2 ,收敛于1概率; 和(2)(离群值):如果则存在ε > 0,使得对于任何,我们有。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
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。令其为随机对称矩阵的序列,使得每个W n为n × n,且iid项位于主对角线的上方和上方,且均乘积为,其中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,我们证明对于由 给出的随机序列,比率收敛到一个概率。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。特别是,表示由甲Ñ鄂尔多斯-仁义图的邻接矩阵,并通过其ķ次最大(由绝对值)本征值,假设下和有(1)(没有非平凡离群值):如果 那么对于任何固定ķ ≥2 ,收敛于1概率; 和(2)(离群值):如果则存在ε > 0,使得对于任何,我们有。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。