Title
Characterization Of Random Matrix Eigenvectors For Stochastic Block Model
Abstract
The eigenvalue spectrum of the adjacency matrix of Stochastic Block Model (SBM) consists of two parts: a finite discrete set of dominant eigenvalues and a continuous bulk of eigenvalues. We characterize analytically the eigenvectors corresponding to the continuous part: the bulk eigenvectors. For symmetric SBM adjacency matrices, the eigenvectors are shown to satisfy two key properties. A modified spectral function of the eigenvalues, depending on the eigenvectors, converges to the eigenvalue spectrum. Its fluctuations around this limit converge to a Gaussian process different from a Brownian bridge. This latter fact disproves that the bulk eigenvectors are Haar distributed.
Year
Venue
Field
2015
2015 49TH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS
Mathematical optimization,Eigenvalue perturbation,Diagonalizable matrix,Jacobi eigenvalue algorithm,Defective matrix,Eigenvalues and eigenvectors of the second derivative,Modal matrix,Mathematics,Eigenvalues and eigenvectors,Matrix differential equation
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
3
3
Name
Order
Citations
PageRank
Arun Kadavankandy161.67
Laura Cottatellucci227231.04
Konstantin Avrachenkov31250126.17