Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs

Details Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs

2009-11-30

arxiv.org/abs/0911.5684v1

Physics

Mathematical Physics

22 pages

Scientific paper

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by $n^{-1/2}$ in the limit $n\to\infty$ satisfy the Wick relations for the Gaussian random variables. This allows us to prove central limit theorem for $\hbox{Tr}G(z)$ and then extend the result on the linear eigenvalue statistics $\hbox{Tr}\phi(A)$ of any function $\phi:\mathbb{R}\to\mathbb{R}$ which increases, together with its first two derivatives, at infinity not faster than an exponential.

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