Gaussian statistics for left and right eigenvectors of complex non-Hermitian matrices
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arXiv
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| Autores principales: | , , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| _version_ | 1866910389146484736 |
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| author | Dubova, Sofiia Yang, Kevin Yau, Horng-Tzer Yin, Jun |
| author_facet | Dubova, Sofiia Yang, Kevin Yau, Horng-Tzer Yin, Jun |
| contents | We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+ε}$. We show that arbitrary constant rank projections of these eigenvectors are Gaussian and jointly independent. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_19644 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Gaussian statistics for left and right eigenvectors of complex non-Hermitian matrices Dubova, Sofiia Yang, Kevin Yau, Horng-Tzer Yin, Jun Probability Mathematical Physics 60B20, 15B52 We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+ε}$. We show that arbitrary constant rank projections of these eigenvectors are Gaussian and jointly independent. |
| title | Gaussian statistics for left and right eigenvectors of complex non-Hermitian matrices |
| topic | Probability Mathematical Physics 60B20, 15B52 |
| url | https://arxiv.org/abs/2403.19644 |