Spectral Statistics of Erd{\H o}s-Rényi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues

Details Spectral Statistics of Erd{\H o}s-Rényi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues Spectral Statistics of Erd{\H o}s-Rényi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues

2011-03-20

arxiv.org/abs/1103.3869v2

Mathematics

Probability

Scientific paper

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk eigenvalues are of order one. Under the assumption $p N \gg N^{2/3}$, we prove the universality of eigenvalue distributions both in the bulk and at the edge of the spectrum. More precisely, we prove (1) that the eigenvalue spacing of the Erd{\H o}s-R\'enyi graph in the bulk of the spectrum has the same distribution as that of the Gaussian orthogonal ensemble; and (2) that the second largest eigenvalue of the Erd{\H o}s-R\'enyi graph has the same distribution as the largest eigenvalue of the Gaussian orthogonal ensemble. As an application of our method, we prove the bulk universality of generalized Wigner matrices under the assumption that the matrix entries have at least $4 + \epsilon$ moments.

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