Narrow Results

Let ${\mathrm{\Lambda }}_X(s)=det(I-s{X}^{†})$ be the characteristic polynomial of a Haar distributed unitary matrix $X$. It is believed that the distribution of values of ${\mathrm{\Lambda }}_X(s)$ model the distribution of values of the Riemann zeta-function $\zeta (s)$. This principle motivates many avenues of study. Of particular interest is the behavior of ${\mathrm{\Lambda }}_X^{\prime }(s)$ and the distribution of its zeros (all of which lie inside or on the unit circle). In this paper, we present several identities for the moments of ${\mathrm{\Lambda }}_X^{\prime }(s)$ averaged over $U(N)$, for $s\in ℂ$ as well as specialized to $\left|s\right|=1$. Additionally, we prove, for positive integer $k$, that the polynomial ${\int }_{U(N)}|{\mathrm{\Lambda }}_X(1){|}^{2k}dX$ of degree $k^2$ in $N$ divides the polynomial ${\int }_{U(N)}|{\mathrm{\Lambda }}_X^{\prime }(1){|}^{2k}dX$ which is of degree $k^2+2k$ in $N$ and that the ratio, $f(N,k)$, of these moments factors into linear factors modulo $4k-1$ if $4k-1$ is prime. We also discuss the relationship of these moments to a solution of a second-order nonlinear Painléve differential equation. Finally we give some formulas in terms of the ${}_3{F}_2$ hypergeometric series for the moments in the simplest case when $N=2$, and also study the radial distribution of the zeros of ${\mathrm{\Lambda }}_X^{\prime }(s)$ in that case.

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general, the entries of the upper triangular parts of these matrices are correlated and no smallness or sparseness of these correlations is assumed. It is shown that the eigenvalue distribution measures still converge to a semicircle but with random scaling. We also investigate the asymptotic behavior of the corresponding ${\ell }_2$-operator norms. The key to our analysis is a generalization of a classic result by de Finetti that allows to represent the underlying probability spaces as averages of Wigner band ensembles with entries that are not necessarily centered. Some of our results appear to be new even for such Wigner band matrices.

We consider the entanglement evolution of two qubits embedded into disordered multiconnected environment. We model the environment and its interaction with qubits by large random matrices allowing for a possibility to describe environments of meso- and even nanosize. We obtain general formulas for the time dependent reduced density matrix of the qubits corresponding to several cases of the qubit-environment interaction and initial condition. We then work out an analog of the Born–Markov approximation to find the evolution of the widely used entanglement quantifiers: the concurrence, the negativity and the quantum discord. We show that even in this approximation the time evolution of the reduced density matrix can be non-Markovian, thereby describing certain memory effects due to the backaction of the environment on qubits. In particular, we find the vanishing of the entanglement (Entanglement Sudden Death) at finite moments and its revivals (Entanglement Sudden Birth). Our results, partly known and partly new, can be viewed as a manifestation of the universality of certain properties of decoherent qubit evolution which have been found previously in various versions of bosonic macroscopic environment.

Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix models using a formula by Itzykson and Zuber that allows diagonalizing differential operators with respect to matrix elements of Hermitian matrices. We detail the equivalence between the expressions obtained by diagonalizing the partition function in differential or integral formulation, which is not manifest at first glance. For one-matrix models, this requires transforming certain derivatives to variables. In the case of two-matrix models, the same computation leads to a new determinant formulation of the partition function, and we discuss potential applications to new orthogonal polynomials methods.

Let T be the quasi-nilpotent DT-operator. By use of Voiculescu's amalgamated R-transform we compute the moments of (T-λ1)*(T-λ1) where , and the Brown-measure of , where Y is a circular element *-free from T for ∊>0. Moreover we give a new proof of Śniady's formula for the moments τ(((T*)^kT^k)ⁿ) for k,n∈ℕ.

A discrete Gelfand–Tsetlin pattern is a configuration of particles in ℤ². The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row, three particles on the third row, etc., and particles on adjacent rows satisfy an interlacing constraint. We consider the uniform probability measure on the set of all discrete Gelfand–Tsetlin patterns of a fixed size where the particles on the top row are in deterministic positions. This measure arises naturally as an equivalent description of the uniform probability measure on the set of all tilings of certain polygons with lozenges. We prove a determinantal structure, and calculate the correlation kernel. We consider the asymptotic behavior of the system as the size increases under the assumption that the empirical distribution of the deterministic particles on the top row converges weakly. We consider the asymptotic "shape" of such systems. We provide parameterizations of the asymptotic boundaries and investigate the local geometric properties of the resulting curves. We show that the boundary can be partitioned into natural sections which are determined by the behavior of the roots of a function related to the correlation kernel. This paper should be regarded as a companion piece to the paper [E. Duse and A. Metcalfe, Asymptotic geometry of discrete interlaced patterns: Part II, in preparation], in which we resolve some of the remaining issues. Both of these papers serve as background material for the papers [E. Duse and A. Metcalfe, Universal edge fluctuations of discrete interlaced particle systems, in preparation; E. Duse and K. Johansson and A. Metcalfe, Cusp Airy process of discrete interlaced particle systems, in preparation], in which we examine the edge asymptotic behavior.

