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Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
Authors:Dénes Petz  Júlia Réffy
Institution:(1) Department for Mathematical Analysis, Budapest University of Technology and Economics, 1521 Budapest XI., Hungary
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/nλ 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.
Keywords:Random matrices  Joint eigenvalue distribution  Haar unitary  Truncated Haar unitary  Large deviation  Rate function  Free probability  Random matrix model
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