SearcharxivSearch

arXiv · 2601.05748

Semicircle law for multi-parameter random simplicial complexes

Abstract

In this paper, we consider the multi-parameter random simplicial complex model, which generalizes the Linial-Meshulam model and random clique complexes by allowing simplices of different dimensions to be included with distinct probabilities. For $n,d \in \mathbb{N}$ and $\mathbf{p}=(p_1,p_2,\ldots, p_d)\in (0,1]^d$, the multi-parameter random simplicial complex $Y_d(n,\mathbf{p})$ is constructed inductively. Starting with $n$ vertices, edges (1-cells) are included independently with probability $p_1$, yielding the Erd\H{o}s-R\'enyi graph $G(n,p_1)$, which forms the $1$-skeleton. Conditional on the $(k-1)$-skeleton, each possible $k$-cell is included independently with probability $p_k$, for $2 \leq k \leq d$. We study the signed and unsigned adjacency matrices of $d$-dimensional multi-parameter random simplicial complexes $Y_d(n,\mathbf{p})$, under the assumptions $\min_{i=1,\ldots d-1}\liminf p_i >0$ and $np_d \rightarrow \infty$ with $p_d=o(1)$. In general, these matrices have random dimensions and exhibit dependency among their entries. We prove that the empirical spectral measures of both matrices converge weakly to the semicircle law in probability. We also prove that the limiting spectral measure of the signed and unsigned adjacency matrices of another associated model, the multi-parameter upper model, is the semicircle law, under the assumption $np_d(1-p_d) \rightarrow \infty$. Further, we establish convergence results for the number of $(d-1)$-cells and the number of maximal $(d-1)$-cells of multi-parameter simplicial complexes.

Explore related subjects

Keep this discovery

BibTeXRIS

Kartick Adhikari, Kiran Kumar, Koushik Saha. 2026-01-09. Semicircle law for multi-parameter random simplicial complexes. https://arxiv.org/abs/2601.05748

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