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
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