{ "id": "1904.07140", "version": "v1", "published": "2019-04-15T15:50:18.000Z", "updated": "2019-04-15T15:50:18.000Z", "title": "Bulk eigenvalue fluctuations of sparse random matrices", "authors": [ "Yukun He" ], "comment": "30 pages, comments are welcome!", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\\H{o}s-R\\'enyi graphs $\\mathcal G(N,p)$ for $p \\in [N^{\\varepsilon-1},N^{-\\varepsilon}]$. We identify the joint limiting distributions of the eigenvalues away from 0 and the spectral edges. Our result indicates that unlike Wigner matrices, the eigenvalues of sparse matrices satisfy central limit theorems with normalization $N\\sqrt{p}$. In addition, the eigenvalues fluctuate simultaneously: the correlation of two eigenvalues of the same/different sign is asymptotically 1/-1. We also prove a CLT for mesoscopic linear statistics of sparse matrices.", "revisions": [ { "version": "v1", "updated": "2019-04-15T15:50:18.000Z" } ], "analyses": { "subjects": [ "05C80", "15B52", "60B20", "05C50" ], "keywords": [ "sparse random matrices", "bulk eigenvalue fluctuations", "matrices satisfy central limit theorems", "sparse matrices satisfy central limit" ], "note": { "typesetting": "TeX", "pages": 30, "language": "en", "license": "arXiv", "status": "editable" } } }