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Eigenvector decorrelation for random matrices

Published 14 Oct 2024 in math.PR, math-ph, and math.MP | (2410.10718v2)

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 $W+D_1$, $W+D_2$ and show that their bulk eigenvectors become asymptotically orthogonal as soon as $\mathrm{Tr}(D_1-D_2)2\gg 1$, 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 $W+D_1$, $W+D_2$ with any deterministic matrix $A\in\mathbf{C}{N\times N}$ 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.

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