pith. sign in

arxiv: 1505.02086 · v2 · pith:JFROIJJOnew · submitted 2015-05-08 · 🧮 math.PR

Random reversible Markov matrices with tunable extremal eigenvalues

classification 🧮 math.PR
keywords distributionsqrtmarkovrandomspectraleigenvaluesextremalmatrices
0
0 comments X
read the original abstract

Random sampling of large Markov matrices with a tunable spectral gap, a nonuniform stationary distribution, and a nondegenerate limiting empirical spectral distribution (ESD) is useful. Fix $c>0$ and $p>0$. Let $A_n$ be the adjacency matrix of a random graph following $\mathrm{G}(n, p/n)$, known as the Erd\H{o}s-R\'enyi distribution. Add $c/n$ to each entry of $A_n$ and then normalize its rows. It is shown that the resulting Markov matrix has the desired properties. Its ESD weakly converges in probability to a symmetric nondegenerate distribution, and its extremal eigenvalues, other than 1, fall in $[-1/\sqrt{1+c/k},-b]\cup [b,1/\sqrt{1+c/k}]$ for any $0< b < 1/\sqrt{1+c}$, where $k = \lfloor p \rfloor + 1$. Thus, for $p\in (0,1)$, the spectral gap tends to $1-1/\sqrt{1+c}$.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.