Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices
classification
🧮 math.PR
keywords
haarunitarydensitydeviationdistributioneigenvalueempiricallarge
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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 \lambda $ 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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