Eigenvalues of truncated unitary matrices: disk counting statistics

DOI10.1007/S00605-023-01920-4MaRDI QIDQ6436720zbMATH OpenFDO

Authors Yacin Ameur, Christophe Charlier, Philippe Moreillon

Publication date 15 May 2023

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00605-023-01920-4

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: Let $T$ be an $nimesn$ truncation of an $(n+alpha)imes(n+alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $no+infty$ with $alpha$ fixed, the associated moment generating function enjoys asymptotics of the form �egin{align*} exp �ig( C_{1} n + C_{2} + o(1) �ig), end{align*} where the constants $C_1$ and $C_2$ are given in terms of the incomplete Gamma function. Our proof uses the uniform asymptotics of the incomplete Beta function.

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Cited in

(9)

• Exponential moments for disk counting statistics of random normal matrices in the critical regime
• On a problem of E. Meckes for the unitary eigenvalue process on an arc
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Random normal matrices: eigenvalue correlations near a hard wall
• Harer-Zagier type recursion formula for the elliptic GinOE
• Correlation functions between singular values and eigenvalues
• Large gap probabilities of complex and symplectic spherical ensembles with point charges
• Free energy and fluctuations in the random normal matrix model with spectral gaps
• Upper tail large deviations for extremal eigenvalues of the real, complex and symplectic elliptic Ginibre matrices

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