SearcharxivSearch

arXiv · 2606.20816

Spectral Properties of Dense Barab\'asi-Albert Graphs

Abstract

Preferential attachment graphs model networks whose growth produces highly uneven degree distributions, describing many real-world systems. Their adjacency spectra are important because they allow graph-theoretic questions to be studied through the eigenvalues of matrices. We analyze the adjacency matrix of a dense Barab\'asi-Albert (B-A) multigraph, where the number of edges added at each step is proportional to the final number of vertices. First, we compute the large-$n$ limit of the expected adjacency matrix and show that it is described by a rank-one limiting kernel, viewed as a continuous analogue of the adjacency matrix. After centering and scaling, the fluctuations form a random matrix with a computable variance profile. Using the quadratic vector equation approach, we derive the limiting bulk spectral distribution. We also determine the asymptotic location of the leading eigenvalue generated by the rank-one mean component.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Steven J. Miller, Arman Rysmakhanov. 2026-06-18. Spectral Properties of Dense Barab\'asi-Albert Graphs. https://arxiv.org/abs/2606.20816

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