We provide an elementary proof for a theorem due to Petz and Réffy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$ submatrix converges in distribution, after multiplying by a normalization factor $\sqrt{n}$ and as $n\to\infty$, to a matrix of independent complex Gaussian random variables with mean 0 and variance 1.
Let $A_m^{(1)},\ldots, A_m^{(k)}$ be $m\times m$ left-uppermost blocks of $k$ independent $n\times n$ Haar unitary matrices where $\frac{n}{m}\to α$ as $m\to \infty$, with $1<α<\infty$. Using free probability and Brown measure techniques, we find the limiting spectral distribution of $A_m^{(1)}\cdots A_m^{(k)}$.
We consider the effect of a partial transpose on the limit $*$-distribution of a Haar distributed random unitary matrix. If we fix, $b$, the number of blocks, we show that the partial transpose can be decomposed into a sum of $b$ matrices which are asymptotically free and identically distributed. We then consider the joint effect of different block decompositions and show that under some mild assumptions we also get asymptotic freeness.
We study Haar unitary random matrices with permuted entries. For a sequence of permutations $\left(σ_N\right)_N$, where $σ_N$ acts on $N\times N$ matrices we identify conditions under which the $\ast$--distribution of permuted Haar unitary matrices $U_N^{σ_N}$ is asymptotically circular and free from the unpermuted sequence $U_N$. We show that this convergence takes place in the almost sure sense. Moreover we show that our conditions on the sequence of permutations are generic in the sense that are almost surely satisfied by a sequence of random permutations.
Let $U^N = (U_1^N,\dots, U^N_p)$ be a d-tuple of $N\times N$ independent Haar unitary matrices and $Z^{NM}$ be any family of deterministic matrices in $\mathbb{M}_N(\mathbb{C})\otimes \mathbb{M}_M(\mathbb{C})$. Let $P$ be a self-adjoint non-commutative polynomial. In 1998, Voiculescu showed that the empirical measure of the eigenvalues of this polynomial evaluated in Haar unitary matrices and deterministic matrices converges towards a deterministic measure defined thanks to free probability theory. Let now $f$ be a smooth function, the main technical result of this paper is a precise bound of …
Consider the space $C$ of conjugacy classes of a unitary group $U(n+m)$ with respect to a smaller unitary group $U(m)$. It is known that for any element of the space $C$ we can assign canonically a matrix-valued rational function on the Riemann sphere (a Livshits characteristic function). In the paper we write an explicit expression for the natural measure on $C$ obtained as the pushforward of the Haar measure of the group $U(n+m)$ in the terms of characteristic functions.
We provide a computer algebra package called Random Tensor Network Integrator (RTNI). It allows to compute averages of tensor networks containing multiple Haar-distributed random unitary matrices and deterministic symbolic tensors. Such tensor networks are represented as multigraphs, with vertices corresponding to tensors or random unitaries and edges corresponding to tensor contractions. Input and output spaces of random unitaries may be subdivided into arbitrary tensor factors, with dimensions treated symbolically. The algorithm implements the graphical Weingarten calculus and produces a wei…
Hua type integrals over unitary groups and over projective limits of unitary groups
我们讨论了从酉群U（n）到更小的群U（n-m）的一些自然映射（这些映射是Livshic特征函数的版本）。我们明确地计算了Haar测度在某些映射下的直像。我们计算了经典群和对称空间上的一些矩阵积分（积分值是Gamma函数的乘积）。这些积分推广了Hua Loo Keng积分。我们构造逆极限的酉群配备类似的哈尔措施，并评估一些积分在这些逆极限。
This paper is concerned with complex eigenvalues of truncated unitary quaternion matrices equipped with the Haar measure. The joint eigenvalue probability density function is obtained for truncations of any size. We also obtain the spectral density and the eigenvalue correlation functions in various scaling limits. In the limit of strong non-unitarity the universal complex Ginibre form of the correlation functions is recovered in the spectral bulk off the real line after unfolding the spectrum. In the limit of weak non-unitarity we obtain the spectral density and eigenvalue correlation functio…
We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the matrix-size tends to infinity in terms of the volumes of certain regions involving continuous Gelfand-Tsetlin patterns with constraints. The results we find differ from those in the unitary case considered previously
We consider the problem of computing the integral $$ \int_{\mathcal{U}(d)} u_{i_1j_1}\cdots u_{i_nj_n} \bar{u}_{i'_1j'_1} \cdots \bar{u}_{i'_{n'}j'_{n'}} dU, $$ where the integration takes place with respect to the probability Haar measure on the unitary group $\mathcal{U}(d)$, and the $u_{ij}$ denotes the $ij$-th entry of a unitary matrix $U$. We present a unified approach connecting classical results, the explicit formula for the integral given by B. Collins and P. Sniady and subsequent works of various authors providing different points of view. Finally we are able to provide an explicit fo…
