Showing papers on "Spectrum of a matrix published in 2019"

Largest eigenvalues of sparse inhomogeneous Erdős–Rényi graphs

Abstract: We consider inhomogeneous Erdős–Renyi graphs. We suppose that the maximal mean degree $d$ satisfies $d\ll\log n$. We characterise the asymptotic behaviour of the $n^{1-o(1)}$ largest eigenvalues of the adjacency matrix and its centred version. We prove that these extreme eigenvalues are governed at first order by the largest degrees and, for the adjacency matrix, by the nonzero eigenvalues of the expectation matrix. Our results show that the extreme eigenvalues exhibit a novel behaviour which in particular rules out their convergence to a nondegenerate point process. Together with the companion paper [Benaych-Georges, Bordenave and Knowles (2017)], where we analyse the extreme eigenvalues in the complementary regime $d\gg\log n$, this establishes a crossover in the behaviour of the extreme eigenvalues around $d\sim\log n$. Our proof relies on a tail estimate for the Poisson approximation of an inhomogeneous sum of independent Bernoulli random variables, as well as on an estimate on the operator norm of a pruned graph due to Le, Levina, and Vershynin from [Random Structures Algorithms 51 (2017) 538–561].

Symmetric Rank-One Updates from Partial Spectrum with an Application to Out-of-Sample Extension

Abstract: Rank-one update of the spectrum of a matrix is a fundamental problem in classical perturbation theory. In this paper, we consider its variant where only part of the spectrum is known. We address th...