Noise sensitivity of the top eigenvector of a Wigner matrix

preprint2020arXivOpen access

Abstract

We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let vv be the top eigenvector of an N×NN\times N Wigner matrix. Suppose that kk randomly chosen entries of the matrix are resampled, resulting in another realization of the Wigner matrix with top eigenvector v[k]v^{[k]}. We prove that, with high probability, when k≪N5/3−o(1)k \ll N^{5/3-o(1)}, then vv and v[k]v^{[k]} are almost collinear and when k≫N5/3k\gg N^{5/3}, then v[k]v^{[k]} is almost orthogonal to vv.

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