Index statistical properties of sparse random graphs
arXiv:1509.01614 · doi:10.1103/PhysRevE.92.042153
Abstract
Using the replica method, we develop an analytical approach to compute the characteristic function for the probability that a large adjacency matrix of sparse random graphs has eigenvalues below a threshold . The method allows to determine, in principle, all moments of , from which the typical sample to sample fluctuations can be fully characterized. For random graph models with localized eigenvectors, we show that the index variance scales linearly with for , with a model-dependent prefactor that can be exactly calculated. Explicit results are discussed for Erdös-Rényi and regular random graphs, both exhibiting a prefactor with a non-monotonic behavior as a function of . These results contrast with rotationally invariant random matrices, where the index variance scales only as , with an universal prefactor that is independent of . Numerical diagonalization results confirm the exactness of our approach and, in addition, strongly support the Gaussian nature of the index fluctuations.
10 pages, 5 figures
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- Large deviation theory for diluted Wishart random matrices
- Imaginary replica analysis of loopy regular random graphs
- Theory for the conditioned spectral density of non-invariant random matrices
- Replica-symmetric approach to the typical eigenvalue fluctuations of Gaussian random matrices
- Index of a matrix, complex logarithms, and multidimensional Fresnel integrals
- Analytic approach for the number statistics of non-Hermitian random matrices
- Top eigenpair statistics of diluted Wishart matrices