No-gaps delocalization for general random matrices
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Abstract: We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its norm. Our results pertain to a wide class of random matrices, including matrices with independent entries, symmetric and skew-symmetric matrices, as well as some other naturally arising ensembles. The matrices can be real and complex; in the latter case we assume that the real and imaginary parts of the entries are independent.
It is known that for random matrices whose distributions are invariant under unitary or orthogonal transformations, their normalized eigenvectors are uniformly distributed on the unit Euclidean sphere. One of the properties of the eigenvectors of general random matrices investigated by many authors in the recent years is the delocalization in the sup-norm. In this paper, it is proved that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its \(l_2\) norm. The results of the paper pertain to a wide class of random matrices, including matrices with independent entries, symmetric and skew-symmetric matrices, as well as some other naturally arising ensembles. The matrices can be real and complex; in the latter case it is assumed that the real and imaginary parts of the entries are independent.
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