Truncations of random unitary matrices
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Publication:4496006
DOI10.1088/0305-4470/33/10/307zbMATH Open0957.82017arXivchao-dyn/9910032OpenAlexW3099635995WikidataQ112267438 ScholiaQ112267438MaRDI QIDQ4496006FDOQ4496006
Authors: Karol Życzkowski, Hans-Jürgen Sommers 
Publication date: 13 August 2000
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Abstract: We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices and study the statistical properties of the spectrum located inside the unit circle. In the limit of large matrices, this ensemble is characterized by the ratio M/N. For the truncated CUE we derive analytically the joint density of eigenvalues from which easily all correlation functions are obtained. For N-M fixed and N--> infinity the universal resonance-width distribution with N-M open channels is recovered.
Full work available at URL: https://arxiv.org/abs/chao-dyn/9910032
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