Thinning and conditioning of the circular unitary ensemble
From MaRDI portal
Publication:5370959
Abstract: We apply the operation of random independent thinning on the eigenvalues of Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as .
Recommendations
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- Self-similarity in the circular unitary ensemble
- Contour-integral method for transitions to the circular unitary ensemble
- Circulant L-ensembles in the thermodynamic limit
- Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
- Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
- Power spectrum of the circular unitary ensemble
- Eigenvalue correlations in the circular ensembles
- On the condition number of the critically-scaled Laguerre unitary ensemble
- On the algebraic structure of Dyson's circular ensembles
Cites work
- scientific article; zbMATH DE number 1665555 (Why is no real title available?)
- scientific article; zbMATH DE number 2134205 (Why is no real title available?)
- scientific article; zbMATH DE number 3168164 (Why is no real title available?)
- scientific article; zbMATH DE number 1077997 (Why is no real title available?)
- scientific article; zbMATH DE number 1464566 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 3338664 (Why is no real title available?)
- A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
- An Introduction to the Theory of Point Processes
- An introduction to random matrices
- Asymptotic Formulas for Toeplitz Determinants
- Asymptotics for Toeplitz determinants: perturbation of symbols with a gap
- Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
- Course 1 Random matrices and determinantal processes
- Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
- Determinantal point process models and statistical inference
- Determinantal random point fields
- Finite-size corrections in random matrix theory and Odlyzko's dataset for the Riemann zeros
- Lectures on random matrix models. The Riemann-Hilbert approach
- NIST handbook of mathematical functions
- On the asymptotic behavior of a log gas in the bulk scaling limit in the presence of a varying external potential. I
- On the asymptotics of a Toeplitz determinant with singularities
- On the distribution of the length of the longest increasing subsequence of random permutations
- Random matrices with merging singularities and the Painlevé V equation
- Random matrix theory and \(\zeta(1/2+it)\).
- The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
- The isomonodromy approach to matrix models in 2D quantum gravity
- Toeplitz Determinants with Singular Generating Functions
- Toeplitz Operators and Determinants Generated by Symbols with One Fisher-Hartwig Singularity
- Toeplitz determinants with merging singularities
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
Cited in
(22)- Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
- Determinantal point processes conditioned on randomly incomplete configurations
- Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
- Toeplitz determinants with a one-cut regular potential and Fisher-Hartwig singularities. I: Equilibrium measure supported on the unit circle
- Asymptotics of the deformed Fredholm determinant of the confluent hypergeometric kernel
- Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
- On a problem of E. Meckes for the unitary eigenvalue process on an arc
- Asymptotic expansion of Toeplitz determinants of an indicator function with discrete rotational symmetry and powers of random unitary matrices
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities
- Probability of two large gaps in the bulk and at the edge of the spectrum of random matrices
- Incomplete determinantal processes: from random matrix to Poisson statistics
- General truncated linear statistics for the top eigenvalues of random matrices
- Sine‐kernel determinant on two large intervals
- Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
- The generating function for the Bessel point process and a system of coupled Painlevé V equations
- Truncated linear statistics in the one dimensional one-component plasma
- Gap probability for the hard edge Pearcey process
- Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
- Some open problems in random matrix theory and the theory of integrable systems. II
- Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics
- Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
This page was built for publication: Thinning and conditioning of the circular unitary ensemble
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5370959)
