5 Convergence of Matrix Moments
5.1 Convergence in Expectation
Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, for each \((i, j)\)-th entry of \(Y^{k}\), we have:
We proceed by induction on \(k\).
Our base case is \(k=1\), then:
which matches the formula since the summation over zero indices just gives the term \(Y_{ij}\).
Our inductive step is to assume that the formula holds for some \(k \ge 1\), i.e.,
We must show that it holds for \(k + 1\). Note that:
Thus, the formula holds for \(k + 1\).
By induction, the result holds for all \(k \ge 1\).
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. The matrix multi index \(Y_{\mathbf{i}}\) is defined as:
Let \(Y\) be an \(n\times n\) matrix and \(k \in \mathbb {N}\). Then, the trace of \(Y^{k}\) is given by:
We can use the result from Lemma 5.1.1 to compute the trace of \(Y^k\):
By linearity of expectation.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Then
We see from definition \(\ref{def:graph_walk_multi_index}\) that the path is defined as:
if we use each each edge \(w \in w_{\mathbf{i}}\), due to symmetry, we can write the product:
as required.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix. Then, we have the following:
Using lemma 5.1.5, we already have that \(Y_{\mathbf{i}} = \prod _{w \in w_{\mathbf{i}}} Y_{w}\). We consider the following cases for each \((i, j)\):
\((i, j) \notin w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )} = 1\), making no contribution to the product.
\((i, j) \in w_{\mathbf{i}}\): In this case, the entry \(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}\) is equal to the number of times the unordered edge \(\{ i, j\} \) appears in the path \(w_{\mathbf{i}}\).
These two cover all possibilities, so putting them together we obtain
Indeed, if \((i,j)\notin w_{\mathbf i}\) then \(w_{\mathbf i}(\{ i,j\} )=0\) and the corresponding factor contributes \(Y_{ij}^{0}=1\), and if \((i,j)\in w_{\mathbf i}\) (hence also \((j,i)\) if \(j{\lt}i\)), the exponent \(w_{\mathbf i}(\{ i,j\} )\) counts exactly how many times the unordered edge \(\{ i,j\} \) appears in the walk, so the factor is \(Y_{ij}^{\, w_{\mathbf i}(\{ i,j\} )}\).
Because every unordered pair \(\{ i,j\} \) with \(1\le i\le j\le n\) is covered by one of these two cases and the product lists each edge exactly once.
Let \(\mathbf{i} \in [n]^k\) be a \(k\)-index, \(\mathbf{i}=\left(i_1, i_2, \ldots , i_k\right)\). Let \(Y\) be a symmetric matrix and let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Then, we have the following:
Because each \(Y_{ij}\) is independent, we can write:
using lemma 5.1.6. Consider the following cases for each \((i, j)\) (we assume each \((i, j) \in w_{\mathbf{i}}\) since if they aren’t, then \(w_{\mathbf{i}}(i, j) = 0\) and this contributes nothing to the product):
\(\mathbf{i = j}\): in this case, we have \(Y_{ij} = Y_{ii}\), and therefore the edge \((i, i) \in E_{\mathbf{i}}^{s}\). Since each \(Y_{ii}\) is identically distributed for all \(i\), we have:
so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{11}^{w_{\mathbf{i}}(i, i)})\).
\(\mathbf{i {\lt} j}\): in this case, we have \(Y_{ij} \in E_{\mathbf{i}}^{c}\). Since each non diagonal entry \(Y_{ij}\) is identically distributed for all \(i \neq j\) (and by symmetry \(Y_{ij} = Y_{ji}\)), we have:
so the factor in the product above becomes \(\mathbb {E}(Y_{ij}^{w_{\mathbf{i}}(\{ i, j\} )}) = \mathbb {E}(Y_{12}^{w_{\mathbf{i}}(i, j)})\).
Plugging both of these cases into the earlier product over \(E_{\mathbf{i}}^{c}\) and \(E_{\mathbf{i}}^{s}\), we have:
as required.
Let \(\mathbf{i} \in [n]^{k}\) be a \(k\)-index, \(\mathbf{i} = (i_1, i_2, \ldots , i_{k})\). We define \(\Pi (w_{\mathbf{i}})\) as follows:
Given two \(k\)-indexes \(\mathbf{i} = (i_1,...,i_k)\) and \(\mathbf{j} = (j_1,...,j_k)\), suppose \(w_{\mathbf{i}} \sim w_{\mathbf{j}}\) under 4.0.11. Then \(\mathbb {E}(Y_\mathbf {i}) = \mathbb {E}(Y_{\mathbf{j}})\).
