Random matrices: universal properties of eigenvectors

DOI10.1142/S2010326311500018zbMATH Open1248.15031arXiv1103.2801OpenAlexW2152420876MaRDI QIDQ2893151FDOQ2893151

Terence Tao, Van Vu

Publication date: 26 June 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of the entries of the matrix. In this paper, we extend the four moment theorem to also cover the coefficients of the emph{eigenvectors} of a Wigner random matrix. A similar result (with different hypotheses) has been proved recently by Knowles and Yin, using a different method. As an application, we prove some central limit theorems for these eigenvectors. In another application, we prove a universality result for the resolvent, up to the real axis. This implies universality of the inverse matrix.

Full work available at URL: https://arxiv.org/abs/1103.2801

zbMATH Keywords

eigenvalueseigenvectorsuniversalityWigner random matrixfour moment theorem

Mathematics Subject Classification ID

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

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Cited In (51)

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