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Eigenvectors of non normal random matrices
Florent Benaych-Georges, Ofer Zeitounia
- aDepartment of Mathematics , Weizmann Institute of Science POB 26 , Rehovot 76100 , Israel
Electronic Communications in ProbabilityInstitute of Mathematical Statistics2018-01-01 23 citations16 references
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Abstract
We study the angles between the eigenvectors of a random $n\times n$ complex matrix $M$ with density $\propto \mathrm{e} ^{-n\operatorname{Tr} V(M^*M)}$ and $x\mapsto V(x^2)$ convex. We prove that for unit eigenvectors $\mathbf{v} ,\mathbf{v} '$ associated with distinct eigenvalues $\lambda ,\lambda '$ that are the closest to specified points $z,z'$ in the complex plane, the rescaled inner product \[ \sqrt{n} (\lambda '-\lambda )\langle \mathbf{v} ,\mathbf{v} '\rangle \] is uniformly sub-Gaussian, and give a more precise statement in the case of the Ginibre ensemble.

