Localization and delocalization for heavy tailed band matrices

DOI10.1214/13-AIHP562zbMath1307.15054arXiv1210.7677OpenAlexW2068922804MaRDI QIDQ479720

Sandrine Péché, Florent Benaych-Georges

Publication date: 5 December 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.7677

zbMATH Keywords

eigenvalueeigenvectorrandom matricesphase transitionPoisson processband matricesheavy tailed random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case ⋮ Extreme eigenvalues of sparse, heavy tailed random matrices ⋮ Fluctuations of linear statistics of half-heavy-tailed random matrices ⋮ Multifractality of eigenstates in the delocalized non-ergodic phase of some random matrix models: Wigner–Weisskopf approach ⋮ Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs ⋮ More limiting distributions for eigenvalues of Wigner matrices ⋮ Delocalization of eigenvectors of random matrices with independent entries ⋮ Finite rank perturbations of heavy-tailed Wigner matrices ⋮ Localization transition in random Lévy matrices: multifractality of eigenvectors in the localized phase and at criticality ⋮ Large sample autocovariance matrices of linear processes with heavy tails ⋮ Central limit theorems for linear statistics of heavy tailed random matrices ⋮ Universality for a global property of the eigenvectors of Wigner matrices ⋮ No-gaps delocalization for general random matrices ⋮ Weak convergence of the empirical spectral distribution of high-dimensional band sample covariance matrices ⋮ Eigenvectors of random matrices: A survey ⋮ Random matrix theory for heavy-tailed time series ⋮ Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices

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