Central limit theorem for eigenvectors of heavy tailed matrices
We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of α-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by U=[uij] the eigenvectors matrix (corresponding to increasing eigenvalues) and...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Institute of Mathematical Statistics
2014
|
Online Access: | http://hdl.handle.net/1721.1/89525 https://orcid.org/0000-0003-4524-8627 |