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Universality for Diagonal Eigenvector Overlaps of non-Hermitian Random Matrices

Probability 2025-01-03 v2 Mathematical Physics math.MP

Abstract

We prove the universality of the joint distribution of an eigenvalue and the corresponding diagonal eigenvector overlap, in the bulk and at the edge, for eigenvalues of complex matrices and real eigenvalues of real matrices. As part of the proof we obtain a bound for the least non-zero singular value of XzX-z when zz is an edge eigenvalue and a bound for the inner product between left and right singular vectors of XzX-z when z=1+O(N1/2)|z|=1+O(N^{-1/2}).

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Cite

@article{arxiv.2409.16144,
  title  = {Universality for Diagonal Eigenvector Overlaps of non-Hermitian Random Matrices},
  author = {Mohammed Osman},
  journal= {arXiv preprint arXiv:2409.16144},
  year   = {2025}
}
R2 v1 2026-06-28T18:55:24.663Z