On the number of real eigenvalues of a product of truncated orthogonal random matrices (2102.08842v1)

Abstract: Let $O$ be chosen uniformly at random from the group of $(N+L) \times (N+L)$ orthogonal matrices. Denote by $\tilde{O}$ the upper-left $N \times N$ corner of $O$, which we refer to as a truncation of $O$. In this paper we prove two conjectures of Forrester, Ipsen and Kumar (2020) on the number of real eigenvalues $N^{(m)}_{\mathbb{R}}$ of the product matrix $\tilde{O}{1}\ldots \tilde{O}{m}$, where the matrices ${\tilde{O}{j}}{j=1}^{m}$ are independent copies of $\tilde{O}$. When $L$ grows in proportion to $N$, we prove that $$ \mathbb{E}(N^{(m)}_{\mathbb{R}}) = \sqrt{\frac{2m L}{\pi}}\,\mathrm{arctanh}\left(\sqrt{\frac{N}{N+L}}\right) + O(1), \qquad N \to \infty. $$ We also prove the conjectured form of the limiting real eigenvalue distribution of the product matrix. Finally, we consider the opposite regime where $L$ is fixed with respect to $N$, known as the regime of weak non-orthogonality. In this case each matrix in the product is very close to an orthogonal matrix. We show that $\mathbb{E}(N^{(m)}_{\mathbb{R}}) \sim c_{L,m}\,\log(N)$ as $N \to \infty$ and compute the constant $c_{L,m}$ explicitly. These results generalise the known results in the one matrix case due to Khoruzhenko, Sommers and .{Z}yczkowski (2010).