



























There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix from this ensemble is called the orbital unitary process. There are analogous matrix ensembles of symmetric and quaternionic Hermitian matrices that lead to the orbital orthogonal and symplectic processes, respectively. By extrapolation, on the dimension of the base field, of the explicit density formulas, we define the orbital beta processes. We prove the universal behavior of the virtual eigenvalues of the smallest $m$ principal submatrices, when $m$ is independent of $N$ and in such a way that the rescaled empirical measures converge weakly. The limiting object is the Gaussian beta corners process. As a byproduct of our approach, we prove a theorem on the asymptotics of multivariate Bessel functions.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。