Averages of characteristic polynomials in random matrix theory

We compute averages of products and ratios of characteristic polynomials associated with orthogonal, unitary, and symplectic ensembles of random matrix theory. The Pfaffian/determinantal formulae for these averages are obtained, and the bulk scaling asymptotic limits are found for ensembles with Gaussian weights. Classical results for the correlation functions of the random matrix ensembles and their bulk scaling limits are deduced from these formulae by a simple computation. We employ a discrete approximation method: the problem is solved for discrete analogues of random matrix ensembles originating from representation theory, and then a limit transition is performed. Exact Pfaffian/determinantal formulae for the discrete averages are proven using standard tools of linear algebra; no application of orthogonal or skew‐orthogonal polynomials is needed. © 2005 Wiley Periodicals, Inc.     

On the distribution of square-full integers

Let A(x) A(x) be the number of square-full integers \leqq x \leqq x and let D(x) \Delta(x) be the error term in the asymptotic formula for A(x) A(x) . Under the Riemann hypothesis, we show that D(x) << x^[12/85]+e \Delta(x)\ll x^{{12\over 85}+\varepsilon} . This improves the earlier results of Zhu and Yu [17], Cao [4, II], Liu [9] and Wu [16], which requires [ 1/7 ] 1\over 7 in place of [ 12/85 ] 12\over 85 .     

Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory

We consider asymptotics for orthogonal polynomials with respect to varying exponential weights w_n(x)dx = e^−nV(x) dx on the line as n → ∞. The potentials V are assumed to be real analytic, with sufficient growth at infinity. The principle results concern Plancherel‐Rotach‐type asymptotics for the orthogonal polynomials down to the axis. Using these asymptotics, we then prove universality for a variety of statistical quantities arising in the theory of random matrix models, some of which have been considered recently in [31] and also in [4]. An additional application concerns the asymptotics of the recurrence coefficients and leading coefficients for the orthonormal polynomials (see also [4]). The orthogonal polynomial problem is formulated as a Riemann‐Hilbert problem following [19, 20]. The Riemann‐Hilbert problem is analyzed in turn using the steepest‐descent method introduced in [12] and further developed in [11, 13]. A critical role in our method is played by the equilibrium measure dμ_V for V as analyzed in [8]. © 1999 John Wiley & Sons, Inc.     

Correlations for superpositions and decimations of Laguerre and Jacobi orthogonal matrix ensembles with a parameter

A superposition of a matrix ensemble refers to the ensemble constructed from two independent copies of the original, while a decimation refers to the formation of a new ensemble by observing only every second eigenvalue. In the cases of the classical matrix ensembles with orthogonal symmetry, it is known that forming superpositions and decimations gives rise to classical matrix ensembles with unitary and symplectic symmetry. The basic identities expressing these facts can be extended to include a parameter, which in turn provides us with probability density functions which we take as the definition of special parameter dependent matrix ensembles. The parameter dependent ensembles relating to superpositions interpolate between superimposed orthogonal ensembles and a unitary ensemble, while the parameter dependent ensembles relating to decimations interpolate between an orthogonal ensemble with an even number of eigenvalues and a symplectic ensemble of half the number of eigenvalues. By the construction of new families of biorthogonal and skew orthogonal polynomials, we are able to compute the corresponding correlation functions, both in the finite system and in various scaled limits. Specializing back to the cases of orthogonal and symplectic symmetry, we find that our results imply different functional forms to those known previously.     

Fischer subspaces of Hermitian manifolds

The finite groups generated by 3-transpositions, studied by B.Fischer [5]have a geometrical interpretation given by F.Buekenhout [1] under the name of Fischer spaces.This geometrical concept allows us to study the Fischer subgroups of primitive groups classified by Fischer, and in particular those of unitary groups PSU(n,4), symplectic groups PSp(n,2), orthogonal groups PO(n,2) and symmetric groups Sym(n).This problem is linked to the determination of groups of projectivities generated by clations in characteristic 2 studied by Wagner [9] and McLaughlin[8], and is related to Kantor's work [7] on classical groups generated by long root elements, and to Enright's recent note on Fi₂₂ and Fi₂₃ [5].     

