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Spectrum of Lévy–Khintchine Random Laplacian Matrices

Author

Listed:
  • Andrew Campbell

    (Institute of Science and Technology Austria)

  • Sean O’Rourke

    (University of Colorado at Boulder)

Abstract

We consider the spectrum of random Laplacian matrices of the form $$L_n=A_n-D_n$$ L n = A n - D n where $$A_n$$ A n is a real symmetric random matrix and $$D_n$$ D n is a diagonal matrix whose entries are equal to the corresponding row sums of $$A_n$$ A n . If $$A_n$$ A n is a Wigner matrix with entries in the domain of attraction of a Gaussian distribution, the empirical spectral measure of $$L_n$$ L n is known to converge to the free convolution of a semicircle distribution and a standard real Gaussian distribution. We consider real symmetric random matrices $$A_n$$ A n with independent entries (up to symmetry) whose row sums converge to a purely non-Gaussian infinitely divisible distribution, which fall into the class of Lévy–Khintchine random matrices first introduced by Jung [Trans Am Math Soc, 370, (2018)]. Our main result shows that the empirical spectral measure of $$L_n$$ L n converges almost surely to a deterministic limit. A key step in the proof is to use the purely non-Gaussian nature of the row sums to build a random operator to which $$L_n$$ L n converges in an appropriate sense. This operator leads to a recursive distributional equation uniquely describing the Stieltjes transform of the limiting empirical spectral measure.

Suggested Citation

  • Andrew Campbell & Sean O’Rourke, 2024. "Spectrum of Lévy–Khintchine Random Laplacian Matrices," Journal of Theoretical Probability, Springer, vol. 37(1), pages 933-973, March.
  • Handle: RePEc:spr:jotpro:v:37:y:2024:i:1:d:10.1007_s10959-023-01275-4
    DOI: 10.1007/s10959-023-01275-4
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    References listed on IDEAS

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    1. Ding, Xue, 2015. "On some spectral properties of large block Laplacian random matrices," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 61-69.
    2. Davydov, Youri & Egorov, Vladimir, 2006. "On convergence of empirical point processes," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1836-1844, November.
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