Derivation of an eigenvalue probability density function relating to the Poincare disk
Abstract
A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition, and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A^{-1} B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many body quantum state, and to the one-component plasma, on the pseudosphere.
Cite
@article{arxiv.0906.5223,
title = {Derivation of an eigenvalue probability density function relating to the Poincare disk},
author = {Peter J. Forrester and Manjunath Krishnapur},
journal= {arXiv preprint arXiv:0906.5223},
year = {2015}
}
Comments
11 pages; To appear in J.Phys A