Truncations of random unitary matrices drawn from Hua-Pickrell distribution
Probability
2022-05-17 v1
Abstract
Let be a random unitary matrix drawn from the Hua-Pickrell distribution on the unitary group . We show that the eigenvalues of the truncated unitary matrix form a determinantal point process on the unit disc for any satisfying . We also prove that the limiting point process taken by of the determinantal point process is always , independent of . Here is the determinantal point process on with weighted Bergman kernel \begin{equation*} \begin{split} K^{[m]}(z,w)=\frac{1}{(1-z\overline w)^{m+1}} \end{split} \end{equation*} with respect to the reference measure , where is the Lebesgue measure on .
Keywords
Cite
@article{arxiv.2205.07371,
title = {Truncations of random unitary matrices drawn from Hua-Pickrell distribution},
author = {Zhaofeng Lin and Yanqi Qiu and Kai Wang},
journal= {arXiv preprint arXiv:2205.07371},
year = {2022}
}
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20 pages