Largest eigenvalues and eigenvectors of band matrices
Résumé
In this text, we consider an N by N random matrix X such that all but o(N) rows of X have W non identically zero entries (such as, for example, standard or cyclic band matrices). We always suppose that 1 << W << N. We first prove that if the entries are independent, centered, have variance one, satisfy a certain tail upper-bound condition and W >> (\log N)^{6(1+\alpha)}, where \alpha is a positive parameter depending on the distribution of the entries, then the largest eigenvalue of X/\sqrt{W} converges to the upper bound of its limit spectral distribution, that is 2, as for Wigner matrices. This extends some previous results by Khorunzhiy and Sodin where less hypotheses were made on W, but more hypotheses were made about the law of the entries and the structure of the matrix. Then, under the same hypotheses, we prove a delocalization result for the eigenvectors of X, precisely that most of them cannot be essentially localized on less than W/\log(N) entries. This lower bound on the localization length has to be compared to the upper bound W^{7/5} recently given by Steinerberger.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)