28 research outputs found
Uniform regular weighted graphs with large degree: Wigner's law, asymptotic freeness and graphons limit
For each , let be a simple random graph on the set of vertices
, which is invariant by relabeling of the vertices. The
asymptotic behavior as goes to infinity of correlation functions:
furnishes informations on the asymptotic
spectral properties of the adjacency matrix of . Denote by and assume . If for any
, the standardized empirical eigenvalue distribution of converges in
expectation to the semicircular law and the matrix satisfies asymptotic
freeness properties in the sense of free probability theory. We provide such
estimates for uniform -regular graphs , under the additional
assumption that for some . Our method applies also for
simple graphs whose edges are labelled by i.i.d. random variables.Comment: 21 pages, 7 figure
Limit processes for TASEP with shocks and rarefaction fans
We consider the totally asymmetric simple exclusion process (TASEP) with
two-sided Bernoulli initial condition, i.e., with left density rho_- and right
density rho_+. We consider the associated height function, whose discrete
gradient is given by the particle occurrences. Macroscopically one has a
deterministic limit shape with a shock or a rarefaction fan depending on the
values of rho_{+/-}. We characterize the large time scaling limit of the
fluctuations as a function of the densities rho_{+/-} and of the different
macroscopic regions. Moreover, using a slow decorrelation phenomena, the
results are extended from fixed time to the whole space-time, except along the
some directions (the characteristic solutions of the related Burgers equation)
where the problem is still open.
On the way to proving the results for TASEP, we obtain the limit processes
for the fluctuations in a class of corner growth processes with external
sources, of equivalently for the last passage time in a directed percolation
model with two-sided boundary conditions. Additionally, we provide analogous
results for eigenvalues of perturbed complex Wishart (sample covariance)
matrices.Comment: 46 pages, 3 figures, LaTeX; Extended explanations in the first two
section
Eigenvectors of some large sample covariance matrix ensembles
We consider sample covariance matrices where X N is a N Ă p real or complex matrix with i.i.d. entries with finite 12th moment and ÎŁN is a N Ă N positive definite matrix. In addition we assume that the spectral measure of ÎŁN almost surely converges to some limiting probability distribution as N â â and p/N â Îł >0. We quantify the relationship between sample and population eigenvectors by studying the asymptotics of functionals of the type where I is the identity matrix, g is a bounded function and z is a complex number. This is then used to compute the asymptotically optimal bias correction for sample eigenvalues, paving the way for a new generation of improved estimators of the covariance matrix and its invers
Convergence of the two-point function of the stationary TASEP
We consider the two-point function of the totally asymmetric simple exclusion
process with stationary initial conditions. The two-point function can be
expressed as the discrete Laplacian of the variance of the associated height
function. The limit of the distribution function of the appropriately scaled
height function was obtained previously by Ferrari and Spohn. In this paper we
show that the convergence can be improved to the convergence of moments. This
implies the convergence of the two-point function in a weak sense along the
near-characteristic direction as time tends to infinity, thereby confirming the
conjecture in the paper of Ferrari and Spohn.Comment: LaTeX, 18 pages, 2 figures; Minor correction
of band or sparse random matrices
In this text, we consider an random N Ă N matrix X such that all but o(N) rows of X have W non identically zero entries, the other rows having less than W entries (such as, for example, standard or cyclic band matrices). We always suppose that 1 âȘ W âȘ N. We first prove that if the entries are independent, centered, have variance one, satisfy a certain tail upper-bound condition and W â« (log N) 6(1+α), where α is a positive parameter depending on the distribution of the entries, then the largest eigenvalue of X / â W converges to the upper bound of its limit spectral distribution, that is 2, as for Wigner matrices. This extends some previous results by Khorunzhiy and Sodin where less hypotheses were made on W, but more hypotheses were made about the law of the entries and the structure of the matrix. Then, under the same hypotheses, we prove a delocalization result for the eigenvectors of X. More precisely we show that eigenvectors associated to eigenvalues âfar enoughâ from zero cannot be essentially localized on less than W / log(N) entries. This lower bound on the localization length has to be compared to the recent result by Steinerberger, which states that the localization length in the edge is âȘ W 7/5 or there is strong interaction between two eigenvectors in an interval of length W 7/5
Corrigendum: Limit Process of Stationary TASEP near the Characteristic Line
Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/96244/1/21439_ftp.pd
The largest eigenvalue of rank one deformation of large Wigner matrices
The purpose of this paper is to establish universality of the fluctuations of
the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner
Ensembles. The real model is also considered. Our approach is close to the one
used by A. Soshnikov in the investigations of classical real or complex Wigner
Ensembles. It is based on the computation of moments of traces of high powers
of the random matrices under consideration
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case
We consider large complex random sample covariance matrices obtained from
"spiked populations", that is when the true covariance matrix is diagonal with
all but finitely many eigenvalues equal to one. We investigate the limiting
behavior of the largest eigenvalues when the population and the sample sizes
both become large. Under some conditions on moments of the sample distribution,
we prove that the asymptotic fluctuations of the largest eigenvalues are the
same as for a complex Gaussian sample with the same true covariance. The real
setting is also considered