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Delocalization of eigenvectors of random matrices with independent entries

Probability 2015-11-04 v2

Abstract

We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high probability all unit eigenvectors of G have all coordinates of magnitude O(n^{-1/2}), modulo logarithmic corrections. This comes a consequence of a new, geometric, approach to delocalization for random matrices.

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Cite

@article{arxiv.1306.2887,
  title  = {Delocalization of eigenvectors of random matrices with independent entries},
  author = {Mark Rudelson and Roman Vershynin},
  journal= {arXiv preprint arXiv:1306.2887},
  year   = {2015}
}

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24 pages