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arXiv · 2510.11763

Non-Normal Eigenvector Amplification in Multi-Dimensional Kesten Processes

Virgile Troude·Didier Sornette
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Abstract

Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a universal mechanism of non-normal eigenvector amplification in multidimensional Kesten processes $x_{t+1}=A_t x_t+η_t$, where $A_t$ are random interaction matrices and $η_t$ represents external inputs, capturing the evolving interdependence among $N$ coupled components. Even when each random multiplicative matrix is spectrally stable, non-orthogonal eigenvectors generate transient growth that renormalizes the Lyapunov exponent and lowers the tail exponent, producing stationary power laws without eigenvalues crossing the stability boundary. We derive explicit relations linking the Lyapunov exponent and the tail index to the statistics of the condition number, $γ\!\sim\!γ_0+\lnκ$ and $α\!\sim\!-2γ/σ_κ^2$, confirmed by numerical simulations. This framework offers a unifying geometric perspective that help interpret diverse phenomena, including polymer stretching in turbulence, magnetic field amplification in dynamos, volatility clustering and wealth inequality in financial systems. Non-normal interactions provide a collective route to scale-free behavior in globally stable systems, defining a new universality class where multiplicative feedback and transient amplification generate critical-like statistics without spectral criticality.

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Virgile Troude, Didier Sornette. 2025-10-13. Non-Normal Eigenvector Amplification in Multi-Dimensional Kesten Processes. https://arxiv.org/abs/2510.11763

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