Eigenvector distribution in the critical regime of BBP transition
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Publication:2073181
DOI10.1007/s00440-021-01062-4zbMath1482.15036arXiv2009.13143OpenAlexW3169734759MaRDI QIDQ2073181
Publication date: 27 January 2022
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.13143
eigenvector distributionGUE minor processspiked random matricesBBP transitioneigenvector-eigenvalue identityextended Airy kernal
Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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