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How fast does spectral radius of truncated circular unitary ensemble converge?

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arxiv 2506.16967 v1 pith:DFEJS2DU submitted 2025-06-20 math.PR

classification math.PR
keywords fracdistributionlambdamathbbmathcalradiusspectraltimes
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abstract

Let $z_1, \cdots, z_p$ be the eigenvalues of $A,$ which is the left-top $p\times p$ submatrix of an $n\times n$ Haar-invariant unitary matrix. Suppose there exist two constants $0<h_1<h_2<1$ such that $h_1<\frac pn<h_2.$ Then, $$\sup_{x\in \mathbb{R}}|\mathbb{P}(X_n\le x)-e^{-e^{-x}}|=\frac{(\log \log n)^{2}}{2e\log n}(1+o(1))$$ and further $$ W_{1}\left(\mathcal{L}(X_n),\Lambda\right)=\frac{(\log\log n)^2}{2\log n}(1+o(1))$$ for $n$ large enough. Here, $\Lambda$ is the Gumbel distribution and $\mathcal{L}(X_n)$ is the distribution of $X_n$ with $X_n$ being some rescaled version of $\max_{1\le i\le p}|z_i|,$ the spectral radius of $A.$

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  1. Revisit on the convergence rate of normal extremes

    math.PR 2025-07 conditional novelty 7.0 of 10

    Gaussian maxima to Gumbel convergence rates are computed exactly for the Kolmogorov, W1, total variation, KL and Fisher metrics, with explicit constants depending on powers of log log n and log n.

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