Spectra of Random Contractions and Scattering Theory for Discrete-Time Systems
Yan V. Fyodorov, H. -J. Sommmers
Abstract
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex eigenvalues of generic N× N random matrices A of such a type, corresponding to systems with broken time-reversal invariance. Deviations from unitarity are characterized by rank M N and a set of eigenvalues 0<Ti 1, i=1,...,M of the matrix T= 1-AA. We solve the problem completely by deriving the joint probability density of N complex eigenvalues and calculating all n- point correlation functions. In the limit N>>M,n the correlation functions acquire the universal form found earlier for weakly non-Hermitian random matrices.
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