
Spectrum of large random Markov chains: heavy-tailed weights on the oriented complete graph
Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil; Piras, Daniele (2017), Spectrum of large random Markov chains: heavy-tailed weights on the oriented complete graph, Random Matrices: Theory and Applications, 6, 2, p. 1750006. 10.1142/S201032631750006X
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Article accepté pour publication ou publiéDate
2017Journal name
Random Matrices: Theory and ApplicationsVolume
6Number
2Pages
1750006
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Show full item recordAbstract (EN)
We consider the random Markov matrix obtained by assigning i.i.d. non-negative weights to each edge of the complete oriented graph. In this study, the weights have unbounded first moment and belong to the domain of attraction of an alpha-stable law. We prove that as the dimension tends to infinity, the empirical measure of the singular values tends to a probability measure which depends only on alpha, characterized as the expected value of the spectral measure at the root of a weighted random tree. The latter is a generalized two-stage version of the Poisson weighted infinite tree (PWIT) introduced by David Aldous. Under an additional smoothness assumption, we show that the empirical measure of the eigenvalues tends to a non-degenerate isotropic probability measure depending only on alpha and supported on the unit disc of the complex plane. We conjecture that the limiting support is actually formed by a strictly smaller disc.Subjects / Keywords
Random matrix; Logarithmic potential; Operator convergence; Spectral theory; Objective method; Random Graph; Heavy tailed distribution; Stable lawRelated items
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