English

Noise sensitivity of the top eigenvector of a Wigner matrix

Probability 2020-03-03 v2

Abstract

We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let vv be the top eigenvector of an N×NN\times N Wigner matrix. Suppose that kk randomly chosen entries of the matrix are resampled, resulting in another realization of the Wigner matrix with top eigenvector v[k]v^{[k]}. We prove that, with high probability, when kN5/3o(1)k \ll N^{5/3-o(1)}, then vv and v[k]v^{[k]} are almost collinear and when kN5/3k\gg N^{5/3}, then v[k]v^{[k]} is almost orthogonal to vv.

Keywords

Cite

@article{arxiv.1903.04869,
  title  = {Noise sensitivity of the top eigenvector of a Wigner matrix},
  author = {Charles Bordenave and Gábor Lugosi and Nikita Zhivotovskiy},
  journal= {arXiv preprint arXiv:1903.04869},
  year   = {2020}
}

Comments

32 pages, to appear in PTRF