- Series
- Stochastics Seminar
- Time
- Thursday, April 21, 2016 - 3:05pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Paul Jung – University of Alabama Birmingham
- Organizer
- Christian Houdré
We look at a class of Hermitian random matrices which includes Wigner
matrices, heavy-tailed random matrices, and sparse random matrices such as
adjacency matrices of Erdos-Renyi graphs with p=1/N. Our matrices have real
entries which are i.i.d. up to symmetry. The distribution of entries
depends on N, and we require sums of rows to converge in distribution; it
is then well-known that the limit must be infinitely divisible.
We show that a limiting empirical spectral distribution (LSD) exists, and
via local weak convergence of associated graphs, the LSD corresponds to the
spectral measure associated to the root of a graph which is formed by
connecting infinitely many Poisson weighted infinite trees using a backbone
structure of special edges. One example covered are matrices with i.i.d.
entries having infinite second moments, but normalized to be in the
Gaussian domain of attraction. In this case, the LSD is a semi-circle law.