Spectral radii of truncated circular unitary matrices

被引:8
作者
Gui, Wenhao [1 ]
Qi, Yongcheng [2 ]
机构
[1] Beijing Jiaotong Univ, Dept Math, Beijing 100044, Peoples R China
[2] Univ Minnesota, Dept Math & Stat, Duluth, MN 55812 USA
基金
中央高校基本科研业务费专项资金资助;
关键词
Spectral radius; Eigenvalue; Limiting distribution; Extreme value; Circular unitary matrix; LARGEST EIGENVALUE; ORDER-STATISTICS; TRACY-WIDOM; ENSEMBLES; DISTRIBUTIONS;
D O I
10.1016/j.jmaa.2017.09.030
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Consider a truncated circular unitary matrix which is a p(n) by p(n) submatrix of an n by n. circular unitary matrix by deleting the last n - p(n) columns and rows. Jiang and Qi [11] proved that the maximum absolute value of the eigenvalues (known as spectral radius) of the truncated matrix, after properly normalized, converges in distribution to the Gumbel distribution if p(n)/n is bounded away from 0 and 1. In this paper we investigate the limiting distribution of the spectral radius under one of the following four conditions: (1). p(n) -> infinity and p(n)/n -> 0 as n -> infinity; (2). (n - p(n))/n -> 0 and (n - p(n))/(logn)(3) -> infinity as n -> infinity; (3). n - p(n) -> infinity and (n - p(n))/log n -> 0 as n -> infinity and (4). n p(n) = k >= 1 is a fixed integer. We prove that the spectral radius converges in distribution to the Gumbel distribution under the first three conditions and to a reversed Weibull distribution under the fourth condition. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码:536 / 554
页数:19
相关论文
共 27 条
  • [1] [Anonymous], 2010, LOG GASES RANDOM MAT
  • [2] [Anonymous], 2004, RANDOM MATRICES
  • [3] On the distribution of the length of the longest increasing subsequence of random permutations
    Baik, J
    Deift, P
    Johansson, K
    [J]. JOURNAL OF THE AMERICAN MATHEMATICAL SOCIETY, 1999, 12 (04) : 1119 - 1178
  • [4] Balakrishnan N., 2014, Order Statistics & Inference: Estimation Methods
  • [5] Couillet R., 2011, Random matrix methods for wireless communications
  • [6] Linear functionals of eigenvalues of random matrices
    Diaconis, P
    Evans, SN
    [J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2001, 353 (07) : 2615 - 2633
  • [7] Circular law and arc law for truncation of random unitary matrix
    Dong, Zhishan
    Jiang, Tiefeng
    Li, Danning
    [J]. JOURNAL OF MATHEMATICAL PHYSICS, 2012, 53 (01)
  • [8] Spectral Statistics of ErdAs-R,nyi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues
    Erdos, Laszlo
    Knowles, Antti
    Yau, Horng-Tzer
    Yin, Jun
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2012, 314 (03) : 587 - 640
  • [9] Hiai F., 2000, MATH SURVEYS MONOGRA, V77
  • [10] Spectral Radii of Large Non-Hermitian Random Matrices
    Jiang, Tiefeng
    Qi, Yongcheng
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 2017, 30 (01) : 326 - 364