Eigenvector distribution of Wigner matrices
نویسندگان
چکیده
منابع مشابه
Eigenvector Distribution of Wigner Matrices
We consider N×N Hermitian or symmetric random matrices with independent entries. The distribution of the (i, j)-th matrix element is given by a probability measure νij 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 ...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2011
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-011-0407-y