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2021 On eigenvector statistics in the spherical and truncated unitary ensembles
Guillaume Dubach
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Electron. J. Probab. 26: 1-29 (2021). DOI: 10.1214/21-EJP686

Abstract

We study the overlaps between right and left eigenvectors for random matrices of the spherical ensemble, as well as truncated unitary ensembles in the regime where half of the matrix at least is truncated. These two integrable models exhibit a form of duality, and the essential steps of our investigation can therefore be performed in parallel.

In every case, conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables with explicit distributions. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a γ2 distribution. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, either with respect to one eigenvalue, or with respect to the whole spectrum. These results, analogous to what is known for the complex Ginibre ensemble, can be obtained in these cases thanks to integration techniques inspired from a previous work by Forrester & Krishnapur.

Funding Statement

We acknowledge partial support from the grants NSF DMS-1812114 of P. Bourgade (PI) and NSF CAREER DMS-1653602 of L.-P. Arguin (PI). This project has also received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411.

Acknowledgments

We would like to thank Paul Bourgade and László Erdős for many helpful comments.

Citation

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Guillaume Dubach. "On eigenvector statistics in the spherical and truncated unitary ensembles." Electron. J. Probab. 26 1 - 29, 2021. https://doi.org/10.1214/21-EJP686

Information

Received: 29 January 2021; Accepted: 17 August 2021; Published: 2021
First available in Project Euclid: 28 September 2021

Digital Object Identifier: 10.1214/21-EJP686

Subjects:
Primary: 15B52, 60B20

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