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arxiv: 1806.06806 · v2 · pith:GWRIXX7Onew · submitted 2018-06-18 · 🧮 math.PR

Eigenvectors of non normal random matrices

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

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