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arxiv: 2605.30779 · v1 · pith:7WXYEV2Pnew · submitted 2026-05-29 · 🧮 math.PR

Eigenvector distribution of random matrices under critical finite-rank deformations

classification 🧮 math.PR
keywords airy-greencriticaldeformationseigenvectorfinite-rankbetadistributionfunction
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We investigate the eigenvector distribution at the soft edge for Gaussian random matrices with finite-rank deformations, in the critical regime of BBP transition. For finite-rank deformations of the GOE and GUE with critical spikes, we find that the squared overlap between a leading eigenvector and a spike, rescaled by \(N^{1/3}\), converges weakly to the negative reciprocal of the derivative of an Airy-Green function evaluated at the corresponding soft-edge root. For the rank-one critically spiked Gaussian \(\beta\)-ensemble, \(\beta>0\), we obtain an analogous result involving an Airy-Green function. In both cases, the Airy-Green functions are generalizations of the one introduced by Bykhovskaya--Gorin--Sodin \cite{Bykhovskaya-Gorin-Sodin25}. The proofs are both based on an eigenvector--eigenvalue identity and a resolvent-differentiation mechanism.

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