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On delocalization of eigenvectors of random non-Hermitian matrices

2019

We study delocalization of null vectors and eigenvectors of random matrices with i.i.d entries. Let $A$ be an $n\times n$ random matrix with i.i.d real subgaussian entries of zero mean and unit variance. We show that with probability at least $1-e^{-\log^{2} n}$ $$ \min\limits_{I\subset[n],\,|I|= m}\|{\bf v}_I\| \geq \frac{m^{3/2}}{n^{3/2}\log^Cn}\|{\bf v}\| $$ for any real eigenvector ${\bf v}$ and any $m\in[\log^C n,n]$, where ${\bf v}_I$ denotes the restriction of ${\bf v}$ to $I$. Further, when the entries of $A$ are complex, with i.i.d real and imaginary parts, we show that with probability at least $1-e^{-\log^{2} n}$ all eigenvectors of $A$ are delocalized in the sense that $$ \min\l…

Statistics and ProbabilityZero mean010102 general mathematicsNull (mathematics)Probability (math.PR)01 natural sciencesHermitian matrixCombinatorics010104 statistics & probabilityDelocalized electronFOS: Mathematics0101 mathematicsStatistics Probability and UncertaintyRandom matrixUnit (ring theory)Mathematics - ProbabilityAnalysisEigenvalues and eigenvectorsMathematicsProbability Theory and Related Fields
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