经典正交综上均值的渐近性

T. Claeys, Gabriel Glesner, A. Minakov, Meng Yang
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引用次数: 10

摘要

我们研究了正交Haar分布矩阵集合中乘法特征值统计量的平均值,它可以被写成Toeplitz+Hankel行列式。对于具有Fisher-Hartwig奇点的符号,在一些奇点合并的情况下,以及具有间隙或出现间隙的符号,我们得到了新的渐近性。我们利用酉群上已知的类似结果和单位圆上相关正交多项式的渐近性得到了这些渐近性。作为我们的结果的结果,我们导出了圆正交系综和辛系综中间隙概率的渐近性,以及正交系综中全局特征值刚性的上界。
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Asymptotics for Averages over Classical Orthogonal Ensembles
We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig singularities in cases where some of the singularities merge together, and for symbols with a gap or an emerging gap. We obtain these asymptotics by relying on known analogous results in the unitary group and on asymptotics for associated orthogonal polynomials on the unit circle. As consequences of our results, we derive asymptotics for gap probabilities in the Circular Orthogonal and Symplectic Ensembles, and an upper bound for the global eigenvalue rigidity in the orthogonal ensembles.
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