On a problem of E. Meckes for the unitary eigenvalue process on an arc
Probability
2024-04-19 v2 Complex Variables
Abstract
We study the problem originally communicated by E. Meckes on the asymptotics for the eigenvalues of the kernel of the unitary eigenvalue process of a random matrix. The eigenvalues of the kernel are, in turn, associated with the discrete prolate spheroidal wave functions. We consider the eigenvalue counting function , ( here is a fixed constant) and establish the asymptotic behavior of its average over the interval by relating the function to the solution of the following energy problem on the unit circle , which is of independent interest. Namely, for given , , and given , , we determine the function , where is the logarithmic energy of a probability measure supported on the unit circle and is the arc from to .
Keywords
Cite
@article{arxiv.2402.11096,
title = {On a problem of E. Meckes for the unitary eigenvalue process on an arc},
author = {Liudmyla Kryvonos and Edward B. Saff},
journal= {arXiv preprint arXiv:2402.11096},
year = {2024}
}
Comments
15 pages, 1 figure