Skip to main content
2 of 4
added 85 characters in body

The distribution of the elements of an eigenvector of random matrices

Suppose a random matrix $A$ with its elements following Gaussian distribution with non-zero mean. We know that the eigenvalues of $A$ have two patches: one is at the real axis that is far away from the origin point, and the other one is in a circle around the origin point. We know that the eigenvector of the first patch is $[1,1,\cdots,1]$, but what is the distribution of the elements of an eigenvector whose corresponding eigenvalue is in the second patch? see an image here