English

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 AzA-z when AA is a random matrix and zz is an eigenvalue of AA in a neighbourhood of a given point z0z_0 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