Title
Spectral Analysis Of Random Sparse Matrices
Abstract
We study n x 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 = alpha/n for sufficiently large alpha. 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 alpha + 1 and its eigenvector is almost parallel to all one vector (1,..., 1).
Year
DOI
Venue
2011
10.1587/transfun.E94.A.1247
IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES
Keywords
Field
DocType
random symmetric 0, 1-matrix, sparse matrix, eigenvalue, eigenvector
Discrete mathematics,Combinatorics,Stochastic matrix,Matrix (mathematics),Generalized eigenvector,Square matrix,Multivariate random variable,Integer matrix,Circular law,Band matrix,Mathematics
Journal
Volume
Issue
ISSN
E94A
6
0916-8508
Citations 
PageRank 
References 
1
0.36
4
Authors
5
Name
Order
Citations
PageRank
Tomonori Ando110.36
Yoshiyuki Kabashima213627.83
Hisanao Takahashi310.36
Osamu Watanabe4960104.55
Masaki Yamamoto510.36