The earlier times of the evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices built from different time evolutions of a simple testbed spin system, as the spin-1/2 and spin-1 Ising models, we analyzed the density of eigenvalues for different temperatures of the so called Wishart matrices. We observe a transition in the shape of the distribution that presents a gap of eigenvalues for temperatures lower than the critical temperature, or in its roundness, with a continuous migration to the Marchenko–Pastur law in the paramagnetic phase. We consider the analysis a promising method to be applied in other spin systems, with or without defined Hamiltonian, to characterize phase transitions. Our approach differs from the alternatives in literature since it uses the concept of magnetization matrix, not the spatial matrix of single spins.

Our study emphasizes the efficacy of employing matrices resembling Wishart matrices, derived from magnetization time series data within specific dynamics, to elucidate phase transitions and critical phenomena in the Q-state Potts model. Through the application of appropriate statistical methods, we not only identify second-order transitions but also distinguish weaker first-order transitions by carefully analyzing the density of eigenvalues and their fluctuations. Additionally, we investigate the method’s sensitivity to stronger first-order transition points. Notably, we establish a robust correlation between the system’s actual thermodynamics and the spectral thermodynamics encapsulated within the eigenvalues. Our findings are further supported by correlation histograms of the time series data, revealing insightful patterns. Building upon our core results, we provide a didactic analysis that draws parallels between the spectral properties of criticality in a spin system and matrices intentionally imbued with correlations (a toy model). Within this framework, we observe a universal behavior characterized by the distribution of eigenvalues into two distinct groups, separated by a gap dependent on the level of correlation, influenced by temperature-induced changes in the spin system.

A few years ago the use of standard functional manipulations was demonstrated to imply an unexpected property satisfied by the fermionic Green’s functions of QCD: effective locality. This feature of QCD is non-perturbative as it results from a full integration of the gluonic degrees of freedom. In this paper, previous derivations of effective locality are reviewed, corrected, and enhanced. Focusing on the way non-Abelian gauge-invariance is realized in the non-perturbative regime of QCD, the deeper meaning of effective locality is discussed.

A few years ago, the use of standard functional manipulations was demonstrated to imply an unexpected property satisfied by the fermionic Green’s functions of QCD, and called effective locality. This feature of QCD is non-perturbative as it results from a full integration of the gluonic degrees of freedom. In this paper, at eikonal and quenching approximation at least, the relation of effective locality to dynamical chiral symmetry breaking is examined.

In eikonal and quenched approximations, it is argued that the strong coupling fermionic QCD Green’s functions and related amplitudes depart from a sole dependence on the $S{U}_c(3)$ quadratic Casimir operator, $C_{2f}$, evaluated over the fundamental gauge group representation. Noted in nonrelativistic quark models and in a nonperturbative generalization of the Schwinger mechanism, an additional dependence on the cubic Casimir operator shows up, in contradistinction with perturbation theory and other nonperturbative approaches. However, it accounts for the full algebraic content of the rank-2 Lie algebra of $S{U}_c(3)$. Though numerically subleading effects, cubic Casimir dependences, here and elsewhere, appear to be a signature of the nonperturbative fermionic sector of QCD.

We consider a rather general type of matrix model, where the matrix M represents a Hamiltonian of the interaction of a bosonic system with a single fermion. The fluctuations of the matrix are partly given by some fundamental randomness and partly dynamically, even quantum mechanically. We then study the homolumo-gap effect, which means that we study how the level density for the single-fermion Hamiltonian matrix M gets attenuated near the Fermi surface. In the case of the quenched randomness (the fundamental one) dominating the quantum mechanical one we show that in the first approximation the homolumo gap is characterized by the absence of single-fermion levels between two steep gap boundaries. The filled and empty level densities are in this first approximation just pushed, each to its side. In the next approximation these steep drops in the spectral density are smeared out to have an error-function shape. The studied model could be considered as a first step toward the more general case of considering a whole field of matrices — defined say on some phase space — rather than a single matrix.

This paper is a physicist’s review of the major conceptual issues concerning the problem of spectral universality in quantum systems. Here, we present a unified, graph-based view of all archetypical models of such universality (billiards, particles in random media, interacting spin or fermion systems). We find phenomenological relations between the onset of ergodicity (Gaussian-random delocalization of eigenstates) and the structure of the appropriate graphs, and we construct a heuristic picture of summing trajectories on graphs that describes why a generic interacting system should be ergodic. We also provide an operator-based discussion of quantum chaos and propose criteria to distinguish bases that can usefully diagnose ergodicity. The result of this analysis is a rough but systematic outline of how ergodicity changes across the space of all theories with a given Hilbert space dimension. As a particular example, we study the SYK model and report on the transition from maximal to partial ergodicity as the disorder strength is decreased.

