Spectrum of large random reversible Markov chains - heavy-tailed weights on the complete graph

@inproceedings{Bordenave2011SpectrumOL,
  title={Spectrum of large random reversible Markov chains - heavy-tailed weights on the complete graph},
  author={Charles Bordenave and Pietro Caputo and Djalil Chafai},
  year={2011}
}
We consider the random reversible Markov kernel K on the complete graph with n vertices obtained by putting i.i.d. positive weights of law L on the n(n+ 1)/2 edges of the graph and normalizing each weight by the corresponding row sum. We have already shown in a previous work that if L has finite second moment then, as n goes to infinity, the limiting spectral distribution of nK is Wigner’s semi–circle law. In the present work, we consider the case where L belongs to the domain of attraction of… CONTINUE READING

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