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Truncations of random unitary matrices drawn from Hua-Pickrell distribution

Probability 2022-05-17 v1

Abstract

Let UU be a random unitary matrix drawn from the Hua-Pickrell distribution μU(n+m)(δ)\mu_{\mathrm{U}(n+m)}^{(\delta)} on the unitary group U(n+m)\mathrm{U}(n+m). We show that the eigenvalues of the truncated unitary matrix [Ui,j]1i,jn[U_{i,j}]_{1\leq i,j\leq n} form a determinantal point process Xn(m,δ)\mathscr{X}_n^{(m,\delta)} on the unit disc D\mathbb{D} for any δC\delta\in\mathbb{C} satisfying Reδ>1/2\mathrm{Re}\,\delta>-1/2. We also prove that the limiting point process taken by nn\to\infty of the determinantal point process Xn(m,δ)\mathscr{X}_n^{(m,\delta)} is always X[m]\mathscr{X}^{[m]}, independent of δ\delta. Here X[m]\mathscr{X}^{[m]} is the determinantal point process on D\mathbb{D} 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 dμ[m](z)=mπ(1z)m1dσ(z)d\mu^{[m]}(z)=\frac{m}{\pi}(1-|z|)^{m-1}d\sigma(z), where dσ(z)d\sigma(z) is the Lebesgue measure on D\mathbb{D}.

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