The ubiquitous presence of complexity in nature makes it necessary to seek new mathematical tools which can probe physical systems beyond linear or perturbative approximations. The random matrix theory is one such tool in which the statistical behavior of a system is modeled by an ensemble of its replicas. This paper is an attempt to review the basic aspects of the theory in a simplified language, aimed at students from diverse areas of physics.

We investigate serial correlation, periodic, aperiodic and scaling behavior of eigenmodes, i.e., daily price fluctuation time-series derived from eigenvectors, of correlation matrices of shares listed on the Johannesburg Stock Exchange (JSE) from January 1993 to December 2002.

Periodic, or calendar, components are detected by spectral analysis. We find that calendar effects are limited to eigenmodes which correspond to eigenvalues outside the Wishart range. Using a variance ratio test, we uncover serial correlation in the first eigenmodes and find slight negative serial correlation for eigenmodes within the Wishart range. Our spectral analysis and variance ratio investigations suggest that interpolating missing data or illiquid trading days with zero-order hold introduces high frequency noise and spurious serial correlation. Aperiodic and scaling behavior of the eigenmodes are investigated by using rescaled-range (R/S) methods and detrended fluctuation analysis (DFA). We find that DFA and classic and modified R/S exponents suggest the presence of long-term memory effects in the first five eigenmodes.

It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally, it is quite natural to try to build free Lévy processes as high-dimensional limits of classical matricial Lévy processes.

We will focus here on one specific such construction, discussing and generalizing the work done previously by Biane in Ref.2, who has shown that the (classical) Brownian motion on the Unitary group U(d) converges to the free multiplicative Brownian motion when d goes to infinity. We shall first recall that result and give an alternative proof for it. We shall then see how this proof can be adapted in a more general context in order to get a free Lévy process on the dual group (in the sense of Voiculescu) U〈n〉. This result will actually amount to a truly noncommutative limit theorem for classical random variables, of which Biane's result constitutes the case n = 1.

The main purpose of this paper is an explicit construction of generalized Gaussian process with function t_b(V) = b^H(V), where H(V) = n - h(V), h(V) is the number of singletons in a pair-partition V ∈ 𝒫₂(2n).

This gives another proof of Theorem of A. Buchholtz¹⁵ that t_b is positive definite function on the set of all pair-partitions.

Here there are some new combinatorial formulas presented. Connections with free additive convolutions probability measure on ℝ are also done. There are new positive definite functions on permutations presented. What is more, it is proven that the function H is norm (on the group S(∞) = ⋃S(n)).

Let x be a complex random variable with mean zero and bounded variance σ². Let N_n be a random matrix of order n with entries being i.i.d. copies of x. Let λ₁, …, λ_n be the eigenvalues of . Define the empirical spectral distributionμ_n of N_n by the formula

The following well-known conjecture has been open since the 1950's:

Circular Law Conjecture: μ_n converges to the uniform distribution μ_∞ over the unit disk as n tends to infinity.

We prove this conjecture, with strong convergence, under the slightly stronger assumption that the (2 + η)th-moment of x is bounded, for any η > 0. Our method builds and improves upon earlier work of Girko, Bai, Götze–Tikhomirov, and Pan–Zhou, and also applies for sparse random matrices.

The new key ingredient in the paper is a general result about the least singular value of random matrices, which was obtained using tools and ideas from additive combinatorics.

We explore the validity of the circular law for random matrices with non-i.i.d. entries. Let M be an n × n random real matrix obeying, as a real random vector, a log-concave isotropic (up to normalization) unconditional law, with mean squared norm equal to n. The entries are uncorrelated and obey a symmetric law of zero mean and variance 1/n. This model allows some dependence and non-equidistribution among the entries, while keeping the special case of i.i.d. standard Gaussian entries, known as the real Ginibre Ensemble. Our main result states that as the dimension n goes to infinity, the empirical spectral distribution of M tends to the uniform law on the unit disc of the complex plane.

Let $\mathrm{\Gamma }$ be an $N\times n$ random matrix with independent entries and such that in each row entries are i.i.d. Assume also that the entries are symmetric, have unit variances, and satisfy a small ball probabilistic estimate uniformly. We investigate properties of the corresponding random polytope ${\mathrm{\Gamma }}^{\ast }{B}_1^N$ in ${ℝ}^n$ (the absolute convex hull of rows of $\mathrm{\Gamma }$). In particular, we show that