Abstract
We consider the ensemble of adjacency matrices of Erdős-Rényi random graphs, i.e. graphs on N vertices where every edge is chosen independently and with probability p ≡ p(N). We rescale the matrix so that its bulk eigenvalues are of order one. Under the assumption \({p N \gg N^{2/3}}\), we prove the universality of eigenvalue distributions both in the bulk and at the edge of the spectrum. More precisely, we prove (1) that the eigenvalue spacing of the Erdős-Rényi graph in the bulk of the spectrum has the same distribution as that of the Gaussian orthogonal ensemble; and (2) that the second largest eigenvalue of the Erdős-Rényi graph has the same distribution as the largest eigenvalue of the Gaussian orthogonal ensemble. As an application of our method, we prove the bulk universality of generalized Wigner matrices under the assumption that the matrix entries have at least 4 + ε moments.
Similar content being viewed by others
References
Anderson, G., Guionnet, A., Zeitouni, O.: An Introduction to Random Matrices. Studies in Advanced Mathematics, 118, Cambridge: Cambridge University Press, 2009
Auffinger A., Ben Arous G., Péché S.: Poisson Convergence for the largest eigenvalues of heavy-tailed matrices. Ann. Inst. Henri Poincaré Probab. Stat. 45(3), 589–610 (2009)
Biroli G., Bouchaud J.-P., Potters M.: On the top eigenvalue of heavy-tailed random matrices. Europhy. Lett. 78, 10001 (2007)
Bleher P., Its A.: Semiclassical asymptotics of orthogonal polynomials, Riemann-Hilbert problem, and universality in the matrix model. Ann. of Math. 150, 185–266 (1999)
Brascamp H. J., Lieb E. H.: On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation. J. Funct. Anal. 22, 366–389 (1976)
Deift P., Kriecherbauer T., McLaughlin K.T-R, Venakides S., Zhou X.: Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory. Comm. Pure Appl. Math. 52, 1335–1425 (1999)
Deift P., Kriecherbauer T., McLaughlin K.T-R, Venakides S., Zhou X.: Strong asymptotics of orthogonal polynomials with respect to exponential weights. Comm. Pure Appl. Math. 52, 1491–1552 (1999)
Dyson F.J.: A Brownian-motion model for the eigenvalues of a random matrix. J. Math. Phys. 3, 1191–1198 (1962)
Erdős, L.: Universality of Wigner random matrices: a Survey of Recent Results (Lecture notes). http://arxiv.org/abs/1004.0861v2 [math-ph], 2010
Erdős, L., Knowles, A., Yau, H.-T., Yin, J.: Spectral statistics of sparse random matrices I: local semicircle law. Preprint http://arxiv.org/abs/1103.1919, to appear in Ann. Prob.
Erdős L., Schlein B., Yau H.-T.: Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices. Ann. Probab. 37(3), 815–852 (2009)
Erdős L., Schlein B., Yau H.-T.: Local semicircle law and complete delocalization for Wigner random matrices. Commun. Math. Phys. 287, 641–655 (2009)
Erdős L., Schlein B., Yau H.-T.: Wegner estimate and level repulsion for Wigner random matrices. Int. Math. Res. Notices. 2010(3), 436–479 (2010)
Erdős, L., Schlein, B., Yau, H.-T.: Universality of random matrices and local relaxation flow. http://arxiv.org/abs/0907.5605v5 [math-ph], 2010
Erdős, L., Schlein, B., Yau, H.-T., Yin, J.: The local relaxation flow approach to universality of the local statistics for random matrices. To appear in Ann. Inst. H. Poincaré Probab. Statist. 48, no 1, 1–461 (2012)
Erdős, L., Yau, H.-T., Yin, J.: Bulk universality for generalized Wigner matrices. http://arxiv.org/abs/1001.3453v85 [math-ph], 2011
Erdős L., Yau H.-T., Yin J.: Universality for generalized Wigner matrices with Bernoulli distribution. J. Combinatorics. 2(1), 15–82 (2011)
Erdős, L., Yau, H.-T., Yin, J.: Rigidity of eigenvalues of generalized Wigner matrices. http://arxiv.org/abs/1007.4652v7 [math-ph], 2011
Erdős P., Rényi A.: On random graphs. I. Publicationes Mathematicae 6, 290–297 (1959)
Erdős P., Rényi A.: The evolution of random graphs. Magyar Tud. Akad. Mat. Kutató Int. Közl. 5, 17–61 (1960)
Johansson K.: Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices. Commun. Math. Phys. 215(3), 683–705 (2001)
Johansson K.: Universality for certain Hermitian Wigner matrices under weak moment conditions. Ann. Inst. H. Poincaré Probab. Statist. 48, 47–79 (2012)
Khorunzhi, O.: High moments of large Wigner random matrices and asymptotic properties of the spectral norm. http://arxiv.org/abs/0907.3743v6 [math.PR], 2011, To appear in Rand. Op. Stoch. Eqs.
Knowles, A., Yin, J.: Eigenvector distribution of Wigner matrices. To appear in Prob. Theor. Rel. Fields., doi:10.1007/s00440-011-0407-y, 2011
Miller S. J., Novikoff T., Sabelli A.: The distribution of the largest nontrivial eigenvalues in families of random regular graphs. Exper. Math. 17, 231–244 (2008)
Pastur L., Shcherbina M.: Universality of the local eigenvalue statistics for a class of unitary invariant random matrix ensembles. J. Stat. Phys. 86, 109–147 (1997)
Pastur L., Shcherbina M.: Bulk universality and related properties of Hermitian matrix models. J. Stat. Phys. 130, 205–250 (2008)
Ruzmaikina A.: Universality of the edge distribution of eigenvalues of Wigner random matrices with polynomially decaying distributions of entries. Commun. Math. Phys. 261(2), 277–296 (2006)
Sarnak, P.: Private communication
Sinai Y., Soshnikov A.: A refinement of Wigner’s semicircle law in a neighborhood of the spectrum edge. Funct. Anal. Appl. 32(2), 114–131 (1998)
Sodin S.: The Tracy–Widom law for some sparse random matrices. J. stat. phys. 136(5), 834–841 (2009)
Soshnikov A.: Universality at the edge of the spectrum in Wigner random matrices. Commun. Math. Phys. 207(3), 697–733 (1999)
Tao, T. and Vu, V.: Random matrices: Universality of the local eigenvalue statistics, http://arxiv.org/abs/0906.0510v10 [math.PR], 2010, to appear Acta Math.
Tao T., Vu V.: Random matrices: Universality of local eigenvalue statistics up to the edge. Commun. Math. Phys. 298(2), 549–572 (2010)
Tracy C., Widom H.: Level-Spacing Distributions and the Airy Kernel. Commun. Math. Phys. 159, 151–174 (1994)
Tracy C., Widom H.: On orthogonal and symplectic matrix ensembles. Commun. Math. Phys. 177(3), 727–754 (1996)
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by P. Forrester
Partially supported by SFB-TR 12 Grant of the German Research Council.
Partially supported by NSF grant DMS-0757425.
Partially supported by NSF grant DMS-0757425 and DMS-0804279.
Partially supported by NSF grant DMS-1001655.
Rights and permissions
About this article
Cite this article
Erdős, L., Knowles, A., Yau, HT. et al. Spectral Statistics of Erdős-Rényi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues. Commun. Math. Phys. 314, 587–640 (2012). https://doi.org/10.1007/s00220-012-1527-7
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00220-012-1527-7