Order statistics for edge eigenvectors of Wigner matrices
classification
🧮 math.PR
keywords
orderstatisticsedgecomparisoneigenvectorsmatriceswigneraddition
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In this paper, we establish a general comparison theorem for the order statistics of the edge eigenvectors for generalized Wigner matrices. Consequently, we derive the Gumbel law for the maximal edge eigenvector component and prove the universality of the Gaussian fluctuations of the order statistics in an intermediate regime close to the maximum. In addition, our comparison result also implies a quantitative first order estimate for moderately small order statistics.
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