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arXiv · math/0409552

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

Abstract

Let $U_m$ be an $m \times m$ Haar unitary matrix and $U_{[m,n]}$ be its $n \times n$ truncation. In this paper the large deviation is proven for the empirical eigenvalue density of $U_{[m,n]}$ as $m/n \to λ$ and $n \to \infty$. The rate function and the limit distribution are given explicitly. $U_{[m,n]}$ 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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BibTeXRIS

Denes Petz, Julia Reffy. 2004-10-01. Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices. https://arxiv.org/abs/math/0409552

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