Index statistical properties of sparse random graphs

Using the replica method, we develop an analytical approach to compute the characteristic function for the probability ${\mathcal{P}}_N(K,\lambda )$ that a large $N\times N$ adjacency matrix of sparse random graphs has $K$ eigenvalues below a threshold $\lambda$. The method allows to determine, in principle, all moments of ${\mathcal{P}}_N(K,\lambda )$, from which the typical sample to sample fluctuations can be fully characterized. For random graph models with localized eigenvectors, we show that the index variance scales linearly with $N\gg 1$ for $\mathrm{\mid }\lambda \mathrm{\mid }>0$, with a model-dependent prefactor that can be exactly calculated. Explicit results are discussed for Erd"os-R'enyi and regular random graphs, both exhibiting a prefactor with a non-monotonic behavior as a function of $\lambda$. These results contrast with rotationally invariant random matrices, where the index variance scales only as $\ln N$, with an universal prefactor that is independent of $\lambda$. Numerical diagonalization results confirm the exactness of our approach and, in addition, strongly support the Gaussian nature of the index fluctuations.