Higher order fluctuations of extremal eigenvalues of sparse random matrices
arXiv:2108.11634
Abstract
We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erdős-Rényi graphs . Recently, it was shown that the leading order fluctuations of extremal eigenvalues are given by a single random variable associated with the total degree of the graph (Ann. Probab., 48(2):916-962, 2020; Probab. Theory Related Fields, 180:985-1056, 2021). We construct a sequence of random correction terms to capture higher (sub-leading) order fluctuations of extremal eigenvalues in the regime . Using these random correction terms, we prove a local law up to a shifted edge and recover the rigidity of extremal eigenvalues under some corrections for .
arXiv comment39 pages, 1 figure, major revision, to appear in AIHP