Localization and delocalization for heavy tailed band matrices

DOI10.1214/13-AIHP562zbMATH Open1307.15054arXiv1210.7677OpenAlexW2068922804MaRDI QIDQ479720FDOQ479720

Authors: Florent Benaych-Georges, S. Péché 

Publication date: 5 December 2014

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

Abstract: We consider some random band matrices with band-width $N^{m}u$ whose entries are independent random variables with distribution tail in $x^{-alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when $alphaextless2(1+m{u}^{-1})$, the largest eigenvalues have order $N^{(1+mu)/alpha}$, are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked by Soshnikov for full matrices with heavy tailed entries,i.e. when $alphaextless2$, and by Auffinger, Ben Arous and P{'e}ch{'e} when $alphaextless4$). On the other hand, when $alphaextgreater2(1+m{u}^{-1})$, the largest eigenvalues have order $N^{mu/2}$ and most eigenvectors of the matrix are delocalized, i.e. approximately uniformly distributed on their $N$ coordinates.

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

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zbMATH Keywords

phase transitionPoisson processeigenvalueeigenvectorrandom matricesband matricesheavy tailed random variables

Mathematics Subject Classification ID

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

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Cited In (21)

• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
• Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs
• Universality for a global property of the eigenvectors of Wigner matrices
• Eigenvectors of random matrices: A survey
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• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
• Quantum diffusion and delocalization for band matrices with general distribution
• Multifractality of eigenstates in the delocalized non-ergodic phase of some random matrix models: Wigner-Weisskopf approach

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