Levy-Khintchine Random Matrices
|분야Field||2017 Math Colloquium|
|날짜Date||2017-12-01||시간Time||15:50 ~ 18:00|
|장소Place||Math. Bldg. 404||초청자Host||김건우|
|TOPIC||Levy-Khintchine Random Matrices|
|소개 및 안내사항Content||
Title : Levy-Khintchine Random Matrices.
Abstract: We study a class of Hermitian random matrices which includes Wigner matrices, heavy-tailed random matrices, and sparse random matrices such as adjacency matrices of Erdos-Renyi graphs with p=1/N. Our matrices have real entries which are i.i.d. up to symmetry. The distribution of entries depends on N, and we require sums of rows to converge in distribution; it is then well-known that the limit must be infinitely divisible.
We show that a limiting empirical spectral distribution (LSD) exists, and via local weak convergence of associated graphs, the LSD corresponds to the spectral measure associated to the root of a graph which is formed by connecting infinitely many Poisson weighted infinite trees using a backbone structure of special edges. One example covered are matrices with i.i.d. entries having infinite second moments, but normalized to be in the Gaussian domain of attraction. In this case, the LSD is a semi-circle law.