A generalisation of the relation between zeros of the complex Kac polynomial and eigenvalues of truncated unitary matrices

Abstract

The zeros of the random Laurent series $1/\mu -{\sum }_{j=1}^{\infty }{c}_j/z^j$, where each $c_j$ is an independent standard complex Gaussian, is known to correspond to the scaled eigenvalues of a particular additive rank 1 perturbation of a standard complex Gaussian matrix. For the corresponding random Maclaurin series obtained by the replacement $z\mapsto 1/z$, we show that these same zeros correspond to the scaled eigenvalues of a particular multiplicative rank 1 perturbation of a random unitary matrix. Since the correlation functions of the latter are known, by taking an appropriate limit the correlation functions for the random Maclaurin series can be determined. Only for $|\mu |\to \infty$ is a determinantal point process obtained. For the one and two point correlations, by regarding the Maclaurin series as the limit of a random polynomial, a direct calculation can also be given.

13 pages