Localization and delocalization of eigenvectors for heavy-tailed random matrices
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Publication:389281
DOI10.1007/S00440-012-0473-9zbMATH Open1296.15019arXiv1201.1862OpenAlexW1996399057MaRDI QIDQ389281FDOQ389281
Authors: Charles Bordenave, Alice Guionnet 
Publication date: 20 January 2014
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of this random matrix as n goes to infinity. When 1 < alpha < 2 we give vanishing bounds on the Lp-norm of the eigenvectors normalized to have unit L2-norm goes to 0. On the contrary, when 0 < alpha < 2/3, we prove that these eigenvectors are localized.
Full work available at URL: https://arxiv.org/abs/1201.1862
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Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)
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Cited In (47)
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