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Spectrum of Lévy–Khintchine Random Laplacian Matrices.

Authors :
Campbell, Andrew
O'Rourke, Sean
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