扭曲COE矩阵矩的收敛性

G. Berkolaiko, Laura Booton
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引用次数: 0

摘要

研究了由置换矩阵乘摄动的圆形正交集合矩阵的特征值矩。更准确地说,我们研究了任意但固定的k和在大矩阵大小的限制下的特征值的k次方的和的方差。我们发现,当定义微扰综的排列只有长周期时,答案是全称的,并且以特别快的速度逼近圆统一综的相应矩:误差为$1/N^3$阶,$1/N$和$1/N^2$阶项由于消去而消失。我们使用Weingarten演算证明了这种收敛速度,并首先根据图模型对贡献Weingarten函数进行分类,然后用代数方法对其进行分类。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Convergence of moments of twisted COE matrices
We investigate eigenvalue moments of matrices from Circular Orthogonal Ensemble multiplicatively perturbed by a permutation matrix. More precisely we investigate variance of the sum of the eigenvalues raised to power $k$, for arbitrary but fixed $k$ and in the limit of large matrix size. We find that when the permutation defining the perturbed ensemble has only long cycles, the answer is universal and approaches the corresponding moment of the Circular Unitary Ensemble with a particularly fast rate: the error is of order $1/N^3$ and the terms of orders $1/N$ and $1/N^2$ disappear due to cancellations. We prove this rate of convergence using Weingarten calculus and classifying the contributing Weingarten functions first in terms of a graph model and then algebraically.
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