Localization and delocalization for heavy tailed band matrices
Abstract
We consider some random band matrices with band-width whose entries are independent random variables with distribution tail in . We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when , the largest eigenvalues have order , are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked by Soshnikov for full matrices with heavy tailed entries,i.e. when , and by Auffinger, Ben Arous and P{\'e}ch{\'e} when ). On the other hand, when , the largest eigenvalues have order and most eigenvectors of the matrix are delocalized, i.e. approximately uniformly distributed on their coordinates.
Keywords
Cite
@article{arxiv.1210.7677,
title = {Localization and delocalization for heavy tailed band matrices},
author = {Florent Benaych-Georges and Sandrine Péché},
journal= {arXiv preprint arXiv:1210.7677},
year = {2015}
}
Comments
In this last version, a little mistake in the proof of Proposition 5.1 has been corrected