## Abstract

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and a suitable notion of local weak convergence for an ensemble of random trees that we call probability fringe convergence, we show that the empirical spectral distributions for many random tree models converge to a deterministic (model-dependent) limit as the number of vertices goes to infinity. Moreover, the masses assigned by the empirical spectral distributions to individual points also converge in distribution to constants. We conclude for ensembles such as the linear preferential attachment models, random recursive trees, and the uniform random trees that the limiting spectral distribution has a set of atoms that is dense in the real line. We obtain lower bounds on the mass assigned to zero by the empirical spectral measures via the connection between the number of zero eigenvalues of the adjacency matrix of a tree and the cardinality of a maximal matching on the tree. In particular, we employ a simplified version of an algorithm due to Karp and Sipser to construct maximal matchings and understand their properties. Moreover, we show that the total weight of a weighted matching is asymptotically equivalent to a constant multiple of the number of vertices when the edge weights are independent, identically distributed, nonnegative random variables with finite expected value, thereby significantly extending a result obtained by Aldous and Steele in the special case of uniform random trees. We greatly generalize a celebrated result obtained by Schwenk for the uniform random trees by showing that if any ensemble converges in the probability fringe sense and a very mild further condition holds, then, with probability converging to one, the spectrum of a realization is shared by at least one other (nonisomorphic) tree. For the linear preferential attachment model with parameter a>-1, we show that for any fixed k, the k largest eigenvalues jointly converge in distribution to a nontrivial limit when rescaled by n ^{1/2γa}, where γ _{a}=a+2 is the Malthusian rate of growth parameter for an associated continuous-time branching process.

Original language | English (US) |
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Pages (from-to) | 613-654 |

Number of pages | 42 |

Journal | Journal of Theoretical Probability |

Volume | 25 |

Issue number | 3 |

DOIs | |

State | Published - Sep 2012 |

### Bibliographical note

Funding Information:S.B. research supported in part by NSF Grant DMS-0704159, PIMS, and NSERC Canada. S.N.E. supported in part by NSF grants DMS-0405778 and DMS-0907630.

## Keywords

- Adjacency matrix
- Branching process
- Eigenvalue
- Exchange property
- Graph Laplacian
- Interlacing
- Isospectral
- Karp-Sipser algorithm
- Local weak convergence
- Maximal matching
- Preferential attachment
- Probability fringe convergence
- Random graph
- Random matrix
- Recursive random tree
- Yule tree