English

On eigenvector statistics in the spherical and truncated unitary ensembles

Probability 2021-11-17 v1

Abstract

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a γ2\gamma_2 distribution. These results are analogous to what is known for the complex Ginibre ensemble. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, with respect to all eigenvalues.

Keywords

Cite

@article{arxiv.1908.06713,
  title  = {On eigenvector statistics in the spherical and truncated unitary ensembles},
  author = {Guillaume Dubach},
  journal= {arXiv preprint arXiv:1908.06713},
  year   = {2021}
}

Comments

27 pages, 3 figures

R2 v1 2026-06-23T10:50:48.096Z