On eigenvector statistics in the spherical and truncated unitary ensembles
Abstract
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent random variables. This enables us to prove that the scaled diagonal overlaps, conditionally on one eigenvalue, converge in distribution to a heavy-tail limit, namely, the inverse of a γ2 distribution. These results are analogous to what is known for the complex Ginibre ensemble. We also provide formulae for the conditional expectation of diagonal and off-diagonal overlaps, with respect to all eigenvalues.
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