Abstract
Consider a truncated circular unitary matrix which is a pn by pn submatrix of an n by n circular unitary matrix by deleting the last n−pn columns and rows. Jiang and Qi [11] proved that the maximum absolute value of the eigenvalues (known as spectral radius) of the truncated matrix, after properly normalized, converges in distribution to the Gumbel distribution if pn/n is bounded away from 0 and 1. In this paper we investigate the limiting distribution of the spectral radius under one of the following four conditions: (1). pn→∞ and pn/n→0 as n→∞; (2). (n−pn)/n→0 and (n−pn)/(logn)3→∞ as n→∞; (3). n−pn→∞ and (n−pn)/logn→0 as n→∞ and (4). n−pn=k≥1 is a fixed integer. We prove that the spectral radius converges in distribution to the Gumbel distribution under the first three conditions and to a reversed Weibull distribution under the fourth condition.
Original language | English (US) |
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Pages (from-to) | 536-554 |
Number of pages | 19 |
Journal | Journal of Mathematical Analysis and Applications |
Volume | 458 |
Issue number | 1 |
DOIs | |
State | Published - Feb 1 2018 |
Bibliographical note
Publisher Copyright:© 2017 Elsevier Inc.
Keywords
- Circular unitary matrix
- Eigenvalue
- Extreme value
- Limiting distribution
- Spectral radius