Let \(\varphi \) be the permutation that maps \(w_\mathbf {i}\) to \(w_{\mathbf{j}}\) in the equivalence relation. Given \(Y_\mathbf {i} = Y_{i_1 i_2}Y_{i_2 i_3} \cdots Y_{i_{k-1} i_k}Y_{i_k i_1}\), we have
Observe that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} \) is a singleton and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} \) is a singleton. The fact that \(\{ i_{\lambda _l},i_{\lambda _{l+1}} \} = \{ i_{\lambda _\mu },i_{\lambda _{\mu +1}} \} \) if and only if \(\{ \varphi (i_{\lambda _l}),\varphi (i_{\lambda _{l+1}}) \} = \{ \varphi (i_{\lambda _\mu }),\varphi (i_{\lambda _{\mu +1}}) \} \) completes the proof.
This follows from ‘partitioning’ the summation appearing in Lemma 5.1.4 using the equivalence relation defined in Definition ??.
Given \(w \in \mathcal{G}_k\), let \(w_{\mathbf{i}}\) be an element of its equivalence class. We define
Combining with the renormalization factor \(n^{-1}\) of Proposition ?? gives
Substituting the term \(\mathbb {E}\operatorname{Tr}(\mathbf{Y}_\mathbf {i}^k)\) with the expression in Equation 5.1.12 gives
Given \(w \in \mathcal{G}_k\), suppose there exists an edge \(e \in E\) in which it is traversed only once in the walk \(w\), i.e \(1 \in EC_w\). Then
Let \((G,w) \in \mathcal{G}_k\) and let \(\mathbf{j}\) be the \(k\)-index generated by \((G,w)\). Suppose there exists an edge \(e \in E_\mathbf {j}\) such that \(w_\mathbf {j}(e) = 1\). This means, in Lemma 5.1.7, a singleton term \(\mathbb {E}(Y_{ij}^{w_\mathbf {j}(e)}) = \mathbb {E}(Y_{ij})\) appears. The rest of the proof follows from the assumption of Proposition ?? that \(\mathbb {E}(Y_{ij}) = 0\) for every \(i\) and \(j\).
\(n(n-1)\cdots (n-|V|+1) \le n^{|V|}\).
Use Nat.ascFactorial_eq_div. Or prove directly.
The sequence \(n\mapsto \frac1n\mathbb {E}\operatorname{Tr}(X_n^k)\) is bounded.
The only part that depends on \(n\) is the big fraction. Since we only care about \(w \ge 2\), \(|G_w| \le k/2 + 1\). Use the fact that the product \(n(n-1)\cdots (n-|G|+1)\) is asymptotically equal to \(n^{|G|}\) to conclude that the fraction is bounded and doesn’t explode.
Suppose \(k\) odd. Then, \(\frac{n(n-1)\cdots (n-|V_w|+1)}{n^{k/2+1}} \le \frac{1}{\sqrt{n}}\).
Suppose \(k\) odd. Then, \(\lim _{n\to \infty } \frac{1}{n}\mathbb {E}\operatorname{Tr}(X_n^k) = 0\).
Since \(|G_w|\le \# E+1 \le k/2+1\) and \(|G_w|\) is an integer, it follows that \(|G_w|\le (k-1)/2+1 = k/2 + 1/2\). Hence, in this case, all the terms in the (finite \(n\)-independent) sum in Equation 4.8 are \(O(n^{-1/2})\)
\(|\sum _{\mathcal{G}_{k}, w \ge 2} \Pi (w) \cdot \frac{n (n-1) \cdots (n - |G_w| + 1)}{n^{k/2+1}} - \sum _{\mathcal{G}_k^{k/2+1}}\Pi (w) \cdot \frac{n (n-1) \cdots (n - |G_w| + 1)}{n^{k/2+1}}| \le |\mathcal{G}_k|/n\).
\(\frac1n\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{w\in \mathcal{G}^{k/2+1}_k} \Pi (w) \cdot \frac{n(n-1)\cdots (n-|G_w|+1)}{n^{k/2+1}} + O_k(n^{-1})\)
If \(|G_w| {\lt} k/2 + 1\), then there is at least one more \(n\) in the denominator than the numerator.
