English

Non-Normal Eigenvector Amplification in Multi-Dimensional Kesten Processes

Statistical Mechanics 2025-10-15 v1 Data Analysis, Statistics and Probability

Abstract

Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a universal mechanism of non-normal eigenvector amplification in multidimensional Kesten processes xt+1=Atxt+ηtx_{t+1}=A_t x_t+\eta_t, where AtA_t are random interaction matrices and ηt\eta_t represents external inputs, capturing the evolving interdependence among NN coupled components. Even when each random multiplicative matrix is spectrally stable, non-orthogonal eigenvectors generate transient growth that renormalizes the Lyapunov exponent and lowers the tail exponent, producing stationary power laws without eigenvalues crossing the stability boundary. We derive explicit relations linking the Lyapunov exponent and the tail index to the statistics of the condition number, γ ⁣ ⁣γ0+lnκ\gamma\!\sim\!\gamma_0+\ln\kappa and α ⁣ ⁣2γ/σκ2\alpha\!\sim\!-2\gamma/\sigma_\kappa^2, confirmed by numerical simulations. This framework offers a unifying geometric perspective that help interpret diverse phenomena, including polymer stretching in turbulence, magnetic field amplification in dynamos, volatility clustering and wealth inequality in financial systems. Non-normal interactions provide a collective route to scale-free behavior in globally stable systems, defining a new universality class where multiplicative feedback and transient amplification generate critical-like statistics without spectral criticality.

Keywords

Cite

@article{arxiv.2510.11763,
  title  = {Non-Normal Eigenvector Amplification in Multi-Dimensional Kesten Processes},
  author = {Virgile Troude and Didier Sornette},
  journal= {arXiv preprint arXiv:2510.11763},
  year   = {2025}
}

Comments

30 pages (double column) and 4 figures

R2 v1 2026-07-01T06:34:40.794Z