English

On delocalization of eigenvectors of random non-Hermitian matrices

Probability 2019-09-19 v4

Abstract

We study delocalization of null vectors and eigenvectors of random matrices with i.i.d entries. Let AA be an n×nn\times n random matrix with i.i.d real subgaussian entries of zero mean and unit variance. We show that with probability at least 1elog2n1-e^{-\log^{2} n} minI[n],I=mvIm3/2n3/2logCnv \min\limits_{I\subset[n],\,|I|= m}\|{\bf v}_I\| \geq \frac{m^{3/2}}{n^{3/2}\log^Cn}\|{\bf v}\| for any real eigenvector v{\bf v} and any m[logCn,n]m\in[\log^C n,n], where vI{\bf v}_I denotes the restriction of v{\bf v} to II. Further, when the entries of AA are complex, with i.i.d real and imaginary parts, we show that with probability at least 1elog2n1-e^{-\log^{2} n} all eigenvectors of AA are delocalized in the sense that minI[n],I=mvImnlogCnv \min\limits_{I\subset[n],\,|I|= m}\|{\bf v}_I\| \geq \frac{m}{n\log^Cn}\|{\bf v}\| for all m[logCn,n]m\in[\log^C{n},n]. Comparing with related results, in the range m[logCn,n/logCn]m\in[\log^{C'}{n},n/\log^{C'}{n}] in the i.i.d setting and with weaker probability estimates, our lower bounds on vI\|{\bf v}_I\| strengthen an earlier estimate minI=mvIc(m/n)6v\min\limits_{|I|= m}\|{\bf v}_I\| \geq c(m/n)^6\|{\bf v}\| obtained in [M. Rudelson, R. Vershynin, Geom. Func. Anal., 2016], and bounds minI=mvIc(m/n)2v\min\limits_{|I|= m}\|{\bf v}_I\| \geq c(m/n)^2\|{\bf v}\| (in the real setting) and minI=mvIc(m/n)3/2v\min\limits_{|I|= m}\|{\bf v}_I\| \geq c(m/n)^{3/2}\|{\bf v}\| (in the complex setting) established in [K. Luh, S. O'Rourke, arXiv:1810.00489]. As the case of real and complex Gaussian matrices shows, our bounds are optimal up to the polylogarithmic multiples. We derive stronger estimates without the polylogarithmic error multiples for null vectors of real (n1)×n(n-1)\times n random matrices.

Keywords

Cite

@article{arxiv.1810.01590,
  title  = {On delocalization of eigenvectors of random non-Hermitian matrices},
  author = {Anna Lytova and Konstantin Tikhomirov},
  journal= {arXiv preprint arXiv:1810.01590},
  year   = {2019}
}

Comments

section 5 is restructured, detailed discussion of proofs is added. A mistake is fixed in the definition of set Upsilon and the decoupling lemma 5.23