Conditional Haar measures on classical compact groups

DOI10.1214/08-AOP443MaRDI QIDQ838009zbMATH OpenFDO

Authors P. Bourgade

Publication date 21 August 2009

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.3753

zbMATH Keywords

central limit theoremrandom matricescharacteristic polynomialzeta and L-functionsthe Weyl integration formula

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Zeta functions and related questions in algebraic geometry (e.g., Birch-Swinnerton-Dyer conjecture) (14G10) Harmonic analysis on general compact groups (43A77)

Abstract: We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension $p$. The developed method leads to the following result: for this conditional measure, writing $Z_U^{(p)}$ for the first nonzero derivative of the characteristic polynomial at 1, [frac{Z_U^{(p)}}{p!}stackrel{mathrm{law}}{=}prod_{ell =1}^{n-p}(1-X_{ell}),] the $X_{ell}$'s being explicit independent random variables. This implies a central limit theorem for $log{Z}_U^{(p)}$ and asymptotics for the density of $Z_U^{(p)}$ near 0. Similar limit theorems are given for the orthogonal and symplectic groups, relying on results of Killip and Nenciu.

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Cited in

(7)

• Ewens measures on compact groups and hypergeometric kernels
• Applications of a new formula for OPUC with periodic Verblunsky coefficients
• Quantum chaos, random matrix theory, and the Riemann \(\zeta\)-function
• Hurwitz and the origins of random matrix theory in mathematics
• Two universality results for polynomial reproducing kernels
• Universality at an endpoint for orthogonal polynomials with Geronimus-type weights
• Haar Measure for Compact Right Topological Groups

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