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Power spectrum of the circular unitary ensemble
Roman Riser, Eugene Kanzieper · 2022-09-11 · via math.PR updates on arXiv.org

We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth Painlevé function. In the limit of infinite-dimensional matrices, $N\rightarrow\infty$, we derive a ${\it\, concise\,}$ parameter-free formula for the power spectrum which involves a fifth Painlevé transcendent and interpret it in terms of the ${\rm Sine}_2$ determinantal random point field. Further, we discuss a universality of the predicted power spectrum law and tabulate it (follow http://eugenekanzieper.faculty.hit.ac.il/data.html) for easy use by random-matrix-theory and quantum chaos practitioners.