On pure complex spectrum for truncations of random orthogonal matrices and Kac polynomials
Abstract
Let be the group of orthogonal matrices of size 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 is the left top minor of a orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size that depends on the truncation parameter . For 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}
}
Comments
36 p