TY - JOUR
T1 - Circular jacobi ensembles and deformed verblunsky coefficients
AU - Bourgade, Paul
AU - Nikeghbali, Ashkan
AU - Rouault, Alain
PY - 2009
Y1 - 2009
N2 - Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analog of the Jacobi ensemble: (Image Omitted) with ℛeδ > -1/2. If e is a cyclic vector for a unitary n × n matrix U, the spectral measure of the pair (U, e) is well parameterized by its Verblunsky coefficients (α0, ..., αn-1). We introduce here a deformation (γ0, ..., γn-1) of these coefficients so that the associated Hessenberg matrix (called GGT) can be decomposed into a product r(γ0)⋯ r(γn-1) of elementary reflections parameterized by these coefficients. If γ0, ..., γn-1 are independent random variables with some remarkable distributions, then the eigenvalues of the GGT matrix follow the circular Jacobi distribution above.These deformed Verblunsky coefficients also allow us to prove that, in the regime δ = δ(n) with δ(n)/n → βd2, the spectral measure and the empirical spectral distribution weakly converge to an explicit nontrivial probability measure supported by an arc of the unit circle. We also prove the large deviations for the empirical spectral distribution.
AB - Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analog of the Jacobi ensemble: (Image Omitted) with ℛeδ > -1/2. If e is a cyclic vector for a unitary n × n matrix U, the spectral measure of the pair (U, e) is well parameterized by its Verblunsky coefficients (α0, ..., αn-1). We introduce here a deformation (γ0, ..., γn-1) of these coefficients so that the associated Hessenberg matrix (called GGT) can be decomposed into a product r(γ0)⋯ r(γn-1) of elementary reflections parameterized by these coefficients. If γ0, ..., γn-1 are independent random variables with some remarkable distributions, then the eigenvalues of the GGT matrix follow the circular Jacobi distribution above.These deformed Verblunsky coefficients also allow us to prove that, in the regime δ = δ(n) with δ(n)/n → βd2, the spectral measure and the empirical spectral distribution weakly converge to an explicit nontrivial probability measure supported by an arc of the unit circle. We also prove the large deviations for the empirical spectral distribution.
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U2 - 10.1093/imrn/rnp092
DO - 10.1093/imrn/rnp092
M3 - Article
AN - SCOPUS:77955876746
SN - 1073-7928
SP - 4357
EP - 4394
JO - International Mathematics Research Notices
JF - International Mathematics Research Notices
IS - 23
ER -