On delocalization of eigenvectors of random non-Hermitian matrices

DOI10.1007/S00440-019-00956-8zbMATH Open1458.15061arXiv1810.01590OpenAlexW2994683239WikidataQ126566866 ScholiaQ126566866MaRDI QIDQ2182126FDOQ2182126

Authors: Anna Lytova, Konstantin E. Tikhomirov 

Publication date: 21 May 2020

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We study delocalization of null vectors and eigenvectors of random matrices with i.i.d entries. Let $A$ be an $nimesn$ random matrix with i.i.d real subgaussian entries of zero mean and unit variance. We show that with probability at least $1-e^{-lo{g}^{2}n}$ ${\displaystyle }$ minlimits_{Isubset[n],,|I|= m}|{�f v}_I| geq frac{m^{3/2}}{n^{3/2}log^Cn}|{�f v}| ${\displaystyle }$ for any real eigenvector $$ and any $min[lo{g}^{C}n,n]$, where $$ denotes the restriction of $$ to $I$. Further, when the entries of $A$ are complex, with i.i.d real and imaginary parts, we show that with probability at least $1-e^{-lo{g}^{2}n}$ all eigenvectors of $A$ are delocalized in the sense that ${\displaystyle }$ minlimits_{Isubset[n],,|I|= m}|{�f v}_I| geq frac{m}{nlog^Cn}|{�f v}| ${\displaystyle }$ for all $min[lo{g}^{C}n,n]$. Comparing with related results, in the range $min[lo{g}^{C^{\prime }}n,n/lo{g}^{C^{\prime }}n]$ in the i.i.d setting and with weaker probability estimates, our lower bounds on $$ strengthen an earlier estimate $$ obtained in [M. Rudelson, R. Vershynin, Geom. Func. Anal., 2016], and bounds $$ (in the real setting) and $$ (in the complex setting) established in [K. Luh, S. O'Rourke, arXiv:1810.00489]. As the case of real and complex Gaussian matrices shows, our bounds are optimal up to the polylogarithmic multiples. We derive stronger estimates without the polylogarithmic error multiples for null vectors of real $(n-1)imesn$ random matrices.

Full work available at URL: https://arxiv.org/abs/1810.01590

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zbMATH Keywords

complex Gaussian matricesdelocalization of null vectorspolylogarithmic error

Mathematics Subject Classification ID

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

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• The smallest singular value of heavy-tailed not necessarily i.i.d. random matrices via random rounding
• A localization-delocalization transition for nonhomogeneous random matrices
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