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Mathematics > Probability

Title: Gaussian statistics for left and right eigenvectors of complex non-Hermitian matrices

Abstract: We consider a constant-size subset of left and right eigenvectors of an $N\times N$ i.i.d. complex non-Hermitian matrix associated with the eigenvalues with pairwise distances at least $N^{-\frac12+\epsilon}$. We show that arbitrary constant rank projections of these eigenvectors are Gaussian and jointly independent.
Comments: 46 pages
Subjects: Probability (math.PR); Mathematical Physics (math-ph)
MSC classes: 60B20, 15B52
Cite as: arXiv:2403.19644 [math.PR]
  (or arXiv:2403.19644v1 [math.PR] for this version)

Submission history

From: Sofiia Dubova [view email]
[v1] Thu, 28 Mar 2024 17:54:46 GMT (37kb)

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