The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum

DOI10.1007/S00020-010-1853-0zbMath1217.15042OpenAlexW2162998084MaRDI QIDQ538426

Abdellatif Seghier, Philippe Rambour

Publication date: 25 May 2011

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00020-010-1853-0

zbMATH Keywords

asymptotic expansionorthogonal polynomialsToeplitz matrixChristoffel-Darboux kerneldistribution of eigenvaluesrandom unitary matricesFisher-Hartwig conjecture

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52) Toeplitz, Cauchy, and related matrices (15B05)

Related Items (2)

Toeplitz determinants with perturbations in the corners ⋮ Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates

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