Fig 2.

Behavior of empirical eigenvectors. The histogram of the k^th element of the j^th empirical vector is depicted in the location (k, j) for k, j ≤ 3. Off-diagonal plots of values $\sqrt{n}{\hat{\xi }}_{jk}/\Vert {\hat{\mathit{\xi }}}_{jA}\Vert /\sqrt{\frac{c_j{c}_k}{{(c_j-c_k)}^2}}$ are compared to their asymptotic distributions N(0, 1) for k ≠ j while diagonal plots of values $\sqrt{n}({\hat{\xi }}_{jj}/\Vert {\hat{\mathit{\xi }}}_{jA}\Vert -1)$ are compared to stochastically 0.