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On a problem of E. Meckes for the unitary eigenvalue process on an arc
Ist Teil von
Analysis and mathematical physics, 2024-06, Vol.14 (3), Article 59
Ort / Verlag
Cham: Springer International Publishing
Erscheinungsjahr
2024
Quelle
Alma/SFX Local Collection
Beschreibungen/Notizen
We study the problem originally communicated by E. Meckes on the asymptotics for the eigenvalues of the kernel of the unitary eigenvalue process of a random
n
×
n
matrix. The eigenvalues
p
j
of the kernel are, in turn, associated with the discrete prolate spheroidal wave functions. We consider the eigenvalue counting function
|
G
(
x
,
n
)
|
:
=
#
{
j
:
p
j
>
C
e
-
x
n
}
, (
C
>
0
here is a fixed constant) and establish the asymptotic behavior of its average over the interval
x
∈
(
λ
-
ε
,
λ
+
ε
)
by relating the function |
G
(
x
,
n
)| to the solution
J
(
q
) of the following energy problem on the unit circle
S
1
, which is of independent interest. Namely, for given
θ
,
0
<
θ
<
2
π
, and given
q
,
0
<
q
<
1
, we determine the function
J
(
q
)
=
inf
{
I
(
μ
)
:
μ
∈
P
(
S
1
)
,
μ
(
A
θ
)
=
q
}
, where
I
(
μ
)
:
=
∫
∫
log
1
|
z
-
ζ
|
d
μ
(
z
)
d
μ
(
ζ
)
is the logarithmic energy of a probability measure
μ
supported on the unit circle and
A
θ
is the arc from
e
-
i
θ
/
2
to
e
i
θ
/
2
.