\(\lim _{n\to \infty }\frac{n^{k/2}}{n(n-1)\cdots (n-k/2+1)} = 1\).
some lower bound stuff + other stuff?
\(\lim _{n\to \infty }\mathbb {E}\operatorname{Tr}(X_n^k) = \sum _{w\in \mathcal{G}^{k/2+1}_k} \Pi (w)\)
Proof: use the fact that \(|G_w|=k/2+1\) and \(n(n-1)\cdots (n-k/2+1) \sim n^{k/2+1}\). Limit as n approaches infinity of \(O(n^{-1/2})\) is 0.
For \(w\in \mathcal{G}^{k/2+1}_k\), \(\Pi (w) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)})\)
Follows directly.
\(\prod _{e_c\in E^c} \mathbb {E}(Y_{12}^{w(e_c)}) = \prod _{e_c\in E^c} \mathbb {E}(Y_{12}^2)\)
Follows directly.
\(\mathbb {E}(Y_{12}^2) = t\)
Follows directly.
\(t^{|E_w|} = t^{k/2}\)
Follows directly.
\(\Pi (w) = t^{k/2}\).
Proof slightly outdated.
Let \((G,w)\in \mathcal{G}^{k/2+1}_k\). Since \(w\) traverses each edge exactly twice, the number of edges in \(G\) is \(k/2\). Since the number of vertices is \(k/2+1\), Exercise (Prop) 4.3.1 shows that \(G\) is a tree. In particular there are no self-edges (as we saw already in Proposition 4.4).
1st equality: definition right after equation 4.4 in notes 2nd equality: proposition 4.4 (w < 3) and previous lemma (w = 1 –> 0) 3nd equality: definition (from main proposition) 4th equality: number of edges is k/2.
\(\lim _{n\to \infty } \mathbb {E}\operatorname{Tr}(X_n^k) = t^{k/2}\cdot |\mathcal{G}_k^{k/2+1}|\)
Follows directly from 4.7.5 and 4.8.
Let \(\{ Y_{ij}\} _{1\le i\le j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt}\infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\) and set \(t=\mathbb {E}(Y_{12}^2)\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then
5.2 Convergence in Probability
Let \(\mathbf{Y}_{n}\) be an \(n \times n\) symmetric matrix with independent entries, where \(\{ Y_{ij}\} _{1\le i\le j}\) are independent random variables, with \(\{ Y_{ii}\} _{i\ge 1}\) identically distributed and \(\{ Y_{ij}\} _{1\le i{\lt}j}\) identically distributed, and let \(\mathbf{X}_{n} = n^{-1 / 2}\mathbf{Y}_{n}\) be the corresponding Wigner matrix. Then:
Expanding the variance by definition, we get:
use the linearity of expectation to factor out \(\frac{1}{n^{k+2}}\) from both expectations:
using 5.1.4, we can expand and square:
Given an ordered triple \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j})\) generated by two \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), we define
Let \(\mathbf{i}_\lambda \) and \(\mathbf{j}_\lambda \) be \(k\)-indexes for each \(\lambda =1,2\) such that \((\mathbf{i}_1,\mathbf{j}_1) = (\mathbf{i}_2,\mathbf{j}_2)\). Then \(\mathbb {E}(Y_{\mathbf{i}_1}Y_{\mathbf{j}_1}) = \mathbb {E}(Y_{\mathbf{i}_1}Y_{\mathbf{j}_2})\).
This follows a similar reasoning as in Lemma 5.1.9.
Given \((G,w,w')\), let \((\mathbf{i},\mathbf{j})\) be an ordered pair of \(k\)-indexes generated by \(w\) and \(w'\). We define
This follows from Lemma 5.1.7 and the independency of random variables.
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
Let \((G_{\mathbf{i}\# \mathbf{j}},w_\mathbf {i},w_\mathbf {j})\) be the ordered triple generated by the two \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\). By construction, there are finite number of edges \(e \in E_{\mathbf{i} \# \mathbf{j}}\). Moreover, there are finite number of integer values the counting function \(w_{\mathbf{i} \# \mathbf{j}}(\cdot )\) can take over \(E_{\mathbf{i} \# \mathbf{j}}\). This implies we can choose the maximum element of the set
and therefore \(\lambda \in \mathbb {N}\) so that \(\mathbb {E}(Y_{11}^\lambda ) = \max \mathscr {E}\). Using the fact that \(\mathbb {E}(Z) \leq \mathbb {E}(|Z|)\) for any random variable \(Z\),
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
This follows an identical reasoning as in Lemma 5.2.8.
