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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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Type
Article accepté pour publication ou publié
Date
2017
Journal name
Random Matrices: Theory and Applications
Volume
6
Number
2
Pages
1750006
Publication identifier
10.1142/S201032631750006X
Metadata
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Author(s)
Bordenave, Charles
Caputo, Pietro
Chafaï, Djalil cc
Piras, Daniele
Abstract (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 law

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