English

Eigenvector Geometry as a New Route to Criticality in Random Multiplicative Systems

Chaotic Dynamics 2026-02-18 v2 Data Analysis, Statistics and Probability

Abstract

Heavy-tailed fluctuations and power law distributions pervade physics, biology, and the social sciences, with numerous mechanisms proposed for their emergence. Kesten processes, which are multiplicative stochastic recursions with additive noise or reinjection, provide a canonical explanation, where power law tails arise from transient supercritical excursions as eigenvalues intermittently cross the stability boundary. Here we uncover a distinct and more general mechanism in multidimensional systems: non-normal eigenvector amplification. In random non-normal matrices, the non-orthogonality of eigenvectors, quantified at each time step by the condition number κt\kappa_t in Kesten-like processes, induces transient growth that increases the effective Lyapunov exponent γγ+E[lnκt]\gamma \to \gamma + \mathbb{E}\left[\ln \kappa_t \right] and lowers the tail exponent α2γ/σκ2\alpha \simeq -2\gamma / \sigma_{\kappa}^2, where E[lnκt]\mathbb{E}\left[\ln \kappa_t \right] and σκ2\sigma_{\kappa}^2 are respectively the mean and variance of lnκt\ln \kappa_t. As the system dimension NN grows, κ\kappa typically increases proportionally, making non-normal amplification the dominant source of scale-free behavior. We illustrate this mechanism in polymer stretching in turbulent flows, where intermittent extensions arise from eigenvector amplification of velocity gradients.

Keywords

Cite

@article{arxiv.2510.21755,
  title  = {Eigenvector Geometry as a New Route to Criticality in Random Multiplicative Systems},
  author = {Virgile Troude and Didier Sornette},
  journal= {arXiv preprint arXiv:2510.21755},
  year   = {2026}
}

Comments

8 pages, 2 figures. arXiv admin note: text overlap with arXiv:2510.11763

R2 v1 2026-07-01T07:04:32.492Z