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 principal submatrix of an random unitary matrix distributed according to Haar measure. For and large with , the empirical spectral measure is well-approximated by a deterministic measure supported on the unit disc. In earlier work, we showed that for fixed and , the bounded-Lipschitz distance between the empirical spectral measure and the corresponding is typically of order 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.
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