Spectrum of Markov generators on sparse random graphs

نویسندگان

  • Charles Bordenave
  • Pietro Caputo
  • Djalil Chafai
چکیده

We investigate the spectrum of the infinitesimal generator of the continuous time random walk on a randomly weighted oriented graph. This is the non-Hermitian random n× n matrix L defined by Ljk = Xjk if k 6= j and Ljj = − ∑ k 6=j Ljk , where (Xjk)j 6=k are i.i.d. random weights. Under mild assumptions on the law of the weights, we establish convergence as n → ∞ of the empirical spectral distribution of L after centering and rescaling. In particular, our assumptions include sparse random graphs such as the oriented Erdős-Rényi graph where each edge is present independently with probability p(n) → 0 as long as np(n) ≫ (log(n)). The limiting distribution is characterized as an additive Gaussian deformation of the standard circular law. In free probability terms, this coincides with the Brown measure of the free sum of the circular element and a normal operator with Gaussian spectral measure. The density of the limiting distribution is analyzed using a subordination formula. Furthermore, we study the convergence of the invariant measure of L to the uniform distribution and establish estimates on the extremal eigenvalues of L.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Inferring graphical structures

We consider the problem of inferring the underlying graph using samples from a Markov random field defined on the graph. In particular, we consider the special but interesting case when the underlying graph comes from a distribution on sparse graphs. We provide matching upper and lower bounds for the sample-complexity of learning the underlying graph of a hard-core model, when the underlying gr...

متن کامل

epl draft Spectra of Random Stochastic Matrices and Relaxation in Complex Systems

Abstract – We compute spectra of large stochastic matrices W , defined on sparse random graphs in the configuration model class, i.e. on graphs that are maximally random subject to a given degree distribution. Edges (i, j) of the graph are given positive random weights Wij > 0 in such a fashion that column sums are normalized to one. We compute spectra of such matrices both in the thermodynamic...

متن کامل

Cutoff for non-backtracking random walks on sparse random graphs

Reduced `-cohomology in degree 1 (for short "LpR1") is a useful quasiisometry invariant of graphs [of bounded valency] whose definition is relatively simple. On a graph, there is a natural gradient operator from functions to vertices to functions on edges defined by looking at the difference of the value on the extremities of the edge. Simply put, this cohomology is the quotient of functions wi...

متن کامل

Randomly coloring sparse random graphs with fewer colors than the maximum degree

We analyze Markov chains for generating a random k-coloring of a random graph Gn,d/n. When the average degree d is constant, a random graph has maximum degree log n/ log log n, with high probability. We efficiently generate a random k-coloring when k = Ω(log log n/ log log log n), i.e., with many fewer colors than the maximum degree. Previous results hold for a more general class of graphs, but...

متن کامل

Speech enhancement based on hidden Markov model using sparse code shrinkage

This paper presents a new hidden Markov model-based (HMM-based) speech enhancement framework based on the independent component analysis (ICA). We propose analytical procedures for training clean speech and noise models by the Baum re-estimation algorithm and present a Maximum a posterior (MAP) estimator based on Laplace-Gaussian (for clean speech and noise respectively) combination in the HMM ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2017