Localization and delocalization of eigenvectors for heavy-tailed random matrices |
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Authors: | Charles Bordenave Alice Guionnet |
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Affiliation: | 1. CNRS and Université de Toulouse, Institut de Mathématiques de Toulouse, 118 route de Narbonne, 31062, Toulouse, France 2. CNRS and école Normale Supérieure de Lyon, Unité de mathématiques pures et appliquées, 46 allée d’Italie, 69364, Lyon Cedex 07, France
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Abstract: | Consider an $n times n$ Hermitian random matrix with, above the diagonal, independent entries with $alpha $ -stable symmetric distribution and $0 < alpha < 2$ . We establish new bounds on the rate of convergence of the empirical spectral distribution of this random matrix as $n$ goes to infinity. When $1 < alpha < 2$ and $ p > 2$ , we give vanishing bounds on the $L^p$ -norm of the eigenvectors normalized to have unit $L^2$ -norm. On the contrary, when $0 < alpha < 2/3$ , we prove that these eigenvectors are localized. |
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