Spectral properties of random matrices for stochastic block model

Abstract : We consider an extension of Erdös-Rényi graph known in literature as Stochastic Block Model (SBM). We analyze the limiting empirical distribution of the eigenvalues of the adjacency matrix of SBM. We derive a fixed point equation for the Stieltjes transform of the limiting eigenvalue empirical distribution function (e.d.f.), concentration results on both the support of the limiting e.d.f. and the extremal eigenvalues outside the support of the limiting e.d.f. Additionally, we derive analogous results for the normalized Laplacian matrix and discuss potential applications of the general results in epidemics and random walks.
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Communication dans un congrès
International Workshop on Physics Inspired Paradigms in Wireless Communications and Networks (PHYSCOMNET), May 2015, Mumbai, India. pp.537-544, 2015, 〈http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7151116〉. 〈10.1109/WIOPT.2015.7151116〉
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Contributeur : Konstantin Avrachenkov <>
Soumis le : dimanche 24 janvier 2016 - 15:50:02
Dernière modification le : lundi 30 avril 2018 - 14:30:02

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Konstantin Avrachenkov, Laura Cottatellucci, Arun Kadavankandy. Spectral properties of random matrices for stochastic block model. International Workshop on Physics Inspired Paradigms in Wireless Communications and Networks (PHYSCOMNET), May 2015, Mumbai, India. pp.537-544, 2015, 〈http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7151116〉. 〈10.1109/WIOPT.2015.7151116〉. 〈hal-01261156〉

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