Eigenvector decorrelation for random matrices

Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2026. Eigenvector decorrelation for random matrices. Annals of Applied Probability. 36(4), 3707–3756.

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Abstract
We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices 𝑊 +𝐷1, 𝑊 +𝐷2 and show that their bulk eigenvectors become asymptotically orthogonal as soon as Tr⁡(𝐷1−𝐷2)2 ≫1, or their respective energies are separated on a scale much bigger than the local eigenvalue spacing. Furthermore, we show that quadratic forms of eigenvectors of 𝑊 +𝐷1, 𝑊 +𝐷2 with any deterministic matrix 𝐴 ∈𝐂𝑁×𝑁 in a specific subspace of codimension one are of size 𝑁−1/2. This proves a generalization of the eigenstate thermalization hypothesis to eigenvectors belonging to two different spectral families.
Mathematics Subject Classification
Publishing Year
Date Published
2026-08-01
Journal Title
Annals of Applied Probability
Publisher
Institute of Mathematical Statistics
Acknowledgement
L. Erdős, J. Henheik and O. Kolupaiev were supported by the ERC Advanced Grant “RMTBeyond” No. 101020331. G. Cipolloni is partially supported by the MUR Excellence Department Project MatMod@TOV awarded to the Department of Mathematics, University of Rome Tor Vergata, CUP E83C18000100006.
Volume
36
Issue
4
Page
3707-3756
ISSN
IST-REx-ID

Cite this

Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. Eigenvector decorrelation for random matrices. Annals of Applied Probability. 2026;36(4):3707-3756. doi:10.1214/26-AAP2318
Cipolloni, G., Erdös, L., Henheik, S. J., & Kolupaiev, O. (2026). Eigenvector decorrelation for random matrices. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/26-AAP2318
Cipolloni, Giorgio, László Erdös, Sven Joscha Henheik, and Oleksii Kolupaiev. “Eigenvector Decorrelation for Random Matrices.” Annals of Applied Probability. Institute of Mathematical Statistics, 2026. https://doi.org/10.1214/26-AAP2318.
G. Cipolloni, L. Erdös, S. J. Henheik, and O. Kolupaiev, “Eigenvector decorrelation for random matrices,” Annals of Applied Probability, vol. 36, no. 4. Institute of Mathematical Statistics, pp. 3707–3756, 2026.
Cipolloni G, Erdös L, Henheik SJ, Kolupaiev O. 2026. Eigenvector decorrelation for random matrices. Annals of Applied Probability. 36(4), 3707–3756.
Cipolloni, Giorgio, et al. “Eigenvector Decorrelation for Random Matrices.” Annals of Applied Probability, vol. 36, no. 4, Institute of Mathematical Statistics, 2026, pp. 3707–56, doi:10.1214/26-AAP2318.
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