How fast does spectral radius of truncated circular unitary ensemble converge?
Probability
2025-06-23 v1
Abstract
Let be the eigenvalues of which is the left-top submatrix of an Haar-invariant unitary matrix. Suppose there exist two constants such that Then, and further for large enough. Here, is the Gumbel distribution and is the distribution of with being some rescaled version of the spectral radius of
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}
}