On pure complex spectrum for truncations of random orthogonal matrices and Kac polynomials


Abstract in English

Let $O(2n+ell)$ be the group of orthogonal matrices of size $left(2n+ellright)times left(2n+ellright)$ equipped with the probability distribution given by normalized Haar measure. We study the probability begin{equation*} p_{2n}^{left(ellright)} = mathbb{P}left[M_{2n} , mbox{has no real eigenvalues}right], end{equation*} where $M_{2n}$ is the $2ntimes 2n$ left top minor of a $(2n+ell)times(2n+ell)$ orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size $ntimes n$ that depends on the truncation parameter $ell$. For $ell=1$ the matrix coincides with the Hilbert matrix and we prove begin{equation*} p_{2n}^{left(1right)} sim n^{-3/8}, mbox{ when }n to infty. end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.

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