Eigenvalue rigidity for truncations of random unitary matrices

DOI10.1142/S2010326321500155MaRDI QIDQ5860231zbMATH OpenFDO

Authors Kathryn Stewart, Elizabeth Meckes

Publication date 19 November 2021

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.02233

zbMATH Keywords

concentration inequalitieseigenvaluesHaar measurerandom unitary matricessubmatricestruncations

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (probabilistic aspects) (60B20)

Abstract: We consider the empirical eigenvalue distribution of an $mimesm$ principal submatrix of an $nimesn$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $fracmn=alpha$, the empirical spectral measure is well-approximated by a deterministic measure $m{u}_{a}lpha$ supported on the unit disc. In earlier work, we showed that for fixed $n$ and $m$, the bounded-Lipschitz distance between the empirical spectral measure and the corresponding $m{u}_{a}lpha$ is typically of order $sqrtfraclog(m)m$ or smaller. In this paper, we consider eigenvalues on a microscopic scale, proving concentration inequalities for the eigenvalue counting function and for individual bulk eigenvalues.

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Cites work

• A rate of convergence for the circular law for the complex Ginibre ensemble
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• Gaussian fluctuations of eigenvalues in the GUE
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• On the eigenvalues of truncations of random unitary matrices
• Truncations of random unitary matrices
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Cited in

(10)

• On the eigenvalues of truncations of random unitary matrices
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Circular law and arc law for truncation of random unitary matrix
• Truncations of random unitary matrices
• The spectra of principal submatrices in rotationally invariant Hermitian random matrices and the Markov-Krein correspondence
• Local spectrum of truncations of Kronecker products of Haar distributed unitary matrices
• Matrix rigidity of random toeplitz matrices
• Eigenvalues of truncated unitary matrices: disk counting statistics
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Eigenvectors and eigenvalues in a random subspace of a tensor product

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