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

DOI10.1007/s00440-004-0420-5zbMath1076.60022arXivmath/0409552OpenAlexW1988806684MaRDI QIDQ2571010

Júlia Réffy, Dénes Petz

Publication date: 2 November 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0409552

zbMATH Keywords

Random matricesFree probabilityJoint eigenvalue distributionRandom matrix modelRate function

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Noncommutative probability and statistics (46L53) Random matrices (algebraic aspects) (15B52)

Related Items (11)

On the partial transpose of a Haar unitary matrix ⋮ On polynomial integrals over the orthogonal group ⋮ Limiting empirical singular value distribution of restrictions of discrete Fourier transform matrices ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ Matrix models and eigenvalue statistics for truncations of classical ensembles of random unitary matrices ⋮ On the eigenvalues of truncations of random unitary matrices ⋮ Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles ⋮ Support of the Brown measure of the product of a free unitary Brownian motion by a free self-adjoint projection ⋮ COMBINATORIAL ASPECTS OF ORTHOGONAL GROUP INTEGRALS ⋮ Circular law and arc law for truncation of random unitary matrix ⋮ Eigenvalue rigidity for truncations of random unitary matrices

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