English

Eigenvectors of non normal random matrices

Probability 2018-09-27 v2

Abstract

We study the angles between the eigenvectors of a random n×nn\times n complex matrix MM with density enTrV(MM)\propto \mathrm{e}^{-n\operatorname{Tr}V(M^*M)} and xV(x2)x\mapsto V(x^2) convex. We prove that for unit eigenvectors v,v\mathbf{v},\mathbf{v}' associated with distinct eigenvalues λ,λ\lambda,\lambda' that are the closest to specified points z,zz,z' in the complex plane, the rescaled inner product n(λλ)v,v\sqrt{n}(\lambda'-\lambda)\langle\mathbf{v},\mathbf{v}'\rangle is uniformly sub-Gaussian, and give a more precise statement in the case of the Ginibre ensemble.

Keywords

Cite

@article{arxiv.1806.06806,
  title  = {Eigenvectors of non normal random matrices},
  author = {Florent Benaych-Georges and Ofer Zeitouni},
  journal= {arXiv preprint arXiv:1806.06806},
  year   = {2018}
}

Comments

15 pages, 1 figure. To appear in Electron. Commun. Probab

R2 v1 2026-06-23T02:33:33.602Z