{ "id": "2106.00593", "version": "v1", "published": "2021-06-01T16:00:44.000Z", "updated": "2021-06-01T16:00:44.000Z", "title": "Sparse matrices: convergence of the characteristic polynomial seen from infinity", "authors": [ "Simon Coste" ], "comment": "Comments are welcome", "categories": [ "math.PR" ], "abstract": "We prove that the reverse characteristic polynomial $\\det(I_n - zA_n)$ of a random $n \\times n$ matrix $A_n$ with iid $\\mathrm{Bernoulli}(d/n)$ entries converges in distribution towards the random infinite product $\\prod_{\\ell = 1}^\\infty(1-z^\\ell)^{Y_\\ell}$ where $Y_\\ell$ are independent $\\mathrm{Poisson}(d^\\ell/\\ell)$ random variables. We show that this random function is a Poisson analog of the Gaussian holomorphic chaos and give some of its properties. As a byproduct, we obtain new simple proofs of previous results on the asymptotic behaviour of extremal eigenvalues of sparse Erd\\H{o}s-R\\'enyi digraphs.", "revisions": [ { "version": "v1", "updated": "2021-06-01T16:00:44.000Z" } ], "analyses": { "subjects": [ "05C80", "15B52", "30B20" ], "keywords": [ "sparse matrices", "convergence", "gaussian holomorphic chaos", "reverse characteristic polynomial", "random infinite product" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }