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 be the top eigenvector of an Wigner matrix. Suppose that randomly chosen entries of the matrix are resampled, resulting in another realization of the Wigner matrix with top eigenvector . We prove that, with high probability, when , then and are almost collinear and when , then is almost orthogonal to .
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