Eigenvector distribution in the critical regime of BBP transition

DOI10.1007/s00440-021-01062-4zbMath1482.15036arXiv2009.13143OpenAlexW3169734759MaRDI QIDQ2073181

Yanyan Li

Publication date: 27 January 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.13143

zbMATH Keywords

eigenvector distributionGUE minor processspiked random matricesBBP transitioneigenvector-eigenvalue identityextended Airy kernal

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

Statistical inference for principal components of spiked covariance matrices, Rank 1 perturbations in random matrix theory — A review of exact results, Spiked multiplicative random matrices and principal components, Long random matrices and tensor unfolding

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