SearcharxivSearch

arXiv · 2411.10311

Planar Novikov-Shubin invariant for adjacency matrices of structured directed dense random graphs

Abstract

The Novikov-Shubin invariant associated to a graph provides information about the accumulation of eigenvalues of the corresponding adjacency matrix close to the origin. For a directed graph these eigenvalues lie in the complex plane and having a finite value for the planar Novikov-Shubin invariant indicates a polynomial behaviour of the eigenvalue density as a function of the distance to zero. We provide a complete description of these invariants for dense random digraphs with constant batch sizes, i.e. for the directed stochastic block model. The invariants depend only on which batches in the graph are connected by non-zero edge densities. We present an explicit finite step algorithm for their computation. For the proof we identify the asymptotic spectral density with the distribution of a $\mathbb{C}^K$-valued circular element in operator-valued free probability theory. We determine the spectral density in the bulk regime by solving the associated Dyson equation and infer the singular behaviour of this density close to the origin by determining the exponents associated to the power law with which the resolvent entries of the adjacency matrix that corresponds to the individual batches diverge to infinity or converge to zero.

Explore related subjects

Keep this discovery

BibTeXRIS

Torben Krüger, David Renfrew. 2024-11-15. Planar Novikov-Shubin invariant for adjacency matrices of structured directed dense random graphs. https://arxiv.org/abs/2411.10311

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR