Limiting spectral radii of circular unitary matrices under light truncation

DOI10.1007/S10959-020-01037-6MaRDI QIDQ2664534zbMATH OpenOpenAlexFDO

Authors Yongcheng Qi, Yu Miao

Publication date 17 November 2021

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.11021

zbMATH Keywords

circular unitary matrixeigenvalueextreme valuelimiting distributionspectral radius

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Orthogonal matrices (15B10) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

Abstract: Consider a truncated circular unitary matrix which is a $p_n$ by $p_n$ submatrix of an $n$ by $n$ circular unitary matrix after deleting the last $n-p_n$ columns and rows. Jiang and Qi cite{JiangQi2017} and Gui and Qi cite{GQ2018} study the limiting distributions of the maximum absolute value of the eigenvalues (known as spectral radius) of the truncated matrix. Some limiting distributions for the spectral radius for the truncated circular unitary matrix have been obtained under the following conditions: (1). $p_n/n$ is bounded away from $0$ and $1$; (2). $p_{n}oinfty$ and $p_n/no0$ as $noinfty$; (3). $(n-p_n)/no0$ and $(n-p_n)/(logn{)}^{3}oinfty$ as $noinfty$; (4). $n-p_{n}oinfty$ and $(n-p_n)/logno0$ as $noinfty$; and (5). $n-p_n=kge1$ is a fixed integer. The spectral radius converges in distribution to the Gumbel distribution under the first four conditions and to a reversed Weibull distribution under the fifth condition. Apparently, the conditions above do not cover the case when $n-p_n$ is of order between $logn$ and $(logn{)}^3$. In this paper, we prove that the spectral radius converges in distribution to the Gumbel distribution as well in this case, as conjectured by Gui and Qi cite{GQ2018}.

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Cited in

(4)

• Spectral radii of truncated circular unitary matrices
• On the eigenvalues of truncations of random unitary matrices
• Circular law and arc law for truncation of random unitary matrix
• Eigenvalues of product of Ginibre ensembles and their inverses and that of truncated Haar unitary matrices and their inverses

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