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(M_1 \in \mathbb {R}\) such that
By Lemma 5.2.7, we have
By Lemma 5.2.8, there exists \(\lambda _1 \in \mathbb {N}\) so that \(\mathbb {E} (Y_{11}^{w_{\mathbf{i} \# \mathbf{j} (e)}}) \leq r_n\) for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\). On the other hand, by Lemma 5.2.9, there exists \(\lambda _2 \in \mathbb {N}\) so that \(\mathbb {E} (Y_{12}^{w_{\mathbf{i} \# \mathbf{j} (e)}}) \leq r_m\) for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\). Then
Setting \(M_1 := 2k \cdot \max \{ r_{\lambda _1},r_{\lambda _2}\} \) satisfies the problem.
For any \(k\)-index \(\mathbf{i}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_{\mathbf{i} \# \mathbf{j}}\).
This follows a similar reasoning as in Lemma 5.2.8 with the counting function \(w_\mathbf {i}(\cdot )\).
For any \(k\)-index \(\mathbf{i}\), there exists \(\lambda \in \mathbb {N}\) such that
for every \(e \in E_\mathbf {i}\).
This follows a similar reasoning as in Lemma 5.2.8 with the counting function \(w_\mathbf {i}(\cdot )\).
For any \(k\)-indexes \(\mathbf{i}\), there exists \(M_2 \in \mathbb {R}\) such that
This follows an identical reasoning as in Lemma 5.2.8.
For any \(k\)-indexes \(\mathbf{i}\) and \(\mathbf{j}\), there exists \(M_{2k} \in \mathbb {R}_{\geq 0}\) such that
Combining the result of Lemma 5.2.10 and Lemma 5.2.13 gives
where \(M_2^{(\mathbf{i})}\) and \(M_2^{(\mathbf{j})}\) are the upper bounds acquired by Lemma 5.2.13 with repsect to \(\mathbf{i}\) and \(\mathbf{j}\), repsectively. Setting \(M_{2k} := \max \{ M_1, M_2^{(\mathbf{i})} \cdot M_2^{(\mathbf{j})} \} \) satisfies the problem.
By construction, every edge in the joined graph \(G_{{i}\# {j}}\) is traversed at least once by the union of the two paths \(w_{i}\) and \(w_{j}\). Suppose that \(e\) is an edge that is traversed only once. This means that \(w_{{i}\# {j}}(e) = 1\), and so it follows that the two values \(w_{i}(e),w_{j}(e)\) are \(\{ 0,1\} \). Hence, the above expansion and the fact that \(\mathbb {E}(Y_{11})=\mathbb {E}(Y_{12})=0\) show that \(\pi (G_{{i}\# {j}},w_{i},w_{j}) = 0\) in this case.
Follows directly.
Appealing again to 4.0.5, it follows that \(|G|\le k+1\). Hence, \(n(n-1)\cdots (n-|G|+1) \le n^{|G|} \le n^{k+1}\)
Theorem 2.4. (Unsure if it goes in this doc.)
The (potentially enormous) number \(B_k=2M_{2k}\cdot \# \mathcal{G}_{k,k}\) is independent of \(n\), and so we have already proved that the variance is \(=O_k(1/n)\).
Let \(\{ Y_{ij}\} _{1 \leq i \leq j}\) be independent random variables, with \(\{ Y_{ii}\} _{i\geq 1}\) identically distributed and \(\{ Y_{ij}\} _{1 \leq i {\lt} j}\) identically distributed. Suppose that \(r_k = \max \{ \mathbb {E}(|Y_{11}|^k),\mathbb {E}(|Y_{12}|^k)\} {\lt} \infty \) for each \(k\in \mathbb {N}\). Suppose further than \(\mathbb {E}(Y_{ij})=0\) for all \(i,j\). If \(i{\gt}j\), define \(Y_{ij} \equiv Y_{ji}\), and let \(\mathbf{Y}_n\) be the \(n\times n\) matrix with \([\mathbf{Y}_n]_{ij} = Y_{ij}\) for \(1\le i,j\le n\). Let \(\mathbf{X}_n = n^{-1/2}\mathbf{Y}_n\) be the corresponding Wigner matrix. Then