Images of eigenvalue distributions under power maps

DOI10.1007/S00440-002-0250-2MaRDI QIDQ1396754zbMATH OpenOpenAlexFDO

Authors Eric Rains

Publication date 8 July 2003

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0008079

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Abstract: In [earlier work by the author], it was shown that if U is a random n x n unitary matrix, then for any p>=n, the eigenvalues of U^p are i.i.d. uniform; similar results were also shown for general compact Lie groups. We study what happens when p<n instead. For the classical groups, we find that we can describe the eigenvalue distribution of U^p in terms of the eigenvalue distributions of smaller classical groups; the earlier result is then a special case. The proofs rely on the fact that a certain subgroup of the Weyl group is itself a Weyl group. We generalize this fact, and use it to study the power-map problem for general compact Lie groups.

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Cited in

(11)

• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Asymptotics of powers of random elements of compact Lie groups
• Matrix models, Toeplitz determinants and recurrence times for powers of random unitary matrices
• Evenness symmetry and inter-relationships between gap probabilities in random matrix theory
• Powers of Ginibre eigenvalues
• Self-similarity in the circular unitary ensemble
• Singular values and evenness symmetry in random matrix theory
• Shifted moments over the unitary ensemble
• From Berry-Esseen to super-exponential
• Concentration and convergence rates for spectral measures of random matrices
• Free fermions and \(\alpha\)-determinantal processes

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