Thinning and conditioning of the circular unitary ensemble

DOI10.1142/S2010326317500071zbMATH Open1386.60025arXiv1604.08399OpenAlexW2963890497MaRDI QIDQ5370959FDOQ5370959

Authors: Christophe Charlier, Tom Claeys 

Publication date: 20 October 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We apply the operation of random independent thinning on the eigenvalues of $nimesn$ 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 $noinfty$.

Full work available at URL: https://arxiv.org/abs/1604.08399

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

zbMATH Keywords

random matrix theoryRiemann-Hilbert problemsorthogonal polynomialsToeplitz determinantsthinning of point processes

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Riemann-Hilbert problems in context of PDEs (35Q15) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cites Work

• NIST handbook of mathematical functions
• Determinantal point process models and statistical inference
• A steepest descent method for oscillatory Riemann-Hilbert problems. Asymptotics for the MKdV equation
• An introduction to random matrices
• On the distribution of the length of the longest increasing subsequence of random permutations
• Title not available (Why is that?)
• The isomonodromy approach to matrix models in 2D quantum gravity
• The Riemann--Hilbert approach to strong asymptotics for orthogonal polynomials on [-1,1]
• Determinantal random point fields
• Title not available (Why is that?)
• Course 1 Random matrices and determinantal processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
• An Introduction to the Theory of Point Processes
• Density matrix of an impenetrable Bose gas and the fifth Painlevé transcendent
• Random matrices with merging singularities and the Painlevé V equation
• Title not available (Why is that?)
• Asymptotics of Toeplitz, Hankel, and Toeplitz+Hankel determinants with Fisher-Hartwig singularities
• Toeplitz determinants with merging singularities
• Random matrix theory and \(\zeta(1/2+it)\).
• Lectures on random matrix models. The Riemann-Hilbert approach
• On the asymptotic behavior of a log gas in the bulk scaling limit in the presence of a varying external potential. I
• Title not available (Why is that?)
• On the asymptotics of a Toeplitz determinant with singularities
• Toeplitz Determinants with Singular Generating Functions
• Asymptotic Formulas for Toeplitz Determinants
• Toeplitz Operators and Determinants Generated by Symbols with One Fisher-Hartwig Singularity
• Title not available (Why is that?)
• Asymptotics for Toeplitz determinants: perturbation of symbols with a gap
• Finite-size corrections in random matrix theory and Odlyzko's dataset for the Riemann zeros

Cited In (22)

• Determinantal point processes conditioned on randomly incomplete configurations
• The generating function for the Bessel point process and a system of coupled Painlevé V equations
• Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots
• General truncated linear statistics for the top eigenvalues of random matrices
• Asymptotics for Hankel determinants associated to a Hermite weight with a varying discontinuity
• Asymptotics of Hankel determinants with a Laguerre-type or Jacobi-type potential and Fisher-Hartwig singularities
• Tracy-Widom distributions in critical unitary random matrix ensembles and the coupled Painlevé II system
• Mesoscopic fluctuations for the thinned circular unitary ensemble
• Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
• Gap probability for the hard edge Pearcey process
• Gaussian unitary ensemble with jump discontinuities and the coupled Painlevé II and IV systems
• 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
• Probability of two large gaps in the bulk and at the edge of the spectrum of random matrices
• Truncated linear statistics in the one dimensional one-component plasma
• Gap probability of the circular unitary ensemble with a Fisher-Hartwig singularity and the coupled Painlevé V system
• Asymptotic expansion of Toeplitz determinants of an indicator function with discrete rotational symmetry and powers of random unitary matrices
• Some open problems in random matrix theory and the theory of integrable systems. II
• On a problem of E. Meckes for the unitary eigenvalue process on an arc
• Sine‐kernel determinant on two large intervals
• Incomplete determinantal processes: from random matrix to Poisson statistics
• Large deformations of the Tracy-Widom distribution. I: Non-oscillatory asymptotics

Uses Software

• Digital Library of Mathematical Functions

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)