Derivation of an eigenvalue probability density function relating to the Poincaré disk

DOI10.1088/1751-8113/42/38/385204MaRDI QIDQ3650392zbMATH OpenOpenAlexFDO

Authors Manjunath Krishnapur, Peter J. Forrester

Publication date 14 December 2009

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0906.5223

zbMATH Keywords

densityeigenvalue probabilityHaar distributed matrixJacobi ensemblePoincaré diskrandom matrix ensembleSchur decomposition

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Abstract: A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n ge N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition, and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A^{-1} B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many body quantum state, and to the one-component plasma, on the pseudosphere.

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Cited in

(18)

• On eigenvector statistics in the spherical and truncated unitary ensembles
• Analogies between random matrix ensembles and the one-component plasma in two-dimensions
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Explicit formulas concerning eigenvectors of weakly non-unitary matrices
• Around the circular law
• Eigenvalue distributions of reduced density matrices
• Winding number statistics of a parametric chiral unitary random matrix ensemble
• Macroscopic and edge behavior of a planar jellium
• Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
• Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations
• Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model
• Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence
• Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Large gap probabilities of complex and symplectic spherical ensembles with point charges
• Winding number statistics for chiral random matrices: universal correlations and statistical moments in the unitary case
• Free energy of spherical Coulomb gases with point charges
• Large deviations for random matricial moment problems

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