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

Peter J. Forrester, Jesper R. Ipsen

Published 2018-07-18Version 1

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.