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arXiv 1102.0057math-phmath.MPmath.PR
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Wigner矩阵的特征向量分布

Eigenvector Distribution of Wigner Matrices

Antti Knowles, Jun Yin

摘要:

我们考虑具有独立元素的$N\times N$ Hermite或对称随机矩阵。第$(i,j)$个矩阵元素的分布由概率测度$ν_{ij}$给出,该概率测度的前两个矩与相应的高斯系综的前两个矩一致。我们证明了本征值靠近谱边缘的本征向量分量的联合概率分布与相应的高斯系综的联合概率分布一致。对于与体本征值相关的本征向量,只要分布$ν_{ij}$的前四阶矩与相应的高斯系综的前四阶矩一致,则相同的结论也成立。更一般地说,我们证明了联合特征向量特征值分布附近的两个广义Wigner系综的频谱边缘同意,提供的第一个两个时刻的条目匹配,并且其中一个系综满足水平排斥估计。如果另外前四个时刻匹配,则该结果在整体中也成立。

英文摘要:

We consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $ν_{ij}$ whose first two moments coincide with those of the corresponding Gaussian ensemble. We prove that the joint probability distribution of the components of eigenvectors associated with eigenvalues close to the spectral edge agrees with that of the corresponding Gaussian ensemble. For eigenvectors associated with bulk eigenvalues, the same conclusion holds provided the first four moments of the distribution $ν_{ij}$ coincide with those of the corresponding Gaussian ensemble. More generally, we prove that the joint eigenvector-eigenvalue distributions near the spectral edge of two generalized Wigner ensembles agree, provided that the first two moments of the entries match and that one of the ensembles satisfies a level repulsion estimate. If in addition the first four moments match then this result holds also in the bulk.

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