Research Markets

Bethe Hessian Recovery through the Kesten-Stigum Regime

Oct 30, 2026 Source ↗

Key Insights

We show that outlier eigenvectors of the Bethe Hessian achieve weak recovery in the stochastic block model down to the Kesten-Stigum threshold, for every fixed common expected degree $d>1$.
This exten.

Cite this synthesis DOI: 10.48550/arXiv.2610.41802 ↗

Show formatted citation

@misc{ acaciamarkets-research-bethe-hessian-recovery-through-the-kesten-stigum-regime,
  title = { Bethe Hessian Recovery through the Kesten-Stigum Regime },
  author = { Leszek },
  year = { 2026 },
  doi = { 10.48550/arXiv.2610.41802 },
  url = { http://arxiv.org/abs/2610.41802v1 },
  note = {Summarized and classified by AcaciaFund}
}

TY  - GEN
TI  - Bethe Hessian Recovery through the Kesten-Stigum Regime
AU  - Leszek
PY  - 2026
DO  - 10.48550/arXiv.2610.41802
UR  - http://arxiv.org/abs/2610.41802v1
ER  -

Edit on GitHub — registry.json

Overview

We show that outlier eigenvectors of the Bethe Hessian achieve weak recovery in the stochastic block model down to the Kesten-Stigum threshold, for every fixed common expected degree $d>1$. This exten

Key Topics

Quantitative Modeling: A theme covered by this item within the markets context.

Why It Matters

This item adds to the markets knowledge base. Practitioners can use it to stay current on Bethe Hessian Recovery through the Kesten-Stigum Regime, but should validate its claims against primary sources and more recent work before relying on it in production decisions.

Key Takeaways

Understand how Bethe Hessian Recovery through the Kesten-Stigum Regime relates to markets workflows and controls.
Assess evidence quality and freshness before acting on the findings.
Use the tagged topics to connect this item to related content in the library.

Article Metadata

Evergreen Synthesized

market-microstructure quantitative-modeling

Market Microstructure

SQI 0.750