Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

DOI10.1007/S00440-004-0420-5zbMATH Open1076.60022arXivmath/0409552OpenAlexW1988806684MaRDI QIDQ2571010FDOQ2571010

Authors: Júlia Réffy, Dénes Petz 

Publication date: 2 November 2005

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

Abstract: Let $U_m$ be an $mimesm$ Haar unitary matrix and $U_{[m,n]}$ be its $nimesn$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/nolambda$ and $noinfty$. The rate function and the limit distribution are given explicitly. $U_{[m,n]}$ is the random matrix model of $quq$, where $u$ is a Haar unitary in a finite von Neumann algebra, $q$ is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator $quq$.

Full work available at URL: https://arxiv.org/abs/math/0409552

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zbMATH Keywords

Random matricesFree probabilityJoint eigenvalue distributionRandom matrix modelRate function

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Noncommutative probability and statistics (46L53)

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Cited In (16)

• Empirical distributions of eigenvalues of product ensembles
• Eigenvalue rigidity for truncations of random unitary matrices
• On the eigenvalues of truncations of random unitary matrices
• Circular law and arc law for truncation of random unitary matrix
• Elementary proof for asymptotics of large Haar-distributed unitary matrices
• On asymptotics of large Haar distributed unitary matrices
• Combinatorial aspects of orthogonal group integrals
• Eigenvalues of truncated unitary matrices: disk counting statistics
• On polynomial integrals over the orthogonal group
• On the partial transpose of a Haar unitary matrix
• Limiting spectral distribution of the product of truncated Haar unitary matrices
• Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection
• Truncations of random unitary matrices drawn from Hua-Pickrell distribution
• Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices

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