Random matrix ensembles with split limiting behavior

DOI10.1142/S2010326318500065MaRDI QIDQ4961409zbMATH OpenFDO

Authors Paula Burkhardt, Peter Cohen, Jonathan Dewitt, Max Hlavacek, Steven J. Miller, Carsten Sprunger, Yen Nhi Truong Vu, Roger van Peski, Kevin Yang

Publication date 29 October 2018

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

Full work available at URL https://arxiv.org/abs/1609.03120

zbMATH Keywords

checkerboard matricesGaussian orthogonal ensembleGaussian symplectic ensembleGaussian unitary ensemblelimiting spectral measurerandom matrix ensembles

Mathematics Subject Classification ID

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

Abstract: We introduce a new family of $NimesN$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk, and their behavior, appropriately normalized, converges to the semi-circle as $Noinfty$; the remaining $k$ are tightly constrained near $N/k$ and their distribution converges to the $kimesk$ hollow GOE ensemble (this is the density arising by modifying the GOE ensemble by forcing all entries on the main diagonal to be zero). Similar results hold for complex and quaternionic analogues. We isolate the two regimes by using matrix perturbation results and a nonstandard weight function for the eigenvalues, then derive their limiting distributions using a modification of the method of moments and analysis of the resulting combinatorics.

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Cited in

(4)

• The limiting spectral measure for an ensemble of generalized checkerboard matrices
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