The entries of circular orthogonal ensembles

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Abstract

Let V= (vij)n×n be a circular orthogonal ensemble. In this paper, for 1≤ m ≤ o (n/log n), we give a bound for the tail probability of max1≤ i,j ≤ m vij - (1/n) y′iyj , where Y= (y1, yn) is a certain n×n matrix whose entries are independent and identically distributed random variables with the standard complex normal distribution ℂN (0,1). In particular, this implies that, for a sequence of such matrices {Vn = (vij(n))n×n, n ≥ 1}, as n→∞, n vij (n) converges in distribution to ℂN (0,1) for any i ≥ 1,j ≥ 1 with i ≤ j and n vii(n) converges in distribution to 2 · ℂN (0,1) for any i ≥ 1.

Original languageEnglish (US)
Article number063302
JournalJournal of Mathematical Physics
Volume50
Issue number6
DOIs
StatePublished - 2009

Bibliographical note

Funding Information:
The author thanks Professor Peter Forrester for his question about the structure of the entries of the COEs, Professor Greg Anderson for the discussions about the circular ensembles, and Xue Ding and Danning Li for discussions on the proofs. Part of the research was done in the Institute for Mathematical Sciences, National University of Singapore. The author thanks the institute and director Louis Chen for their hospitality for providing excellent academic and living environments. This work is supported in part by NSF Grant No. DMS-0449365.

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