On delocalization of eigenvectors of random non-Hermitian matrices
Abstract
We study delocalization of null vectors and eigenvectors of random matrices with i.i.d entries. Let be an random matrix with i.i.d real subgaussian entries of zero mean and unit variance. We show that with probability at least for any real eigenvector and any , where denotes the restriction of to . Further, when the entries of are complex, with i.i.d real and imaginary parts, we show that with probability at least all eigenvectors of are delocalized in the sense that for all . Comparing with related results, in the range in the i.i.d setting and with weaker probability estimates, our lower bounds on strengthen an earlier estimate obtained in [M. Rudelson, R. Vershynin, Geom. Func. Anal., 2016], and bounds (in the real setting) and (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 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