Thinning and conditioning of the Circular Unitary Ensemble
Mathematical Physics
2017-08-14 v1 Complex Variables
math.MP
Probability
Abstract
We apply the operation of random independent thinning on the eigenvalues of Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as .
Keywords
Cite
@article{arxiv.1604.08399,
title = {Thinning and conditioning of the Circular Unitary Ensemble},
author = {Christophe Charlier and Tom Claeys},
journal= {arXiv preprint arXiv:1604.08399},
year = {2017}
}
Comments
47 pages, 6 figures