We consider the sum of two large Hermitian matrices $A$ and $B$ with a Haar unitary conjugation bringing them into a general relative position. We prove that the eigenvalue density on the scale slightly above the local eigenvalue spacing is asymptotically given by the free convolution of the laws of $A$ and $B$ as the dimension of the matrix increases. This implies optimal rigidity of the eigenvalues and optimal rate of convergence in Voiculescu's theorem. Our previous works [3,4] established these results in the bulk spectrum, the current paper completely settles the problem at the spectral e…
We show that Lyapunov exponents and stability exponents are equal in the case of product of $i.i.d$ isotropic(also known as bi-unitarily invariant) random matrices. We also derive aysmptotic distribution of singular values and eigenvalues of these product random matrices. Moreover, Lyapunov exponents are distinct, unless the random matrices are random scalar multiples of Haar unitary matrices or orthogonal matrices. As a corollary of above result, we show probability that product of $n$ $i.i.d$ real isotropic random matrices has all eigenvalues real goes to one as $n \to \infty$. Also, in the …
We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of random unitary matrices which are conditioned such that there are no thinned eigenvalues on a given arc of the unit circle. Various probabilistic quantities can be expressed in terms of Toeplitz determinants and orthogonal polynomials on the unit circle, and we use these expressions to obtain asymptotics as $n\to\infty$.
In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity. This is achieved by relating these quantities to a lattice point count problem. Our main result is a new explicit expression for the leading order coefficient in the asymptotic as a volume of a certain region involving continuous Gelfand-Tsetlin patterns with constraints.
We consider sequences of random quantum channels defined using the Stinespring formula with Haar-distributed random orthogonal matrices. For any fixed sequence of input states, we study the asymptotic eigenvalue distribution of the outputs through tensor powers of random channels. We show that the input states achieving minimum output entropy are tensor products of maximally entangled states (Bell states) when the tensor power is even. This phenomenon is completely different from the one for random quantum channels constructed from Haar-distributed random unitary matrices, which leads us to fo…
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\operatorname{GL}_n(\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and Réffy identified the limiting spectral measure if $\frac{m}{n}\toα$, as $n\to\infty$; under suitable scaling, the family $\{μ_α\}_{α\in(0,1)}$ of limiting measures interpolates between uniform measure on the unit disc (for small $α$) and uniform measure on the unit circle (as $α\to1$). In this note, we prove an explicit concentration inequality which shows that for fixed $n$ and $m$, the bounded-Lipschitz…
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 $\frac{m}{n}=α$, the empirical spectral measure is well-approximated by a deterministic measure $μ_α$ 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 $μ_α$ is typically of order $\sqrt{\frac{\log(m)}{m}}$ or smaller. In this paper, we consider eigenvalues on a microscopic scale,…
We study the densities of limiting distributions of squared singular values of high-dimensional matrix products composed of independent complex Gaussian (complex Ginibre) and truncated unitary matrices which are taken from Haar distributed unitary matrices with appropriate dimensional growth. In the general case we develop a new approach to obtain complex integral representations for densities of measures whose Stieltjes transforms satisfy algebraic equations of a certain type. In the special cases in which at most one factor of the product is a complex Gaussian we derive elementary expression…
We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem for the linear eigenvalue statistics of $H_N$ on all mesoscopic scales inside the regular bulk of the spectrum. The proof is based on studying the characteristic function of the linear eigenvalue statistics, and consists of two main steps: (1) generating Ward identities using the left-translation-invariance of the Haar measure, along with a local law for the r…
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by a Haar orthogonal matrix.
