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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.
We consider the empirical eigenvalue distribution of an $mtimes m$ principal submatrix of an $ntimes n$ random unitary matrix distributed according to Haar measure. For $n$ and $m$ large with $frac{m}{n}=alpha$, the empirical spectral measure is well
We consider the empirical eigenvalue distribution of an $mtimes m$ principle submatrix of an $ntimes n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and Reffy identified the limiting spectral measure if $frac{m}{n
Let $U$ be a Haar distributed matrix in $mathbb U(n)$ or $mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process [T^{(n)} (s,t) = sum_{i leq lfloor ns rfloor, j leq lfloor ntrfloor} |U_{ij}|^2] converges in dist
We consider a set of measures on the real line and the corresponding system of multiple orthogonal polynomials (MOPs) of the first and second type. Under some very mild assumptions, which are satisfied by Angelesco systems, we define self-adjoint Jac
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