Truncations of random unitary matrices drawn from Hua-Pickrell distribution

Zhaofeng Lin, Yanqi Qiu, Kai Wang

Let $U$ be a random unitary matrix drawn from the Hua-Pickrell distribution ${\mu }_{\mathrm{U}(n+m)}^{(\delta )}$ on the unitary group $\mathrm{U}(n+m)$. We show that the eigenvalues of the…