Characteristic polynomials of random truncations: Moments, duality and asymptotics
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Publication:6163577
DOI10.1142/S2010326322500496zbMATH Open1517.15026arXiv2109.10331OpenAlexW3198925828WikidataQ114071578 ScholiaQ114071578MaRDI QIDQ6163577FDOQ6163577
Authors: Nick Simm, Guillaume Dubach 
Publication date: 26 June 2023
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Abstract: We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of matrix argument and give explicit integral representations highlighting the duality between the moment and the matrix size as well as the duality between the orthogonal and symplectic cases. Asymptotic expansions in strong and weak non-unitarity regimes are obtained. Using the connection to matrix hypergeometric functions, we establish limit theorems for the log-modulus of the characteristic polynomial evaluated on the unit circle.
Full work available at URL: https://arxiv.org/abs/2109.10331
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orthogonal grouprandom matricesunitary groupcharacteristic polynomialmomentHaar measuresymplectic group
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Cited In (9)
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