English

Universality of the least singular value and singular vector delocalisation for L\'evy non-symmetric random matrices

Probability 2023-07-17 v3

Abstract

In this paper we consider N×NN \times N matrices DND_{N} with i.i.d. entries all following an aa-stable law divided by N1/aN^{1/a}. We prove that the least singular value of DND_{N}, multiplied by NN, tends to the same law as in the Gaussian case, for almost all a(0,2)a \in (0,2). This is proven by considering the symmetrization of the matrix DND_{N} and using a version of the three step strategy, a well known strategy in the random matrix theory literature. In order to apply the three step strategy, we also prove an isotropic local law for the symmetrization of matrices after slightly perturbing them by a Gaussian matrix with a similar structure. The isotropic local law is proven for a general class of matrices that satisfy some regularity assumption. We also prove the complete delocalization for the left and right singular vectors of DND_{N} at small energy, i.e., for energies at a small interval around 00.

Keywords

Cite

@article{arxiv.2204.06399,
  title  = {Universality of the least singular value and singular vector delocalisation for L\'evy non-symmetric random matrices},
  author = {Michail Louvaris},
  journal= {arXiv preprint arXiv:2204.06399},
  year   = {2023}
}

Comments

51 pages, Version 3: Minor changes. Accepted for publication in the journal Annales de l'Institut Henri Poincar\'e, Probabilit\'es et Statistiques