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arxiv: 1210.7677 · v5 · pith:F6I2FPXQnew · submitted 2012-10-29 · 🧮 math.PR

Localization and delocalization for heavy tailed band matrices

classification 🧮 math.PR
keywords alphawheneigenvalueseigenvectorslargestmatricestextlessassociated
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We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when $\alpha\textless{}2(1+\mu^{-1})$, the largest eigenvalues have order $N^{(1+\mu)/\alpha}$, 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 $\alpha\textless{}2$, and by Auffinger, Ben Arous and P{\'e}ch{\'e} when $\alpha\textless{}4$). On the other hand, when $\alpha\textgreater{}2(1+\mu^{-1})$, the largest eigenvalues have order $N^{\mu/2}$ and most eigenvectors of the matrix are delocalized, i.e. approximately uniformly distributed on their $N$ coordinates.

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