English

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 n×nn\times n 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 nn\to\infty.

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