Spectral Analysis of Random Sparse Matrices

概要

論文の詳細を見る
We study n×n random symmetric matrices whose entries above the diagonal are iid random variables each of which takes 1 with probability p and 0 with probability 1-p, for a given density parameter p=α/n for sufficiently large α. For a given such matrix A, we consider a matrix A that is obtained by removing some rows and corresponding columns with too many value 1 entries. Then for this A, we show that the largest eigenvalue is asymptotically close to α+1 and its eigenvector is almost parallel to all one vector (1,...,1).