Finite Size Effects for Spacing Distributions in Random Matrix Theory: Circular Ensembles and Riemann Zeros

According to Dyson's threefold way, from the viewpoint of global time reversal symmetry, there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular orthogonal, unitary, and symplectic ensembles, denoted COE, CUE, and CSE, respectively. For each of these three ensembles and their thinned versions, whereby each eigenvalue is deleted independently with probability , we take up the problem of calculating the first two terms in the scaled large N expansion of the spacing distributions. It is well known that the leading term admits a characterization in terms of both Fredholm determinants and Painlevé transcendents. We show that modifications of these characterizations also remain valid for the next to leading term, and that they provide schemes for high precision numerical computations. In the case of the CUE, there is an application to the analysis of Odlyzko's data set for the Riemann zeros, and in that case, some further statistics are similarly analyzed.     

Zero product determined classical Lie algebras

We show that the Lie algebra ? of skew-symmetric matrices with respect to either transpose or symplectic involution is zero product determined. This means that every bilinear map {·,·} from ? × ? into a vector space X is of the form {x, y} = T ([x, y]) for some linear map T provided that the following condition is fulfilled: [x, y] = 0 implies {x, y} = 0.     

A unitary test of the Ratios Conjecture

The Ratios Conjecture of Conrey, Farmer and Zirnbauer (2008) [CFZ1], (preprint) [CFZ2] predicts the answers to numerous questions in number theory, ranging from n-level densities and correlations to mollifiers to moments and vanishing at the central point. The conjecture gives a recipe to generate these answers, which are believed to be correct up to square-root cancelation. These predictions have been verified, for suitably restricted test functions, for the 1-level density of orthogonal (Huynh and Miller (preprint) [HuyMil], Miller (2009) [Mil5], Miller and Montague (in press) [MilMo]) and symplectic (Miller (2008) [Mil3], Stopple (2009) [St]) families of L-functions. In this paper we verify the conjecture's predictions for the unitary family of all Dirichlet L-functions with prime conductor; we show square-root agreement between prediction and number theory if the support of the Fourier transform of the test function is in (−1,1), and for support up to (−2,2) we show agreement up to a power savings in the family's cardinality.     

Perturbed closed geodesics are periodic orbits: Index and transversality

We study the classical action functional ${\cal S}_V$ on the free loop space of a closed, finite dimensional Riemannian manifold M and the symplectic action on the free loop space of its cotangent bundle. The critical points of both functionals can be identified with the set of perturbed closed geodesics in M. The potential $V\in C^\infty(M\times S^1,\mathbb{R})$ serves as perturbation and we show that both functionals are Morse for generic V. In this case we prove that the Morse index of a critical point x of equals minus its Conley-Zehnder index when viewed as a critical point of and if is trivial. Otherwise a correction term +1 appears. Received: 21 May 2001; in final form: 10 October 2001 / Published online: 4 April 2002     

Isotropy of unitary involutions

We prove the so-called unitary isotropy theorem, a result on isotropy of a unitary involution. The analogous previously known results on isotropy of orthogonal and symplectic involutions as well as on hyperbolicity of orthogonal, symplectic, and unitary involutions are formal consequences of this theorem. A component of the proof is a detailed study of the quasi-split unitary grassmannians.     

Recursive constructions for optimal (n,4,2)‐OOCs

In [ 3 ], a general recursive construction for optical orthogonal codes is presented, that guarantees to approach the optimum asymptotically if the original families are asymptotically optimal. A challenging problem on OOCs is to obtain optimal OOCs, in particular with λ > 1. Recently we developed an algorithmic scheme based on the maximal clique problem (MCP) to search for optimal (n, 4, 2)‐OOCs for orders up to n = 44. In this paper, we concentrate on recursive constructions for optimal (n, 4, 2)‐OOCs. While “most” of the codewords can be constructed by general recursive techniques, there remains a gap in general between this and the optimal OOC. In some cases, this gap can be closed, giving recursive constructions for optimal (n, 4, 2)‐OOCs. This is predicated on reducing a series of recursive constructions for optimal (n, 4, 2)‐OOCs to a single, finite maximal clique problem. By solving these finite MCP problems, we can extend the general recursive construction for OOCs in [ 3 ] to obtain new recursive constructions that give an optimal (n · 2^x, 4, 2)‐OOC with x ≥ 3, if there exists a CSQS(n). © 2004 Wiley Periodicals, Inc.     

