English

How fast does spectral radius of truncated circular unitary ensemble converge?

Probability 2025-06-23 v1

Abstract

Let z1,,zpz_1, \cdots, z_p be the eigenvalues of A,A, which is the left-top p×pp\times p submatrix of an n×nn\times n Haar-invariant unitary matrix. Suppose there exist two constants 0<h1<h2<10<h_1<h_2<1 such that h1<pn<h2.h_1<\frac pn<h_2. Then, supxRP(Xnx)eex=(loglogn)22elogn(1+o(1))\sup_{x\in \mathbb{R}}|\mathbb{P}(X_n\le x)-e^{-e^{-x}}|=\frac{(\log \log n)^{2}}{2e\log n}(1+o(1)) and further W1(L(Xn),Λ)=(loglogn)22logn(1+o(1)) W_{1}\left(\mathcal{L}(X_n),\Lambda\right)=\frac{(\log\log n)^2}{2\log n}(1+o(1)) for nn large enough. Here, Λ\Lambda is the Gumbel distribution and L(Xn)\mathcal{L}(X_n) is the distribution of XnX_n with XnX_n being some rescaled version of max1ipzi,\max_{1\le i\le p}|z_i|, the spectral radius of A.A.

Keywords

Cite

@article{arxiv.2506.16967,
  title  = {How fast does spectral radius of truncated circular unitary ensemble converge?},
  author = {Yutao Ma and Xujia Meng},
  journal= {arXiv preprint arXiv:2506.16967},
  year   = {2025}
}