Eigenvector dynamics under free addition

DOI10.1142/S2010326314500105MaRDI QIDQ2930542zbMATH OpenFDO

Authors Romain Allez, Jean-Philippe Bouchaud

Publication date 19 November 2014

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

Full work available at URL https://arxiv.org/abs/1301.4939

zbMATH Keywords

Dyson Brownian motioneigenfactor dynamicsfree random matriceslocal density of states

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20)

Abstract: We investigate the evolution of a given eigenvector of a symmetric (deterministic or random) matrix under the addition of a matrix in the Gaussian orthogonal ensemble. We quantify the overlap between this single vector with the eigenvectors of the initial matrix and identify precisely a "Cauchy-flight" regime. In particular, we compute the local density of this vector in the eigenvalues space of the initial matrix. Our results are obtained in a non perturbative setting and are derived using the ideas of [O. Ledoit and S. P'ech'e, Prob. Th. Rel. Fields, {�f 151} 233 (2011)]. Finally, we give a robust derivation of a result obtained in [R. Allez and J.-P. Bouchaud, Phys. Rev. E {�f 86}, 046202 (2012)] to study eigenspace dynamics in a semi-perturbative regime.

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Cited in

(17)

• Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices
• Spectral measures of spiked random matrices
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Empirical spectral distribution of a matrix under perturbation
• Fermionic eigenvector moment flow
• Eigenvectors of a matrix under random perturbation
• Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors
• On quantum dynamics and statistics of vectors
• Random matrix application to correlations amongst the volatility of assets
• Spectral alignment of correlated Gaussian matrices
• Eigenvector delocalization for non‐Hermitian random matrices and applications
• Cleaning large correlation matrices: tools from random matrix theory
• Two short pieces around the Wigner problem
• Multifractality of eigenstates in the delocalized non-ergodic phase of some random matrix models: Wigner-Weisskopf approach
• Freeness of type B and conditional freeness for random matrices
• Analysis of singular subspaces under random perturbations
• The eigenvector bead process

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