Random Incidence Matrices: Moments of the Spectral Density

نویسنده

  • M. Bauer
چکیده

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the eigenvalue distribution as explicit polynomials in N and p. For large N and fixed p the spectrum contains a large eigenvalue at Np and a semi-circle of “small” eigenvalues. For large N and fixed average connectivity pN (dilute or sparse random matrices limit) we show that the spectrum always contains a discrete component. An anomaly in the spectrum near eigenvalue 0 for connectivity close to e is observed. We develop recursion relations to compute the moments as explicit polynomials in pN . Their growth is slow enough so that they determine the spectrum. The extension of our methods to the Laplacian matrix is given in Appendix.

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

Eigenvalues of Euclidean random matrices

We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of n random points in a compact set Ωn of R. Under various assumptions we establish the almost sure convergence of the limiting spectral measure as the number of points goes to infinity. The moments of the limiting distribution are computed, and we prove that t...

متن کامل

ar X iv : m at h / 03 07 33 0 v 2 [ m at h . PR ] 2 9 M ay 2 00 4 SPECTRAL MEASURE OF LARGE RANDOM HANKEL , MARKOV AND TOEPLITZ MATRICES

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {Xk} of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables {Xi,j}j>i of zero mean and unit variance, scaling the eigenvalues by √ n we prove the almost sure, weak convergence of the spect...

متن کامل

Spectral Measure of Large Random Hankel, Markov and Toeplitz Matrices

We study the limiting spectral measure of large symmetric random matrices of linear algebraic structure. For Hankel and Toeplitz matrices generated by i.i.d. random variables {Xk} of unit variance, and for symmetric Markov matrices generated by i.i.d. random variables {Xij}j>i of zero mean and unit variance, scaling the eigenvalues by √ n we prove the almost sure, weak convergence of the spectr...

متن کامل

Random incidence matrices: spectral density at zero energy

We present exact results for the delta peak at zero energy in the spectral density of the random graph incidence matrix model as a function of the average connectivity. We give an analytic expression for the height of this peak, and a detailed description of the localized eigenvectors. Their total contribution to the peak is given. This allows to study analytically a delocalization and a reloca...

متن کامل

On moments of complex Wishart and complex inverse Wishart distributed matrices

This paper addresses the calculation of moments of complex Wishart and complex inverse Wishart distributed random matrices. Complex Wishart and complex inverse Wishart distributed random matrices are used in applications like radar, sonar, or seismics in order to model the statistical properties of complex sample covariance matrices and complex inverse sample covariance matrices, respectively. ...

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 2001