Eigenvector distribution in the critical regime of BBP transition
From MaRDI portal
Publication:2073181
Abstract: In this paper, we study the random matrix model of Gaussian Unitary Ensemble (GUE) with fixed-rank (aka spiked) external source. We will focus on the critical regime of the Baik-Ben Arous-P'ech'e (BBP) phase transition and establish the distribution of the eigenvectors associated with the leading eigenvalues. The distribution is given in terms of a determinantal point process with extended Airy kernel. Our result can be regarded as an eigenvector counterpart of the BBP eigenvalue phase transition (arXiv:math/0403022). The derivation of the distribution makes use of the recently re-discovered eigenvector-eigenvalue identity, together with the determinantal point process representation of the GUE minor process with external source.
Recommendations
- Localization transition in random Lévy matrices: multifractality of eigenvectors in the localized phase and at criticality
- Finite-size scaling analysis of eigenstate thermalization
- Critical exponents of theN-vector model
- Eigenspace stability conditions in mean-field replica theories
- Dynamic critical phenomena from spectral functions on the lattice
- Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential
- Renormalization-group theory of critical phenomena in confined systems: order-parameter distribution function
Cites work
- An introduction to random matrices
- Asymptotic solutions of nonlinear evolution equations and a Painlevé transcedent
- Asymptotic Solutions of the Korteweg-deVries Equation
- Asymptotics for the painlevé II equation
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
- Central limit theorems for eigenvalues in a spiked population model
- Central limit theorems for eigenvalues of deformations of Wigner matrices
- Determinantal processes and independence
- Determinantal random point fields
- Deviation Inequalities on Largest Eigenvalues
- Eigenvalues of large sample covariance matrices of spiked population models
- Eigenvector distribution of Wigner matrices
- Eigenvectors from eigenvalues: a survey of a basic identity in linear algebra
- Fermionic eigenvector moment flow
- Fluctuations of rectangular Young diagrams of interlacing Wigner eigenvalues
- Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
- Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
- Gaussian fluctuations of eigenvalues in the GUE
- High dimensional deformed rectangular matrices with applications in matrix denoising
- scientific article; zbMATH DE number 1744410 (Why is no real title available?)
- Introduction to KPZ
- Level-spacing distributions and the Airy kernel
- Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
- Limits of spiked random matrices. I
- Limits of spiked random matrices. II
- Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices
- On finite rank deformations of Wigner matrices
- On sample eigenvalues in a generalized spiked population model
- On the Largest Eigenvalue of a Hermitian Random Matrix Model with Spiked External Source I. Rank 1 Case
- On the largest eigenvalue of a Hermitian random matrix model with spiked external source. II: Higher rank cases
- On the principal components of sample covariance matrices
- Perturbed GUE minor process and Warren's process with drifts
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Random matrices: universal properties of eigenvectors
- Random matrix minor processes related to percolation theory
- Rigidity of eigenvalues of generalized Wigner matrices
- Singular vector and singular subspace distribution for the matrix denoising model
- Spectra of random Hermitian matrices with a small-rank external source: the critical and near-critical regimes
- Spectra of random Hermitian matrices with a small-rank external source: the supercritical and subcritical regimes
- Spectrum of deformed random matrices and free probability
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- The eigenvector moment flow and local quantum unique ergodicity
- The isotropic semicircle law and deformation of Wigner matrices
- The Kardar-Parisi-Zhang equation and universality class
- The largest eigenvalue of rank one deformation of large Wigner matrices
- The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
- The largest eigenvalue of small rank perturbations of Hermitian random matrices
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- The largest sample eigenvalue distribution in the rank 1 quaternionic spiked model of Wishart ensemble
- The outliers of a deformed Wigner matrix
- The singular values and vectors of low rank perturbations of large rectangular random matrices
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
Cited in
(6)- Statistical inference for principal components of spiked covariance matrices
- Rank 1 perturbations in random matrix theory — A review of exact results
- Spiked multiplicative random matrices and principal components
- Long random matrices and tensor unfolding
- Enhancing accuracy in deep learning using random matrix theory
- Extreme eigenvalues of log-concave ensemble
This page was built for publication: Eigenvector distribution in the critical regime of BBP transition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2073181)
