A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES

DOI10.1142/S2010326312500116zbMath1266.15046arXiv1104.1219MaRDI QIDQ4910890

Florent Benaych-Georges

Publication date: 13 March 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1219

zbMATH Keywords

eigenvaluesrandom matriceseigenvectorsHaar measureWigner matricesbivariate Brownian motionbivariate Brownian bridge

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Fermionic eigenvector moment flow ⋮ Eigenvector delocalization for non‐Hermitian random matrices and applications ⋮ Comparison between two types of large sample covariance matrices ⋮ Universality for a global property of the eigenvectors of Wigner matrices ⋮ Eigenvectors and eigenvalues in a random subspace of a tensor product ⋮ Eigenvectors and controllability of non-Hermitian random matrices and directed graphs

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