Random Matrix Ensembles with Split Limiting Behavior

Abstract

We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk, and their behavior, appropriately normalized, converges to the semi-circle as $N\to \infty$; the remaining $k$ are tightly constrained near $N/k$ and their distribution converges to the $k\times k$ hollow GOE ensemble (this is the density arising by modifying the GOE ensemble by forcing all entries on the main diagonal to be zero). Similar results hold for complex and quaternionic analogues. We isolate the two regimes by using matrix perturbation results and a nonstandard weight function for the eigenvalues, then derive their limiting distributions using a modification of the method of moments and analysis of the resulting combinatorics.

arXiv commentVersion 1.1, 31 pages, 3 figures, one appendix joint with Manuel Fernandez and Nicholas Sieger

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