Asymptotics for averages over classical orthogonal ensembles

DOI10.1093/IMRN/RNAA354MaRDI QIDQ5082288zbMATH OpenOpenAlexFDO

Authors Tom Claeys, Gabriel Glesner, Meng Yang, A. Minakov

Publication date 16 June 2022

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

Full work available at URL https://arxiv.org/abs/2008.07785

zbMATH Keywords

Fisher-Hartwig singularitiesgap probabilitiesHaar-distributed matricesmultiplicative eigenvalue statisticsorthogonal ensembles

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig singularities in cases where some of the singularities merge together, and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the Circular Orthogonal and Symplectic Ensembles, and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.

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Cited in

(9)

• Limit theorems for biorthogonal ensembles and related combinatorial identities
• On the critical-subcritical moments of moments of random characteristic polynomials: a GMC perspective
• Asymptotic mean density of sub-unitary ensembles
• Exponential moments for disk counting statistics of random normal matrices in the critical regime
• Upper bounds for the maximum deviation of the Pearcey process
• Expanding the Fourier transform of the scaled circular Jacobi ensemble density
• Power spectra of Dyson's circular ensembles
• On the characteristic polynomial of the eigenvalue moduli of random normal matrices
• Average characteristic polynomials for multiple orthogonal polynomial ensembles

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