Mobility Edge for Lévy Matrices

Abstract

Lévy matrices are symmetric random matrices whose entry distributions lie in the domain of attraction of an $\alpha$-stable law. For $\alpha <1$, predictions from the physics literature suggest that high-dimensional Lévy matrices should display the following phase transition at a point $E_{\mathrm{mob}}$. Eigenvectors corresponding to eigenvalues in $(-E_{\mathrm{mob}},E_{\mathrm{mob}})$ should be delocalized, while eigenvectors corresponding to eigenvalues outside of this interval should be localized. Further, $E_{\mathrm{mob}}$ is given by the (presumably unique) positive solution to $\lambda (E,\alpha )=1$, where $\lambda$ is an explicit function of $E$ and $\alpha$. We prove the following results about high-dimensional Lévy matrices. (1) If $\lambda (E,\alpha )>1$ then eigenvectors with eigenvalues near $E$ are delocalized. (2) If $E$ is in the connected components of the set $\{x:\lambda (x,\alpha )<1\}$ containing $\pm \infty$, then eigenvectors with eigenvalues near $E$ are localized. (3) For $\alpha$ sufficiently near $0$ or $1$, there is a unique positive solution $E=E_{\mathrm{mob}}$ to $\lambda (E,\alpha )=1$, demonstrating the existence of a (unique) phase transition. (a) If $\alpha$ is close to $0$, then $E_{\mathrm{mob}}$ scales approximately as $|\log \alpha {|}^{-2/\alpha }$. (b) If $\alpha$ is close to $1$, then $E_{\mathrm{mob}}$ scales as $(1-\alpha {)}^{-1}$. Our proofs proceed through an analysis of the local weak limit of a Lévy matrix, given by a certain infinite-dimensional, heavy-tailed operator on the Poisson weighted infinite tree.

168 pages