English

Localization and delocalization of eigenvectors for heavy-tailed random matrices

Probability 2012-02-01 v2

Abstract

Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of this random matrix as n goes to infinity. When 1 < alpha < 2 we give vanishing bounds on the Lp-norm of the eigenvectors normalized to have unit L2-norm goes to 0. On the contrary, when 0 < alpha < 2/3, we prove that these eigenvectors are localized.

Keywords

Cite

@article{arxiv.1201.1862,
  title  = {Localization and delocalization of eigenvectors for heavy-tailed random matrices},
  author = {Charles Bordenave and Alice Guionnet},
  journal= {arXiv preprint arXiv:1201.1862},
  year   = {2012}
}

Comments

54 pages

R2 v1 2026-06-21T20:02:15.257Z