Statistical properties of eigenvectors and eigenvalues of structured random matrices

We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ~HW+D with diagonal matrices D and W and ~H from the Gaussian Unitary Ensemble. Using the supersymmetry technique we derive general asymptotic expressions for the density of states and the moments of...

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Main Authors: Truong, K., Ossipov, A.
Format: Article
Published: IOP 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/49036/
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author Truong, K.
Ossipov, A.
author_facet Truong, K.
Ossipov, A.
author_sort Truong, K.
building Nottingham Research Data Repository
collection Online Access
description We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ~HW+D with diagonal matrices D and W and ~H from the Gaussian Unitary Ensemble. Using the supersymmetry technique we derive general asymptotic expressions for the density of states and the moments of the eigenvectors. We find that the eigenvectors remain ergodic under very general assumptions, but a degree of their ergodicity depends strongly on a particular choice of W and D. For a special case of D = 0 and random W, we show that the eigenvectors can become critical and are characterized by non-trivial fractal dimensions.
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spelling nottingham-490362020-05-04T19:26:33Z https://eprints.nottingham.ac.uk/49036/ Statistical properties of eigenvectors and eigenvalues of structured random matrices Truong, K. Ossipov, A. We study the eigenvalues and the eigenvectors of N X N structured random matrices of the form H = W ~HW+D with diagonal matrices D and W and ~H from the Gaussian Unitary Ensemble. Using the supersymmetry technique we derive general asymptotic expressions for the density of states and the moments of the eigenvectors. We find that the eigenvectors remain ergodic under very general assumptions, but a degree of their ergodicity depends strongly on a particular choice of W and D. For a special case of D = 0 and random W, we show that the eigenvectors can become critical and are characterized by non-trivial fractal dimensions. IOP 2018-01-10 Article PeerReviewed Truong, K. and Ossipov, A. (2018) Statistical properties of eigenvectors and eigenvalues of structured random matrices. Journal of Physics A: Mathematical and Theoretical, 51 (6). 065001/1-065001/12. ISSN 1751-8121 Random matrix theory; Statistics of eigenvectors; Localization https://doi.org/10.1088/1751-8121/aaa011 doi:10.1088/1751-8121/aaa011 doi:10.1088/1751-8121/aaa011
spellingShingle Random matrix theory; Statistics of eigenvectors; Localization
Truong, K.
Ossipov, A.
Statistical properties of eigenvectors and eigenvalues of structured random matrices
title Statistical properties of eigenvectors and eigenvalues of structured random matrices
title_full Statistical properties of eigenvectors and eigenvalues of structured random matrices
title_fullStr Statistical properties of eigenvectors and eigenvalues of structured random matrices
title_full_unstemmed Statistical properties of eigenvectors and eigenvalues of structured random matrices
title_short Statistical properties of eigenvectors and eigenvalues of structured random matrices
title_sort statistical properties of eigenvectors and eigenvalues of structured random matrices
topic Random matrix theory; Statistics of eigenvectors; Localization
url https://eprints.nottingham.ac.uk/49036/
https://eprints.nottingham.ac.uk/49036/
https://eprints.nottingham.ac.uk/49036/