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.
Keywords
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}
}
Comments
24 pages