Delocalization of eigenvectors of random matrices with independent entries

Mark Rudelson, Roman Vershynin

Published 2013-06-12, updated 2014-10-10Version 2

We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high probability all unit eigenvectors of G have all coordinates of magnitude O(n^{-1/2}), modulo logarithmic corrections. This comes a consequence of a new, geometric, approach to delocalization for random matrices.