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Local law and Tracy-Widom limit for sparse random matrices

Research paper by Ji Oon Lee, Kevin Schnelli

Indexed on: 02 Jun '16Published on: 02 Jun '16Published in: Mathematics - Probability



Abstract

We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density up to the spectral edges. Under a suitable condition on the sparsity, we also prove that the rescaled extremal eigenvalues exhibit GOE Tracy-Widom fluctuations if a deterministic shift of the spectral edge due to the sparsity is included. For the adjacency matrix of the Erdos-Renyi graph this establishes the Tracy-Widom fluctuations of the second largest eigenvalue for $p\gg N^{-2/3}$ with a deterministic shift of order $(Np)^{-1}$.