Universal microscopic correlation functions for products of truncated unitary matrices

Abstract

We investigate the spectral properties of the product of M complex non-Hermitian random matrices that are obtained by removing L rows and columns of larger unitary random matrices uniformly distributed on the group U(N + L). Such matrices are called truncated unitary matrices or random contractions. We first derive the joint probability distribution for the complex eigenvalues of the product matrix for fixed N, L, and M, given by a standard determinantal point process in the complex plane. The weight however is non-standard and can be expressed in terms of the Meijer G-function. The explicit knowledge of all eigenvalue correlation functions and the corresponding kernel allows us to take various large N (and L) limits at fixed M. At strong non-unitarity, with L/N finite, the eigenvalues condense on a domain inside the unit circle. At the edge and in the bulk we find the same universal microscopic kernel as for a single complex non-Hermitian matrix from the Ginibre ensemble. At the origin we find the same new universality classes labeled by M as for the product of M matrices from the Ginibre ensemble. Keeping a fixed size of truncation, L, when N goes to infinity leads to weak non-unitarity, with most eigenvalues on the unit circle as for unitary matrices. Here we find a new microscopic edge kernel that generalizes the known results for M = 1. We briefly comment on the case when each product matrix results from a truncation of different size Lj.