Central limit theorem for eigenvectors of heavy tailed matrices

DOI10.1214/EJP.v19-3093zbMath1293.15021arXiv1310.7435MaRDI QIDQ2248621

Florent Benaych-Georges, Alice Guionnet

Publication date: 27 June 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7435

zbMATH Keywords

Gaussian processrandom matriceseigenvectorscentral limit theoremErdős-Rényi graphsheavy tailed random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50) Random matrices (algebraic aspects) (15B52)

Related Items (12)

GOE statistics for Lévy matrices ⋮ Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ Multifractality of eigenstates in the delocalized non-ergodic phase of some random matrix models: Wigner–Weisskopf approach ⋮ Bernoulli random matrices ⋮ Eigenvector delocalization for non‐Hermitian random matrices and applications ⋮ Localization transition in random Lévy matrices: multifractality of eigenvectors in the localized phase and at criticality ⋮ Eigenvector statistics of Lévy matrices ⋮ Eigenvectors and controllability of non-Hermitian random matrices and directed graphs ⋮ Eigenvectors of random matrices: A survey ⋮ Spectrum of heavy-tailed elliptic random matrices ⋮ High dimensional normality of noisy eigenvectors ⋮ Unnamed Item

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