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arXiv math-ph/0607017math-phmath.MP
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大型随机酉矩阵的幂与Toeplitz行列式

Powers of large random unitary matrices and Toeplitz determinants

Maurice Duits, Kurt Johansson

摘要:

研究了$\Tr U^{k(n)}$的极限行为,其中$U$是$n\times n$随机酉矩阵,$k(n)$是随$n$任意变化的自然数.我们的分析是基于与Toeplitz行列式的连接。本文的中心观察是一个强Szegö极限定理的Toeplitz行列式相关的符号依赖于$n$在一个特定的方式。作为这个结果的结果,我们发现,对于每个固定的$m\in \N$,随机变量$ \Tr U^{k_j(n)}/\sqrt{\min(k_j(n),n)}$,$j=1,..., m$,收敛到独立的标准复法线。

英文摘要:

We study the limiting behavior of $\Tr U^{k(n)}$, where $U$ is a $n\times n$ random unitary matrix and $k(n)$ is a natural number that may vary with $n$ in an arbitrary way. Our analysis is based on the connection with Toeplitz determinants. The central observation of this paper is a strong Szegö limit theorem for Toeplitz determinants associated to symbols depending on $n$ in a particular way. As a consequence to this result, we find that for each fixed $m\in \N$, the random variables $ \Tr U^{k_j(n)}/\sqrt{\min(k_j(n),n)}$, $j=1,..., m$, converge to independent standard complex normals.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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