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Limiting Spectral Radii of Circular Unitary Matrices Under Light Truncation
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-09-05 , DOI: 10.1007/s10959-020-01037-6
Yu Miao , Yongcheng Qi

Consider a truncated circular unitary matrix which is a $$p_n$$ by $$p_n$$ submatrix of an n by n circular unitary matrix after deleting the last $$n-p_n$$ columns and rows. Jiang and Qi (J Theor Probab 30:326–364, 2017) and Gui and Qi (J Math Anal Appl 458:536–554, 2018) study the limiting distributions of the maximum absolute value of the eigenvalues (known as spectral radius) of the truncated matrix. Some limiting distributions for the spectral radius for the truncated circular unitary matrix have been obtained under the following conditions: (1). $$p_n/n$$ is bounded away from 0 and 1; (2). $$p_n\rightarrow \infty $$ and $$p_n/n\rightarrow 0$$ as $$n\rightarrow \infty $$ ; (3). $$(n-p_n)/n\rightarrow 0$$ and $$(n-p_n)/(\log n)^3\rightarrow \infty $$ as $$n\rightarrow \infty $$ ; (4). $$n-p_n\rightarrow \infty $$ and $$(n-p_n)/\log n\rightarrow 0$$ as $$n\rightarrow \infty $$ ; and (5). $$n-p_n=k\ge 1$$ is a fixed integer. The spectral radius converges in distribution to the Gumbel distribution under the first four conditions and to a reversed Weibull distribution under the fifth condition. Apparently, the conditions above do not cover the case when $$n-p_n$$ is of order between $$\log n$$ and $$(\log n)^3$$ . In this paper, we prove that the spectral radius converges in distribution to the Gumbel distribution as well in this case, as conjectured by Gui and Qi (2018).

中文翻译:

限制光截断下圆形酉矩阵的光谱半径

考虑一个截断的圆形酉矩阵,它是删除最后的 $$n-p_n$$ 列和行后 n x n 圆形酉矩阵的 $$p_n$$ x $$p_n$$ 子矩阵。Jiang 和 Qi (J Theor Probab 30:326–364, 2017) 和 Gui and Qi (J Math Anal Appl 458:536–554, 2018) 研究了特征值的最大绝对值(称为谱半径)的极限分布的截断矩阵。在以下条件下已经获得了截断圆形酉矩阵的谱半径的一些极限分布: (1)。$$p_n/n$$ 远离 0 和 1;(2). $$p_n\rightarrow \infty $$ 和 $$p_n/n\rightarrow 0$$ 为 $$n\rightarrow \infty $$ ;(3). $$(n-p_n)/n\rightarrow 0$$ 和 $$(n-p_n)/(\log n)^3\rightarrow \infty $$ 作为 $$n\rightarrow \infty $$ ;(4). $$n-p_n\rightarrow \infty $$ 和 $$(n-p_n)/\log n\rightarrow 0$$ 为 $$n\rightarrow \infty $$ ;和(5)。$$n-p_n=k\ge 1$$ 是一个固定整数。在前四种条件下,谱半径在分布上收敛于 Gumbel 分布,在第五种条件下收敛于反向 Weibull 分布。显然,上述条件不包括 $$n-p_n$$ 介于 $$\log n$$ 和 $$(\log n)^3$$ 之间的情况。在本文中,我们证明了在这种情况下,谱半径在分布上也收敛于 Gumbel 分布,正如 Gui 和 Qi (2018) 所推测的那样。上述条件不包括 $$n-p_n$$ 介于 $$\log n$$ 和 $$(\log n)^3$$ 之间的情况。在本文中,我们证明了在这种情况下,谱半径在分布上也收敛于 Gumbel 分布,正如 Gui 和 Qi (2018) 所推测的那样。上述条件不包括 $$n-p_n$$ 介于 $$\log n$$ 和 $$(\log n)^3$$ 之间的情况。在本文中,我们证明了在这种情况下,谱半径在分布上也收敛于 Gumbel 分布,正如 Gui 和 Qi (2018) 所推测的那样。
更新日期:2020-09-05
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