Circular Jacobi ensembles and deformed Verblunsky coefficients

DOI10.1093/IMRN/RNP092MaRDI QIDQ3652602zbMATH OpenOpenAlexFDO

Authors P. Bourgade, A. Nikeghbali, Alain Rouault

Publication date 15 December 2009

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.4512, http://doc.rero.ch/record/300536/files/rnp092.pdf

zbMATH Keywords

orthogonal polynomialJacobi ensemble

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Probability theory on algebraic and topological structures (60Bxx)

Abstract: Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: ${\displaystyle }$c_{delta,�eta}^{(n)} prod_{1leq k<lleq n}| e^{ii heta_k}-e^{ii heta_l}|^�etaprod_{j=1}^{n}(1-e^{-ii heta_j})^{delta} (1-e^{ii heta_j})^{overline{delta}} ${\displaystyle }$ with $Redelta>-1/2$. If $e$ is a cyclic vector for a unitary $nimesn$ matrix $U$, the spectral measure of the pair $(U,e)$ is well parameterized by its Verblunsky coefficients $(alph{a}_0,\mathrm{...},alph{a}_{n-1})$. We introduce here a deformation $(gamm{a}_0,>\mathrm{...},gamm{a}_{n-1})$ of these coefficients so that the associated Hessenberg matrix (called GGT) can be decomposed into a product $r(gamm{a}_0)\mathrm{...}r(gamm{a}_{n-1})$ of elementary reflections parameterized by these coefficients. If $gamm{a}_0,\mathrm{...},gamm{a}_{n-1}$ are independent random variables with some remarkable distributions, then the eigenvalues of the GGT matrix follow the circular Jacobi distribution above. These deformed Verblunsky coefficients also allow to prove that, in the regime $delta=delta(n)$ with $delta(n)/nodd$, the spectral measure and the empirical spectral distribution weakly converge to an explicit nontrivial probability measure supported by an arc of the unit circle. We also prove the large deviations for the empirical spectral distribution.

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Cited in

(27)

• Conditional Haar measures on classical compact groups
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Ewens measures on compact groups and hypergeometric kernels
• Dimension results for the spectral measure of the circular \(\beta\) ensembles
• Convergence and an explicit formula for the joint moments of the circular Jacobi \(\beta\)-ensemble characteristic polynomial
• The \(\mathrm{Sine}_{\beta}\) operator
• Relations between moments for the Jacobi and Cauchy random matrix ensembles
• Asymptotic properties of the density of particles in \(\beta \)-ensembles
• On the moments of the partition function of the \(C\beta E\) field
• On the maximum of the C\(\beta\)E field
• Local limit theorems and mod-\(\phi\) convergence
• Palm measures for Dirac operators and the \(\operatorname{Sine}_{\beta}\) process
• Limit Operators for Circular Ensembles
• Large deviations for Ablowitz-Ladik lattice, and the Schur flow
• Sum rules and large deviations for spectral measures on the unit circle
• Sum rules via large deviations
• Cubature rules for unitary Jacobi ensembles
• Expanding the Fourier transform of the scaled circular Jacobi \(\beta\) ensemble density
• Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
• Limit theorems for orthogonal polynomials related to circular ensembles
• On a distinguished family of random variables and Painlevé equations
• New results for the SQCD Hilbert series
• Limits for circular Jacobi beta-ensembles
• Explicit expressions of the Hua-Pickrell semigroup
• The many faces of the stochastic zeta function
• Mod-Gaussian convergence for random determinants
• Inverse of the flow and moments of the free Jacobi process associated with one projection

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