English

Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Probability 2007-05-23 v2

Abstract

Let UmU_m be an m×mm \times m Haar unitary matrix and U[m,n]U_{[m,n]} be its n×nn \times n truncation. In this paper the large deviation is proven for the empirical eigenvalue density of U[m,n]U_{[m,n]} as m/nλm/n \to \lambda and nn \to \infty. The rate function and the limit distribution are given explicitly. U[m,n]U_{[m,n]} is the random matrix model of quqquq, where uu is a Haar unitary in a finite von Neumann algebra, qq is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator quqquq.

Keywords

Cite

@article{arxiv.math/0409552,
  title  = {Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices},
  author = {Denes Petz and Julia Reffy},
  journal= {arXiv preprint arXiv:math/0409552},
  year   = {2007}
}
R2 v1 2026-07-22T17:10:23.184Z