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On eigenvector statistics in the spherical and truncated unitary ensembles

Published 19 Aug 2019 in math.PR | (1908.06713v1)

Abstract: We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a $\gamma_2$ distribution. These results are analogous to what is known for the complex Ginibre ensemble. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, with respect to all eigenvalues.

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