arXiv · 1903.04869
Noise sensitivity of the top eigenvector of a Wigner matrix
Abstract
We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let $v$ be the top eigenvector of an $N\times N$ Wigner matrix. Suppose that $k$ randomly chosen entries of the matrix are resampled, resulting in another realization of the Wigner matrix with top eigenvector $v^{[k]}$. We prove that, with high probability, when $k \ll N^{5/3-o(1)}$, then $v$ and $v^{[k]}$ are almost collinear and when $k\gg N^{5/3}$, then $v^{[k]}$ is almost orthogonal to $v$.
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Charles Bordenave, Gábor Lugosi, Nikita Zhivotovskiy. 2019-03-12. Noise sensitivity of the top eigenvector of a Wigner matrix. https://arxiv.org/abs/1903.04869
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