Eigenvector delocalization for non-Hermitian random matrices and applications

被引:2
|
作者
Luh, Kyle [1 ]
O'Rourke, Sean [2 ]
机构
[1] Harvard Univ, Ctr Math Sci & Applicat, Cambridge, MA 02138 USA
[2] Univ Colorado Boulder, Dept Math, Boulder, CO USA
基金
美国国家科学基金会;
关键词
non-Hermitian random matrices; eigenvectors; delocalization; least singular value; RANDOM GRAPHS; UNIVERSALITY; STATISTICS; CONVERGENCE; DENSITY;
D O I
10.1002/rsa.20917
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any subset of its coordinates carries an appropriate proportion of its mass. Our results hold for random matrices with genuinely complex as well as real entries. As an application of our methods, we also establish delocalization bounds for normal vectors to random hyperplanes. The proofs of our main results rely on a least singular value bound for genuinely complex rectangular random matrices, which generalizes a previous bound due to the first author, and may be of independent interest.
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页码:169 / 210
页数:42
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