Spectral radii of truncated circular unitary matrices

被引:8
|
作者
Gui, Wenhao [1 ]
Qi, Yongcheng [2 ]
机构
[1] Beijing Jiaotong Univ, Dept Math, Beijing 100044, Peoples R China
[2] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA
基金
中央高校基本科研业务费专项资金资助;
关键词
Spectral radius; Eigenvalue; Limiting distribution; Extreme value; Circular unitary matrix; LARGEST EIGENVALUE; ORDER-STATISTICS; TRACY-WIDOM; ENSEMBLES; DISTRIBUTIONS;
D O I
10.1016/j.jmaa.2017.09.030
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Consider a truncated circular unitary matrix which is a p(n) by p(n) submatrix of an n by n. circular unitary matrix by deleting the last n - p(n) columns and rows. Jiang and Qi [11] proved that the maximum absolute value of the eigenvalues (known as spectral radius) of the truncated matrix, after properly normalized, converges in distribution to the Gumbel distribution if p(n)/n is bounded away from 0 and 1. In this paper we investigate the limiting distribution of the spectral radius under one of the following four conditions: (1). p(n) -> infinity and p(n)/n -> 0 as n -> infinity; (2). (n - p(n))/n -> 0 and (n - p(n))/(logn)(3) -> infinity as n -> infinity; (3). n - p(n) -> infinity and (n - p(n))/log n -> 0 as n -> infinity and (4). n p(n) = k >= 1 is a fixed integer. We prove that the spectral radius converges in distribution to the Gumbel distribution under the first three conditions and to a reversed Weibull distribution under the fourth condition. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码:536 / 554
页数:19
相关论文
共 50 条
  • [1] Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation
    Miao, Yu
    Qi, Yongcheng
    JOURNAL OF THEORETICAL PROBABILITY, 2021, 34 (04) : 2145 - 2165
  • [2] Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation
    Yu Miao
    Yongcheng Qi
    Journal of Theoretical Probability, 2021, 34 : 2145 - 2165
  • [3] Limiting spectral distribution of the product of truncated Haar unitary matrices
    Adhikari, Kartick
    Bose, Arup
    RANDOM MATRICES-THEORY AND APPLICATIONS, 2020, 9 (02)
  • [4] Spectral densities of singular values of products of Gaussian and truncated unitary random matrices
    Neuschel, Thorsten
    RANDOM MATRICES-THEORY AND APPLICATIONS, 2020, 9 (04)
  • [5] Lyapunov exponents for truncated unitary and Ginibre matrices
    Ahn, Andrew
    Van Peski, Roger
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2023, 59 (02): : 1029 - 1039
  • [6] Asymptotics of large truncated Haar unitary matrices
    Réffy, J
    QUANTUM PROBABILITY AND INFINITE DIMENSIONAL ANALYSIS, 2005, 18 : 448 - 456
  • [7] Spectral radii of sparse random matrices
    Benaych-Georges, Florent
    Bordenave, Charles
    Knowles, Antti
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 56 (03): : 2141 - 2161
  • [8] Clustering of Periodic Orbits and Ensembles of Truncated Unitary Matrices
    Gutkin, Boris
    Osipov, Vladimir
    JOURNAL OF STATISTICAL PHYSICS, 2013, 153 (06) : 1049 - 1064
  • [9] Eigenvalues of truncated unitary matrices: disk counting statistics
    Ameur, Yacin
    Charlier, Christophe
    Moreillon, Philippe
    MONATSHEFTE FUR MATHEMATIK, 2024, 204 (02): : 197 - 216
  • [10] Clustering of Periodic Orbits and Ensembles of Truncated Unitary Matrices
    Boris Gutkin
    Vladimir Osipov
    Journal of Statistical Physics, 2013, 153 : 1049 - 1064