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Eigenvalue rigidity for truncations of random unitary matrices

Probability 2019-05-08 v1 Mathematical Physics math.MP

Abstract

We consider the empirical eigenvalue distribution of an m×mm\times m principal submatrix of an n×nn\times n random unitary matrix distributed according to Haar measure. For nn and mm large with mn=α\frac{m}{n}=\alpha, the empirical spectral measure is well-approximated by a deterministic measure μα\mu_\alpha supported on the unit disc. In earlier work, we showed that for fixed nn and mm, the bounded-Lipschitz distance between the empirical spectral measure and the corresponding μα\mu_\alpha is typically of order log(m)m\sqrt{\frac{\log(m)}{m}} or smaller. In this paper, we consider eigenvalues on a microscopic scale, proving concentration inequalities for the eigenvalue counting function and for individual bulk eigenvalues.

Keywords

Cite

@article{arxiv.1905.02233,
  title  = {Eigenvalue rigidity for truncations of random unitary matrices},
  author = {Elizabeth Meckes and Kathryn Stewart},
  journal= {arXiv preprint arXiv:1905.02233},
  year   = {2019}
}

Comments

23 pages; 4 figures

R2 v1 2026-06-23T08:58:32.411Z