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arxiv: 0911.5684 · v1 · pith:VWKSOIDDnew · submitted 2009-11-30 · 🧮 math-ph · math.MP

Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs

classification 🧮 math-ph math.MP
keywords fluctuationslimitrandomcentraleigenvaluefunctionhboxlarge
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We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by $n^{-1/2}$ in the limit $n\to\infty$ satisfy the Wick relations for the Gaussian random variables. This allows us to prove central limit theorem for $\hbox{Tr}G(z)$ and then extend the result on the linear eigenvalue statistics $\hbox{Tr}\phi(A)$ of any function $\phi:\mathbb{R}\to\mathbb{R}$ which increases, together with its first two derivatives, at infinity not faster than an exponential.

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