Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices |
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Authors: | Dénes Petz Júlia Réffy |
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Institution: | (1) Department for Mathematical Analysis, Budapest University of Technology and Economics, 1521 Budapest XI., Hungary |
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Abstract: | Let Um be an m×m Haar unitary matrix and Um,n] be its n×n truncation. In this paper the large deviation is proven for the empirical eigenvalue density of Um,n] as m/n→λ and n→∞. The rate function and the limit distribution are given explicitly. Um,n] is the random matrix model of quq, where u is a Haar unitary in a finite von Neumann algebra, q is a certain projection and they are free. The limit distribution coincides with the Brown measure of the operator quq. |
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Keywords: | Random matrices Joint eigenvalue distribution Haar unitary Truncated Haar unitary Large deviation Rate function Free probability Random matrix model |
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