DELOCALIZATION OF EIGENVECTORS OF RANDOM MATRICES WITH INDEPENDENT ENTRIES

作者:Rudelson Mark*; Vershynn Roman
来源:Duke Mathematical Journal, 2015, 164(13): 2507-2538.
DOI:10.1215/00127094-3129809

摘要

We prove that an n x n random matrix G with independent entries is completely delocalized. Suppose that the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high probability all unit eigenvectors of G have all coordinates of magnitude O(n(-1/2)), modulo logarithmic corrections. This comes as a consequence of a new, geometric approach to delocalization for random matrices.

  • 出版日期2015-10-1