Statistical properties of eigenvectors and eigenvalues of structured random matrices

DOI10.1088/1751-8121/AAA011zbMATH Open1383.15036arXiv1708.05345OpenAlexW3102968089MaRDI QIDQ4606189FDOQ4606189

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Publication date: 1 March 2018

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Abstract: We study the eigenvalues and the eigenvectors of $NimesN$ structured random matrices of the form $H=WildeHW+D$ with diagonal matrices $D$ and $W$ and $ildeH$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique we derive general asymptotic expressions for the density of states and the moments of the eigenvectors. We find that the eigenvectors remain ergodic under very general assumptions, but a degree of their ergodicity depends strongly on a particular choice of $W$ and $D$. For a special case of $D=0$ and random $W$, we show that the eigenvectors can become critical and are characterized by non-trivial fractal dimensions.

Full work available at URL: https://arxiv.org/abs/1708.05345

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zbMATH Keywords

random matrix theorylocalizationGaussian unitary ensemblestatistics of eigenvectors

Mathematics Subject Classification ID

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

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Cited In (9)

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• First eigenvalue/eigenvector in sparse random symmetric matrices: influences of degree fluctuation
• Exact relation between singular value and eigenvalue statistics
• On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices
• Eigenvector delocalization for non‐Hermitian random matrices and applications
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
• Random matrices with row constraints and eigenvalue distributions of graph Laplacians

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