Fluctuation of the Largest Eigenvalue of a Kernel Matrix with application in Graphon-based Random Graphs

Anirban Chatterjee, Jiaoyang Huang

In this article, we explore the spectral properties of general random kernel matrices $[K(U_i,U_j){]}_{1\le i\ne j\le n}$ from a Lipschitz kernel $K$ with $n$ independent random v…