Index statistical properties of sparse random graphs

• Autor(a) principal: Metz, Fernando Lucas
• Data de Publicação: 2015
• Outros Autores: Stariolo, Daniel Adrian
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Institucional da UFRGS
• Texto Completo: http://hdl.handle.net/10183/131390
• topic: Autovalores e autofunções; Processos randômicos; Teoria de graficos; Probabilidade; Análise estatística; Álgebra matricial; Flutuações

Using the replica method, we develop an analytical approach to compute the characteristic function for the probability PN(K,λ) that a large N × N adjacency matrix of sparse random graphs has K eigenvalues below a threshold λ. The method allows to determine, in principle, all moments of PN(K,λ), from which the typical sample-to-sample fluctuations can be fully characterized. For random graph models with localized eigenvectors, we showthat the index variance scales linearly withN 1 for |λ| > 0, with a model-dependent prefactor that can be exactly calculated. Explicit results are discussed for Erd¨os-R´enyi and regular random graphs, both exhibiting a prefactor with a nonmonotonic behavior as a function of λ. These results contrast with rotationally invariant random matrices, where the index variance scales only as lnN, with an universal prefactor that is independent of λ. Numerical diagonalization results confirm the exactness of our approach and, in addition, strongly support the Gaussian nature of the index fluctuations.