Abstract

We study the eigenvectors and eigenvalues of random matrices with iid entries. Let N be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector v of N our main results provide a small ball probability bound for linear combinations of the coordinates of v. Our results generalize the works of Meehan and Nguyen [59] as well as Touri and the second author [67, 68, 69] for random symmetric matrices. Along the way, we provide an optimal estimate of the probability that an iid matrix has simple spectrum, improving a recent result of Ge [37]. Our techniques also allow us to establish analogous results for the adjacency matrix of a random directed graph, and as an application we establish controllability properties of network control systems on directed graphs.

Highlights

  • Let u ∈ Cn be a random vector uniformly distributed on the unit sphere

  • Eigenvectors and controllability rotationally invariant, and the individual eigenvectors of N have the same distribution as u above

  • In view of the universality phenomenon in random matrix theory, it is natural to conjecture that some of the properties that u possesses should hold for the eigenvectors of N

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Summary

Introduction

Let u ∈ Cn be a random vector uniformly distributed on the unit sphere. It follows that u has the same distribution as n i=1. Ξn are independent and identically distributed (iid) standard complex Gaussian random variables. Let N be a random matrix of size n × n whose entries are iid random variables. We quantify some of these properties of the eigenvectors for iid random matrices. Let W = (wij) be an n × n real symmetric random matrix whose entries wij, 1 ≤ i ≤ j ≤ n are iid copies of ξ. The goal of this work is to establish a version of Theorem 1.1 for non-Hermitian random matrices. We develop upon the techniques introduced by Ge [37] in order to overcome these difficulties

Notation
Eigenvector results
Eigenvalue gaps
Connection to control theory
Overview and outline
Arithmetic structure of approximate null vectors
Small ball probabilities depending on real-imaginary correlations
Genuinely complex case
Essentially real case
Combining all the elements
Structure of eigenvectors
Directed Erdos–Rényi random graphs
Eigenvector structure
Completing the proofs and deducing controllability
Controllability
Minimal controllability
A Tail bounds on eigenvalue gaps
Reduction from eigenvalues to singular values
Tail bounds on gaps
B Tail bounds for eigenvalue gaps of adjacency matrices
Full Text
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