RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS

DOI10.1142/S2010326311500018zbMath1248.15031arXiv1103.2801OpenAlexW2152420876MaRDI QIDQ2893151

Van H. Vu, Terence C. Tao

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.2801

zbMATH Keywords

eigenvalueseigenvectorsuniversalityWigner random matrixfour moment theorem

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (48)

Eigenvalues of stochastic blockmodel graphs and random graphs with low-rank edge probability matrices ⋮ GOE statistics for Lévy matrices ⋮ Sharp total variation bounds for finitely exchangeable arrays ⋮ A limit theorem for scaled eigenvectors of random dot product graphs ⋮ Normal fluctuation in quantum ergodicity for Wigner matrices ⋮ Black holes as random particles: entanglement dynamics in infinite range and matrix models ⋮ On the principal components of sample covariance matrices ⋮ Renormalization of collective modes in large-scale neural dynamics ⋮ Fermionic eigenvector moment flow ⋮ The asymptotic distribution of a single eigenvalue gap of a Wigner matrix ⋮ The distribution of overlaps between eigenvectors of Ginibre matrices ⋮ Gaussian fluctuations in the equipartition principle for Wigner matrices ⋮ On the almost eigenvectors of random regular graphs ⋮ Local Kesten-McKay law for random regular graphs ⋮ Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices ⋮ A localization-delocalization transition for nonhomogeneous random matrices ⋮ Extremal statistics of quadratic forms of GOE/GUE eigenvectors ⋮ Spectrum of random d‐regular graphs up to the edge ⋮ Delocalization of eigenvectors of random matrices with independent entries ⋮ Edge rigidity and universality of random regular graphs of intermediate degree ⋮ A central limit theorem for the determinant of a Wigner matrix ⋮ Eigenvector distribution of Wigner matrices ⋮ Eigenvector delocalization for non‐Hermitian random matrices and applications ⋮ Convergence rates of eigenvector empirical spectral distribution of large dimensional sample covariance matrix ⋮ Comparison between two types of large sample covariance matrices ⋮ Localization and delocalization for heavy tailed band matrices ⋮ Universality of local spectral statistics of random matrices ⋮ Euclidean distance between Haar orthogonal and Gaussian matrices ⋮ Eigenvectors of random matrices of symmetric entry distributions ⋮ Eigenstate thermalization hypothesis for Wigner matrices ⋮ The eigenvector moment flow and local quantum unique ergodicity ⋮ A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES ⋮ Statistical inference on random dot product graphs: a survey ⋮ Measuring edge importance: a quantitative analysis of the stochastic shielding approximation for random processes on graphs ⋮ Universality for a global property of the eigenvectors of Wigner matrices ⋮ Functional CLT of eigenvectors for large sample covariance matrices ⋮ Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices ⋮ Singular vector distribution of sample covariance matrices ⋮ Eigenvector statistics of Lévy matrices ⋮ Eigenvectors and controllability of non-Hermitian random matrices and directed graphs ⋮ Eigenvectors of random matrices: A survey ⋮ Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices ⋮ ALORA: affine low-rank approximations ⋮ Optimal delocalization for generalized Wigner matrices ⋮ Eigenvector distribution in the critical regime of BBP transition ⋮ Equipartition principle for Wigner matrices ⋮ High dimensional normality of noisy eigenvectors ⋮ Fluctuations in local quantum unique ergodicity for generalized Wigner matrices

Cites Work

• The entries of Haar-invariant matrices from the Classical compact groups
• Local semicircle law and complete delocalization for Wigner random matrices
• How many entries of a typical orthogonal matrix can be approximated by independent normals?
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Limit theorems for uniform distributions on spheres in high-dimensional euclidean spaces

This page was built for publication: RANDOM MATRICES: UNIVERSAL PROPERTIES OF EIGENVECTORS