A generalisation of the relation between zeros of the complex Kac polynomial and eigenvalues of truncated unitary matrices

DOI10.1007/S00440-019-00903-7zbMATH Open1433.30007arXiv1807.06743OpenAlexW2964350611WikidataQ128386253 ScholiaQ128386253MaRDI QIDQ2334367FDOQ2334367

J. R. Ipsen, Peter J. Forrester

Publication date: 7 November 2019

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

Abstract: The zeros of the random Laurent series $1/mu-su{m}_{j=1}^{i}nfty{c}_j/z^j$, where each $c_j$ is an independent standard complex Gaussian, is known to correspond to the scaled eigenvalues of a particular additive rank 1 perturbation of a standard complex Gaussian matrix. For the corresponding random Maclaurin series obtained by the replacement $zmapsto1/z$, we show that these same zeros correspond to the scaled eigenvalues of a particular multiplicative rank 1 perturbation of a random unitary matrix. Since the correlation functions of the latter are known, by taking an appropriate limit the correlation functions for the random Maclaurin series can be determined. Only for $|mu|oinfty$ is a determinantal point process obtained. For the one and two point correlations, by regarding the Maclaurin series as the limit of a random polynomial, a direct calculation can also be given.

Full work available at URL: https://arxiv.org/abs/1807.06743

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zbMATH Keywords

zerosrandom power series

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random power series in one complex variable (30B20)

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Cited In (2)

• Rank 1 perturbations in random matrix theory — A review of exact results
• Dynamics of a rank-one multiplicative perturbation of a unitary matrix

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