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arxiv: 1905.02233 · v1 · pith:72UAEPQXnew · submitted 2019-05-06 · 🧮 math.PR · math-ph· math.MP

Eigenvalue rigidity for truncations of random unitary matrices

classification 🧮 math.PR math-phmath.MP
keywords measurealphaeigenvalueempiricalconsidereigenvaluesfracrandom
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We consider the empirical eigenvalue distribution of an $m\times m$ principal submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $\frac{m}{n}=\alpha$, the empirical spectral measure is well-approximated by a deterministic measure $\mu_\alpha$ supported on the unit disc. In earlier work, we showed that for fixed $n$ and $m$, the bounded-Lipschitz distance between the empirical spectral measure and the corresponding $\mu_\alpha$ is typically of order $\sqrt{\frac{\log(m)}{m}}$ or smaller. In this paper, we consider eigenvalues on a microscopic scale, proving concentration inequalities for the eigenvalue counting function and for individual bulk eigenvalues.

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