English

Asymptotics for averages over classical orthogonal ensembles

Mathematical Physics 2020-08-19 v1 Classical Analysis and ODEs Complex Variables math.MP Probability

Abstract

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig singularities in cases where some of the singularities merge together, and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the Circular Orthogonal and Symplectic Ensembles, and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.

Keywords

Cite

@article{arxiv.2008.07785,
  title  = {Asymptotics for averages over classical orthogonal ensembles},
  author = {Tom Claeys and Gabriel Glesner and Alexander Minakov and Meng Yang},
  journal= {arXiv preprint arXiv:2008.07785},
  year   = {2020}
}

Comments

33 pages, 4 figures

R2 v1 2026-06-23T17:55:49.413Z