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PreprintarXiv licencearXiv

Limiting distributions of the rightmost eigenvalue of the truncated circular Unitary ensemble across all truncation regimes

Abstract

We study the limiting distribution of the largest real part of the eigenvalues of truncated unitary matrices. Let Um be an m× m Haar-distributed unitary matrix, and let Z1,…,Zn be the eigenvalues of its upper-left n× n principal submatrix. We determine the limiting distribution of max1≤ i≤ nℜ Zi under a unified normalization: the limiting law is Gumbel when q:=m−n→∞ and is of Weibull type when q is fixed. The fixed-q limiting laws converge to the Gumbel law as q→∞. We also give a unified formulation of the normalizing constants for the spectral radius that recovers the previously known limiting laws.

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BibTeX
@misc{ma2026limiting,
  title = {{Limiting distributions of the rightmost eigenvalue of the truncated circular Unitary ensemble across all truncation regimes}},
  author = {Yutao Ma and Xujia Meng},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.16216},
  eprint = {2610.16216},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.16216},
}
RIS
TY  - UNPB
TI  - Limiting distributions of the rightmost eigenvalue of the truncated circular Unitary ensemble across all truncation regimes
AU  - Yutao Ma
AU  - Xujia Meng
PY  - 2026
DA  - 2026/10/12
PB  - arXiv
DO  - 10.48550/arxiv.2610.16216
UR  - https://arxiv.org/abs/2610.16216
AB  - We study the limiting distribution of the largest real part of the eigenvalues of truncated unitary matrices. Let U_m be an m× m Haar-distributed unitary matrix, and let Z_1,…,Z_n be the eigenvalues of its upper-left n× n principal submatrix. We determine the limiting distribution of max_1≤ i≤ nℜ Z_i under a unified normalization: the limiting law is Gumbel when q:=m−n→∞ and is of Weibull type when q is fixed. The fixed-q limiting laws converge to the Gumbel law as q→∞. We also give a unified formulation of the normalizing constants for the spectral radius that recovers the previously known limiting laws.
ER  -