The characteristic polynomial of sparse zero-one matrices

Simon Coste - INRIA

Journées MAS 2021

Eigenvalues of non-Hermitian matrices

> using LinearAlgebra
> eigvals(randn(500,500))

Example: random regular digraph

> using LinearAlgebra, Erdos
> eigvals(random_regular_digraph(500, 3))

My favourite example: Bernoulli, sparse

> using LinearAlgebra
> eigvals(rand(500,500).<0.01)

A_n = an n \times n matrix whose entries are iid \mathrm{Bernoulli}(d/n) entries.

Reverse characteristic polynomial

q_n (z) = \det(I_n - zA_n)

The coefficients of q_n(z)=1+\Delta_1z+\Delta_2z^2+...+\Delta_{n}z^{n} are \Delta_k = (-1)^k \frac{P_k(\mathrm{trace}(A_n^1), ..., \mathrm{trace}(A_n^k))}{k!},

where the P_k are polynomials.

The simplest method: traces + tightness

The limits of the traces of A^k_n

For every k, (\mathrm{tr}(A_n^1), ..., \mathrm{tr}(A_n^k)) \xrightarrow[n \to \infty]{\mathrm{law}} (X_1, ... , X_k). where X_k := \sum_{\ell|k} \ell Y_\ell (Y_\ell : \ell \in \mathbb{N}^*) = family of independent r.v., Y_\ell \sim \mathrm{Poi}(d^\ell / \ell).

The limits of the coefficients of q_n

\Delta_k \to a_k = (-1)^k \frac{P_k(X_1, ... , X_k)}{k!} Let F be the log-generating function of these random variables: F(z) = 1 + \sum_{k=1}^\infty a_k z^k

Coefficients of q_n \to Coefficients of F

Do we have stronger convergence than that?

Weak convergence of analytic functions

Shirai 2012

If f_n is a sequence of random analytic functions in an open set D and if

  1. The coeffs of f_n converge towards (a_k)

  2. f_n is tight in D

Then f_n \to f where f(z) = \sum a_k z^k.

Tightness in holomorphic spaces

Let f_n be a sequence of random analytic functions: f_n(z) = \sum_{k=0}^\infty a_{n,k}z^k.

If there is a c such that \sup_n \mathbf{E}[|a_{n,k}|^2] \leqslant c r^k then (f_n) is tight on D(0,\sqrt{r}).

Tightness of (q_n)

The sequence q_n is tight in D(0,\sqrt{1/d}).

Proof. We must bound the 2-norm of the coefficients of q_n, the \Delta_k.

We use \Delta_k = \sum_{I \subset [n], |I|=k}\det(A(I)) then develop |\Delta_k|^2.

We get a double sum of \mathbf{E}[\det(A(I))\det(A(J))] with I,J subsets of [n].

The value of each summand depends on the size of I\cap J.

\mathbf{E}[|\Delta_k|^2] = (n)_k (d/n)^k (1-d/n)^{k-1}(1 - kd/n -p + kd - k^2d/n) =O(d^k)

q_n \to F as holomorphic functions on D(0,d^{-1/2}).

Extras on F

F(z) = \exp \left( -\sum_{k=1}^\infty X_k \frac{z^k}{k} \right) = \prod_{k=1}^\infty (1 - z^k)^{Y_k}

  • The radius of convergence inside the exp is 1/d.

  • The radius of convergence of F is 1/\sqrt{d} and F has one zero at 1/d.

  • F has no other zeroes inside D(0,1/\sqrt{d}).

Zeroes of q_n => zeroes of F

The zeroes are continuous wrt weak convergence on \mathbb{H}.

Zeroes of q_n inside D(0,1/\sqrt{d}) = inverse of eigenvalues of A_n outside D(0,\sqrt{d}).

Asymptotically, A_n has one eigenvalue close to d.

The other ones are smaller than \sqrt{d}.

Friedman theorems everywhere

Can you have a short proof of Friedman’s 2\sqrt{d-1}-theorem?

  1. Prove that the non-backtracking traces converge towards something [Dumitriu et al 2012]

  2. Prove that q_n is tight…

Bonne rentrée à tous !