The characteristic polynomial on compact groups with Haar measure : some equalities in law

2007/06/20 by Paul Bourgade, Bourgade, Paul, Ashkan Nikeghbali +3
Mathematics · Physics and Astronomy · #15A52 #60F05 #60F15 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #math-ph #math.MP #math.PR #msc:15A52 #msc:60F05 #msc:60F15

paper · pdf · doi:10.48550/arxiv.0706.3057

arxiv created 2007/06/20 · arxiv updated 2009/12/01

Abstract

This note presents some equalities in law for Z_N:=det(\Id-G), where G is an element of a subgroup of the set of unitary matrices of size N, endowed with its unique probability Haar measure. Indeed, under some general conditions, Z_N can be decomposed as a product of independent random variables, whose laws are explicitly known. Our results can be obtained in two ways : either by a recursive decomposition of the Haar measure or by previous results by Killip and Nenciu on orthogonal polynomials with respect to some measure on the unit circle. This latter method leads naturally to a study of determinants of a class of principal submatrices.

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