Convergence of local eigenvector processes of generalized Wigner matrices

We prove convergence of eigenvector processes of the form $(\sqrt{N}⟨{\mathbf{u}}_k,A_t{\mathbf{u}}_k⟩{)}_{t\in [0,1]}$ where ${\mathbf{u}}_k$ is a bulk eigenvector of generalized Wigner matrices and $(A_t)$ a family of symmetric matrices with bounded norm and Hölder regularity. We give explicit examples of limiting processes and prove that a large class of Gaussian process with Hölder-continuous covariance function can be obtained as such a limit using its Karhunen–Loève expansion. The proof is based on the multi-dimensional convergence proved Benigni and Cipolloni (2024) and a tightness criterion proved using Hölder regularity of the observables.