146 research outputs found

    A new proof of Friedman's second eigenvalue Theorem and its extension to random lifts

    Full text link
    It was conjectured by Alon and proved by Friedman that a random dd-regular graph has nearly the largest possible spectral gap, more precisely, the largest absolute value of the non-trivial eigenvalues of its adjacency matrix is at most 2d−1+o(1)2\sqrt{d-1} +o(1) with probability tending to one as the size of the graph tends to infinity. We give a new proof of this statement. We also study related questions on random nn-lifts of graphs and improve a recent result by Friedman and Kohler.Comment: 49 pages, final version, to appear in "Annales scientifiques de l'\'Ecole normale sup\'erieure

    On the spectrum of sum and product of non-hermitian random matrices

    Full text link
    In this short note, we revisit the work of T. Tao and V. Vu on large non-hermitian random matrices with independent and identically distributed entries with mean zero and unit variance. We prove under weaker assumptions that the limit spectral distribution of sum and product of non-hermitian random matrices is universal. As a byproduct, we show that the generalized eigenvalues distribution of two independent matrices converges almost surely to the uniform measure on the Riemann sphere.Comment: 8 pages, statement of main theorem slightly improve

    Navigation on a Poisson point process

    Full text link
    On a locally finite point set, a navigation defines a path through the point set from one point to another. The set of paths leading to a given point defines a tree known as the navigation tree. In this article, we analyze the properties of the navigation tree when the point set is a Poisson point process on Rd\mathbb{R}^d. We examine the local weak convergence of the navigation tree, the asymptotic average of a functional along a path, the shape of the navigation tree and its topological ends. We illustrate our work in the small-world graphs where new results are established.Comment: Published in at http://dx.doi.org/10.1214/07-AAP472 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Eigenvalues of Euclidean Random Matrices

    Get PDF
    We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of nn random points in a compact set Ωn\Omega_n of Rd\R^d. Under various assumptions we establish the almost sure convergence of the limiting spectral measure as the number of points goes to infinity. The moments of the limiting distribution are computed, and we prove that the limit of this limiting distribution as the density of points goes to infinity has a nice expression. We apply our results to the adjacency matrix of the geometric graph.Comment: 16 pages, 1 figur

    Combinatorial optimization over two random point sets

    Full text link
    We analyze combinatorial optimization problems over a pair of random point sets of equal cardinal. Typical examples include the matching of minimal length, the traveling salesperson tour constrained to alternate between points of each set, or the connected bipartite r-regular graph of minimal length. As the cardinal of the sets goes to infinity, we investigate the convergence of such bipartite functionals.Comment: 34 page

    Around the circular law

    Get PDF
    These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex plane as the dimension nn tends to infinity. This phenomenon is the non-Hermitian counterpart of the semi circular limit for Wigner random Hermitian matrices, and the quarter circular limit for Marchenko-Pastur random covariance matrices. We present a proof in a Gaussian case, due to Silverstein, based on a formula by Ginibre, and a proof of the universal case by revisiting the approach of Tao and Vu, based on the Hermitization of Girko, the logarithmic potential, and the control of the small singular values. Beyond the finite variance model, we also consider the case where the entries have heavy tails, by using the objective method of Aldous and Steele borrowed from randomized combinatorial optimization. The limiting law is then no longer the circular law and is related to the Poisson weighted infinite tree. We provide a weak control of the smallest singular value under weak assumptions, using asymptotic geometric analysis tools. We also develop a quaternionic Cauchy-Stieltjes transform borrowed from the Physics literature.Comment: Added: one reference and few comment
    • 

    corecore