The Asymptotic Solution of the Korteweg-deVries Equation in the Absence of Solitons

The asymptotic solution of the Korteweg-de Vries equation u_τ + ?u_xxx + 2uu_x = 0 for initial conditions from which no solitons evolve is obtained as a slowly varying similarity solution of the form τ^?2/3(V_z?V₂, where V = V(z/τ) and z = τ^?1/3x. The results are consistent with, but go somewhat beyond, those recently obtained by Ablowitz and Segur [2] through a rather different approach.     

On certain multiplicity one theorems

We prove several multiplicity one theorems in this paper. Fork a local field not of characteristic two, andV a symplectic space overk, any irreducible admissible representation of the symplectic similitude group GSp(V) decomposes with multiplicity one when restricted to the symplectic group Sp(V). We prove the analogous result for GO(V) and O(V), whereV is an orthogonal space overk. Whenk is non-archimedean, we prove the uniqueness of Fourier-Jacobi models for representations of GSp(4), and the existence of such models for supercuspidal representations of GSp(4). The first-named author was partially supported by the National Security Agency (#MDA904-02-1-0020).     

Hyperbolicity of unitary involutions

We prove the so-called Unitary Hyperbolicity Theorem,a result on hyperbolicity of unitary involutions.The analogous previously known results for the orthogonal and symplectic involutions are formal consequences of the unitary one.While the original proofs in the orthogonal and symplectic cases were based on the incompressibility of generalized Severi-Brauer varieties,the proof in the unitary case is based on the incompressibility of their Weil transfers.     

Singular control problems in bounded intervals

We consider optimal control problems for one-dimensional diffusion processes y _x (t) = y ^v _x (t), solutions dy _x (t) = g(y _x (t) dt + σ(y _x (t)(dw) + dv _t with y _x(0) = x& isinv;[a,b], the control processes v _t are increasing, positive, and adapted. Several types of expected cost structures associated with each policy v(.) are adopted, e.g. discounted cost, long term average cost and time average cost. Our work is related to [2,6,12,14,16 and 21], where diffusions are allowed to evolve in the whole space, and to [13] and [20], where diffusions evolve only in bounded regions. We shall present some analytic results about value functions, mainly their characterizations, by simple dynamic programming arguments. Several simple examples are explicitly solved to illustrate the singular behaviour of our problems     

Linear preservers of orthogonal decomposable Tensors

Let G be a subgroup of the symmetric group S_m and V be an n-dimensional unitary space where nm. Let V(G) be the symmetry class of tensors over V associated with G and the identity character. Let D(G) be the set of all decomposable elements of V(G) and O(G) be its subset consisting of all nonzero decomposable tensors x ₁ ^?…^? x_m such that {x ₁,…,x_m } is an orthogonal set. In this paper we study the structure of linear mappings on V(G) that preserve one of the following subsets: (i)O(G), (ii) D(G)\(O(G)?{0}).     

Generalized Path Spaces,II

A combination of the LIAPUNOV-SCHMIDT procedure, the implicit function theorems and the topological degree theory is used to investigate bifurcation points of equations of the form T(v) = L(λ, v) + M(λ, v), (λ, v) ? A × D?, where A is an open subset in a normed space and for every fixed λ ? A, T, L(λ ·) and M(λ ·) are mappings from the closure D? of a neighborhood D of the origin in a BANACH space X into another BANACH space Y with T(0) = L(λ, 0) = M(λ, 0) = 0. Let Λ be a characteristic value of the pair (T, L) such that T ? L( λ ,·) is a FREDHOLM mapping with nullity p and index s, p > s ≧ 0. Under suitable hypotheses on T. L and M, (λ , 0) is a bifurcation point of the above equations. This generalizes the results of [4], [6], [8], [13] and [14] etc. An application of the obtained results to the axisymmetric buckling problem of a thin spherical shell will be given.     

Bireflectionality of orthogonal and symplectic groups of characteristic 2

Let V be a finite dimensional vector space over a field K of characteristic 2. Let O(V) be the orthogonal group defined by a nondegenerate quadratic form. Then every element in O(V) is a product of two elements of order 2, unless all nonsingular subspaces of V are at most 2-dimensional. If V is a nonsingular symplectic space, then every element in the symplectic group Sp (V) is a product of two elements of order 2, except if dim V = 2 and |K| = 2.