English

Localization and delocalization for heavy tailed band matrices

Probability 2015-06-25 v5

Abstract

We consider some random band matrices with band-width NμN^\mu whose entries are independent random variables with distribution tail in xαx^{-\alpha}. We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when α\textless2(1+μ1)\alpha\textless{}2(1+\mu^{-1}), the largest eigenvalues have order N(1+μ)/αN^{(1+\mu)/\alpha}, are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked by Soshnikov for full matrices with heavy tailed entries,i.e. when α\textless2\alpha\textless{}2, and by Auffinger, Ben Arous and P{\'e}ch{\'e} when α\textless4\alpha\textless{}4). On the other hand, when α\textgreater2(1+μ1)\alpha\textgreater{}2(1+\mu^{-1}), the largest eigenvalues have order Nμ/2N^{\mu/2} and most eigenvectors of the matrix are delocalized, i.e. approximately uniformly distributed on their NN coordinates.

Keywords

Cite

@article{arxiv.1210.7677,
  title  = {Localization and delocalization for heavy tailed band matrices},
  author = {Florent Benaych-Georges and Sandrine Péché},
  journal= {arXiv preprint arXiv:1210.7677},
  year   = {2015}
}

Comments

In this last version, a little mistake in the proof of Proposition 5.1 has been corrected

R2 v1 2026-06-21T22:29:22.993Z