Modul:   MAT971  Stochastische Prozesse

Spectral radii of sparse random matrices

Vortrag von Prof. Dr. Antti Knowles

Datum: 22.03.17  Zeit: 17.15 - 19.00  Raum: Y27H12

We establish bounds on the spectral radii for a large class of sparse random matrices, which includes the adjacency matrices of inhomogeneous Erd\H{o}s-R\'enyi graphs. For the Erd\H{o}s-R\'enyi graph $G(n,d/n)$, our results imply that the smallest and second-largest eigenvalues of the adjacency matrix converge to the edges of the support of the asymptotic eigenvalue distribution provided that $d \gg \log n$. This establishes a crossover in the behaviour of the extremal eigenvalues around $d \sim \log n$. Our results also apply to non-Hermitian sparse random matrices, corresponding to adjacency matrices of directed graphs. Joint work with Florent Benaych-Georges and Charles Bordenave.