English

Optimal decay of eigenvector overlap for non-Hermitian random matrices

Probability 2026-01-22 v3 Mathematical Physics math.MP

Abstract

We consider the standard overlap Oij:=rj,rilj,li\mathcal{O}_{ij}: =\langle \mathbf{r}_j, \mathbf{r}_i\rangle\langle \mathbf{l}_j, \mathbf{l}_i\rangle of any bi-orthogonal family of left and right eigenvectors of a large random matrix XX with centred i.i.d. entries and we prove that it decays as an inverse second power of the distance between the corresponding eigenvalues. This extends similar results for the complex Gaussian ensemble from Bourgade and Dubach [arXiv:1801.01219], as well as Benaych-Georges and Zeitouni [arXiv:1806.06806], to any i.i.d. matrix ensemble in both symmetry classes. As a main tool, we prove a two-resolvent local law for the Hermitisation of XX uniformly in the spectrum with optimal decay rate and optimal dependence on the density near the spectral edge.

Keywords

Cite

@article{arxiv.2411.16572,
  title  = {Optimal decay of eigenvector overlap for non-Hermitian random matrices},
  author = {Giorgio Cipolloni and László Erdős and Yuanyuan Xu},
  journal= {arXiv preprint arXiv:2411.16572},
  year   = {2026}
}

Comments

40 pages, 2 figures, added a sentence on the real case

R2 v1 2026-06-28T20:11:45.085Z