Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
Probability
2007-05-23 v2
Abstract
Let be an Haar unitary matrix and be its truncation. In this paper the large deviation is proven for the empirical eigenvalue density of as and . The rate function and the limit distribution are given explicitly. is the random matrix model of , where is a Haar unitary in a finite von Neumann algebra, is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator .
Keywords
Cite
@article{arxiv.math/0409552,
title = {Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices},
author = {Denes Petz and Julia Reffy},
journal= {arXiv preprint arXiv:math/0409552},
year = {2007}
}