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Eigenvector distribution of random matrices under critical finite-rank deformations
时间:2026年06月05日 10:47 点击数:

报告人:朱悦

报告地点:人民大街校区数学与统计学院415会议室

报告时间:2026年06月09日星期二14:00-15:00

邀请人:胡江

报告摘要:

This work investigates the eigenvector distribution of Gaussian random matrices with finite-rank deformations in the critical regime of the Baik-Ben Arous-Péché (BBP) transition. For both rank-one and higher-rank deformations in the GOE and GUE, as well as the rank-one general β-ensemble, we show that the squared overlap between the leading eigenvector and the spike direction, rescaled by N^{1/3}, converges to the negative reciprocal of the derivative of the associated Airy-Green function. The analysis relies on eigenvector-eigenvalue identities, soft-edge asymptotics, and properties of Airy-Green point processes, providing a unified representation of the critical BBP eigenvector distribution and its natural extension to general β-ensembles.

主讲人简介:

朱悦,中国科学院大学博士生在读,导师是王东教授,研究方向为随机矩阵。

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