English

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 n×nn \times n matrix. The eigenvalues pjp_{j} of the kernel are, in turn, associated with the discrete prolate spheroidal wave functions. We consider the eigenvalue counting function G(x,n):=#{j:pj>Cexn}|G(x,n)|:=\#\{j:p_j>Ce^{-x n}\}, (C>0C>0 here is a fixed constant) and establish the asymptotic behavior of its average over the interval x(λε,λ+ε)x \in (\lambda-\varepsilon, \lambda+\varepsilon) by relating the function G(x,n)|G(x,n)| to the solution J(y)J(y) of the following energy problem on the unit circle S1S^{1}, which is of independent interest. Namely, for given θ\theta, 0<θ<2π0<\theta< 2 \pi, and given qq, 0<q<10<q<1, we determine the function J(q)=inf{I(μ):μP(S1),μ(Aθ)=q}J(q) =\inf \{I(\mu): \mu \in \mathcal{P}(S^{1}), \mu(A_{\theta}) = q\}, where I(μ):=log1zζdμ(z)dμ(ζ)I(\mu):= \iint \log\frac{1}{|z - \zeta|} d\mu(z) d\mu(\zeta) is the logarithmic energy of a probability measure μ\mu supported on the unit circle and AθA_{\theta} is the arc from eiθ/2e^{-i \theta/2} to eiθ/2e^{i \theta/2}.

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

R2 v1 2026-06-28T14:51:29.228Z