Noise sensitivity of the top eigenvector of a Wigner matrix
Abstract
We investigate the noise sensitivity of the top eigenvector of a Wigner matrix in the following sense. Let v be the top eigenvector of an N× N Wigner matrix. Suppose that k randomly chosen entries of the matrix are resampled, resulting in another realization of the Wigner matrix with top eigenvector v[k]. We prove that, with high probability, when k N5/3-o(1), then v and v[k] are almost collinear and when k N5/3, then v[k] is almost orthogonal to v.
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