Journal of Physics A: Mathematical and Theoretical


Fat-tailed distribution derived from the first eigenvector of a symmetric random sparse matrix

Hisanao Takahashi

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Paper

Many solutions for scientific problems rely on finding the first (largest) eigenvalue and eigenvector of a particular matrix. We explore the distribution of the first eigenvector of a symmetric random sparse matrix. To analyze the properties of the first eigenvalue/vector, we employ a methodology based on the cavity method, a well-established technique in the statistical physics. A symmetric random sparse matrix in this paper can be regarded as an adjacency matrix for a network. We show that if a network is constructed by nodes that have two different types of degrees then the distribution of its eigenvector has fat tails such as the stable distribution (α < 2) under a certain condition; whereas if a network is constructed with nodes that have only one type of degree, the distribution of its first eigenvector becomes the Gaussian approximately. The method consisting of the cavity method and the population dynamical method clarifies these results.


PACS

02.10.Ud Linear algebra

02.50.Ng Distribution theory and Monte Carlo studies

05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion

02.10.Yn Matrix theory

MSC

15A18 Eigenvalues, singular values, and eigenvectors

37L20 Symmetries

60G15 Gaussian processes

65F15 Eigenvalues, eigenvectors

65F50 Sparse matrices

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 6 (14 February 2014)

Received 17 May 2013, revised 6 January 2014, accepted for publication 6 January 2014

Published 28 January 2014

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  1. Fat-tailed distribution derived from the first eigenvector of a symmetric random sparse matrix

    Hisanao Takahashi 2014 J. Phys. A: Math. Theor. 47 065003

  2. First eigenvalue/eigenvector in sparse random symmetric matrices: influences of degree fluctuation

    Yoshiyuki Kabashima and Hisanao Takahashi 2012 J. Phys. A: Math. Theor. 45 325001

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