No-gaps delocalization for general random matrices

Geometric and Functional Analysis - Tập 26 - Trang 1716-1776 - 2016
Mark Rudelson1, Roman Vershynin1
1Department of Mathematics, University of Michigan, Ann Arbor, USA

Tóm tắt

We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its $${\ell_2}$$ norm. Our results pertain to a wide class of random matrices, including matrices with independent entries, symmetric and skew-symmetric matrices, as well as some other naturally arising ensembles. The matrices can be real and complex; in the latter case we assume that the real and imaginary parts of the entries are independent.

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