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Spectrum of Lévy–Khintchine Random Laplacian Matrices.
- Source :
- Journal of Theoretical Probability; Mar2024, Vol. 37 Issue 1, p933-973, 41p
- Publication Year :
- 2024
-
Abstract
- We consider the spectrum of random Laplacian matrices of the form L n = A n - D n where A n is a real symmetric random matrix and D n is a diagonal matrix whose entries are equal to the corresponding row sums of A n . If A n is a Wigner matrix with entries in the domain of attraction of a Gaussian distribution, the empirical spectral measure of L n is known to converge to the free convolution of a semicircle distribution and a standard real Gaussian distribution. We consider real symmetric random matrices A n with independent entries (up to symmetry) whose row sums converge to a purely non-Gaussian infinitely divisible distribution, which fall into the class of Lévy–Khintchine random matrices first introduced by Jung [Trans Am Math Soc, 370, (2018)]. Our main result shows that the empirical spectral measure of L n converges almost surely to a deterministic limit. A key step in the proof is to use the purely non-Gaussian nature of the row sums to build a random operator to which L n converges in an appropriate sense. This operator leads to a recursive distributional equation uniquely describing the Stieltjes transform of the limiting empirical spectral measure. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08949840
- Volume :
- 37
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Journal of Theoretical Probability
- Publication Type :
- Academic Journal
- Accession number :
- 175984798
- Full Text :
- https://doi.org/10.1007/s10959-023-01275-4