Circular unitary ensemble with highly oscillatory potential
Probability
2013-06-06 v2 Mathematical Physics
math.MP
Abstract
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the eigenvalues. We show that in this case the density of states is periodic and does not converge in the large matrix limit, but the local correlation functions converge to some simple combinations of the sine kernel and the potential. We evaluate the correlation functions exactly and also asymptotically.
Keywords
Cite
@article{arxiv.1306.0216,
title = {Circular unitary ensemble with highly oscillatory potential},
author = {Jinho Baik},
journal= {arXiv preprint arXiv:1306.0216},
year = {2013}
}
Comments
13 pages, 4 figures. An important new reference [5] is added