Spectrum of large random reversible Markov chains: Heavy-tailed weights on the complete graph
Spectrum of large random reversible Markov chains: Heavy-tailed weights on the complete graph
We consider the random reversible Markov kernel K obtained by assigning i.i.d. nonnegative weights to the edges of the complete graph over n vertices and normalizing by the corresponding row sum. The weights are assumed to be in the domain of attraction of an α-stable law, α ∈ (0, 2). …