Spectrum of Lévy–Khintchine random laplacian matrices
Campbell AJ, O’Rourke S. 2024. Spectrum of Lévy–Khintchine random laplacian matrices. Journal of Theoretical Probability. 37, 933–973.
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Author
Campbell, Andrew JISTA;
O’Rourke, Sean
Corresponding author has ISTA affiliation
Department
Abstract
We consider the spectrum of random Laplacian matrices of the form Ln=An−Dn where An
is a real symmetric random matrix and Dn is a diagonal matrix whose entries are equal to the corresponding row sums of An. If An is a Wigner matrix with entries in the domain of attraction of a Gaussian distribution, the empirical spectral measure of Ln is known to converge to the free convolution of a semicircle distribution and a standard real Gaussian distribution. We consider real symmetric random matrices An with independent entries (up to symmetry) whose row sums converge to a purely non-Gaussian infinitely divisible distribution, which fall into the class of Lévy–Khintchine random matrices first introduced by Jung [Trans Am Math Soc, 370, (2018)]. Our main result shows that the empirical spectral measure of Ln converges almost surely to a deterministic limit. A key step in the proof is to use the purely non-Gaussian nature of the row sums to build a random operator to which Ln converges in an appropriate sense. This operator leads to a recursive distributional equation uniquely describing the Stieltjes transform of the limiting empirical spectral measure.
Publishing Year
Date Published
2024-03-01
Journal Title
Journal of Theoretical Probability
Publisher
Springer Nature
Acknowledgement
The first author thanks Yizhe Zhu for pointing out reference [30]. We thank David Renfrew for comments on an earlier draft. We thank the anonymous referee for a careful reading and helpful comments.
Open access funding provided by Institute of Science and Technology (IST Austria).
Volume
37
Page
933-973
ISSN
eISSN
IST-REx-ID
Cite this
Campbell AJ, O’Rourke S. Spectrum of Lévy–Khintchine random laplacian matrices. Journal of Theoretical Probability. 2024;37:933-973. doi:10.1007/s10959-023-01275-4
Campbell, A. J., & O’Rourke, S. (2024). Spectrum of Lévy–Khintchine random laplacian matrices. Journal of Theoretical Probability. Springer Nature. https://doi.org/10.1007/s10959-023-01275-4
Campbell, Andrew J, and Sean O’Rourke. “Spectrum of Lévy–Khintchine Random Laplacian Matrices.” Journal of Theoretical Probability. Springer Nature, 2024. https://doi.org/10.1007/s10959-023-01275-4.
A. J. Campbell and S. O’Rourke, “Spectrum of Lévy–Khintchine random laplacian matrices,” Journal of Theoretical Probability, vol. 37. Springer Nature, pp. 933–973, 2024.
Campbell AJ, O’Rourke S. 2024. Spectrum of Lévy–Khintchine random laplacian matrices. Journal of Theoretical Probability. 37, 933–973.
Campbell, Andrew J., and Sean O’Rourke. “Spectrum of Lévy–Khintchine Random Laplacian Matrices.” Journal of Theoretical Probability, vol. 37, Springer Nature, 2024, pp. 933–73, doi:10.1007/s10959-023-01275-4.
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arXiv 2210.07927