High dimensional normality of noisy eigenvectors

DOI10.1007/S00220-022-04468-WzbMATH Open1501.15029arXiv2005.08425OpenAlexW3025891665MaRDI QIDQ2090428FDOQ2090428

Authors: Jake Marcinek, Horng-Tzer Yau 

Publication date: 25 October 2022

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We study joint eigenvector distributions for large symmetric matrices in the presence of weak noise. Our main result asserts that every submatrix in the orthogonal matrix of eigenvectors converges to a multidimensional Gaussian distribution. The proof involves analyzing the stochastic eigenstate equation (SEE) which describes the Lie group valued flow of eigenvectors induced by matrix valued Brownian motion. We consider the associated colored eigenvector moment flow defining an SDE on a particle configuration space. This flow extends the eigenvector moment flow first introduced in Bourgade and Yau (2017) to the multicolor setting. However, it is no longer driven by an underlying Markov process on configuration space due to the lack of positivity in the semigroup kernel. Nevertheless, we prove the dynamics admit sufficient averaged decay and contractive properties. This allows us to establish optimal time of relaxation to equilibrium for the colored eigenvector moment flow and prove joint asymptotic normality for eigenvectors. Applications in random matrix theory include the explicit computations of joint eigenvector distributions for general Wigner type matrices and sparse graph models when corresponding eigenvalues lie in the bulk of the spectrum, as well as joint eigenvector distributions for L'evy matrices when the eigenvectors correspond to small energy levels.

Full work available at URL: https://arxiv.org/abs/2005.08425

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zbMATH Keywords

symmetric matricesweak noisejoint eigenvector distributionsWigner-type matricesLévy matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65)

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Cited In (7)

• Noise sensitivity for the top eigenvector of a sparse random matrix
• Eigenvectors of the square grid plus GUE
• Fermionic eigenvector moment flow
• Fluctuations of eigenvector overlaps and the Berry conjecture for Wigner matrices
• Gaussian fluctuations in the equipartition principle for Wigner matrices
• Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices
• Extremal statistics of quadratic forms of GOE/GUE eigenvectors

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