English

On pure complex spectrum for truncations of random orthogonal matrices and Kac polynomials

Probability 2019-05-09 v1 Mathematical Physics Functional Analysis math.MP

Abstract

Let O(2n+)O(2n+\ell) be the group of orthogonal matrices of size (2n+)×(2n+)\left(2n+\ell\right)\times \left(2n+\ell\right) equipped with the probability distribution given by normalized Haar measure. We study the probability \begin{equation*} p_{2n}^{\left(\ell\right)} = \mathbb{P}\left[M_{2n} \, \mbox{has no real eigenvalues}\right], \end{equation*} where M2nM_{2n} is the 2n×2n2n\times 2n left top minor of a (2n+)×(2n+)(2n+\ell)\times(2n+\ell) orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size n×nn\times n that depends on the truncation parameter \ell. For =1\ell=1 the matrix coincides with the Hilbert matrix and we prove \begin{equation*} p_{2n}^{\left(1\right)} \sim n^{-3/8}, \mbox{ when }n \to \infty. \end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.

Keywords

Cite

@article{arxiv.1905.03154,
  title  = {On pure complex spectrum for truncations of random orthogonal matrices and Kac polynomials},
  author = {Martin Gebert and Mihail Poplavskyi},
  journal= {arXiv preprint arXiv:1905.03154},
  year   = {2019}
}

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