Least Non-Zero Singular Value and the Distribution of Eigenvectors of non-Hermitian Random Matrices
Probability
2024-04-22 v2 Mathematical Physics
math.MP
Abstract
We obtain a tail bound for the least non-zero singular value of when is a random matrix and is an eigenvalue of in a neighbourhood of a given point in the bulk of the spectrum. The argument relies on a resolvent comparison and a tail bound for Gauss-divisible matrices. The latter can be obtained by the method of partial Schur decomposition. Using this bound we prove that any finite collection of components of a right eigenvector corresponding to an eigenvalue uniformly sampled from a neighbourhood of a point in the bulk is Gaussian. A byproduct of the calculation is an asymptotic formula for the odd moments of the absolute value of the characteristic polynomial of real Gauss-divisible matrices.
Keywords
Cite
@article{arxiv.2404.01149,
title = {Least Non-Zero Singular Value and the Distribution of Eigenvectors of non-Hermitian Random Matrices},
author = {Mohammed Osman},
journal= {arXiv preprint arXiv:2404.01149},
year = {2024}
}
Comments
Minor corrections