2017Random Matrices Theory and ApplicationOpen access

Thinning and conditioning of the circular unitary ensemble

Christophe Charlier, Tom Claeys

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Abstract

We apply the operation of random independent thinning on the eigenvalues of [Formula: see text] Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as [Formula: see text].

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What this paper is about

We apply the operation of random independent thinning on the eigenvalues of [Formula: see text] Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as [Formula: see text].

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Available abstract

We apply the operation of random independent thinning on the eigenvalues of [Formula: see text] Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as [Formula: see text].

Key concepts: Unit circle, Circular ensemble, Toeplitz matrix, Unitary state, Eigenvalues and eigenvectors, Mathematics, Unitary matrix, Random matrix

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