Moments of a Single Entry of Circular Orthogonal Ensembles and Weingarten Calculus

Consider a symmetric unitary random matrix V = (v _ij )_{1 ≤ i, j ≤ N} from a circular orthogonal ensemble. In this paper, we study moments of a single entry v _ij . For a diagonal entry v _ii , we give the explicit values of the moments, and for an off-diagonal entry v _ij , we give leading and subleading terms in the asymptotic expansion with respect to a large matrix size N. Our technique is to apply the Weingarten calculus for a Haar-distributed unitary matrix.     

Characteristic Polynomials of Random Matrices

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann ζ-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to compare the average moments of these functions in an interval to their counterpart in random matrices, which are the expectation values of the characteristic polynomials of the matrix. It turns out that these expectation values are quite interesting. For instance, the moments of order 2K scale, for unitary invariant ensembles, as the density of eigenvalues raised to the power K ²; the prefactor turns out to be a universal number, i.e. it is independent of the specific probability distribution. An equivalent behaviour and prefactor had been found, as a conjecture, within number theory. The moments of the characteristic determinants of random matrices are computed here as limits, at coinciding points, of multi-point correlators of determinants. These correlators are in fact universal in Dyson's scaling limit in which the difference between the points goes to zero, the size of the matrix goes to infinity, and their product remains finite. Received: 1 October 1999 / Accepted: 18 May 2000     

Dynamical Localization for Unitary Anderson Models

This paper establishes dynamical localization properties of certain families of unitary random operators on the d-dimensional lattice in various regimes. These operators are generalizations of one-dimensional physical models of quantum transport and draw their name from the analogy with the discrete Anderson model of solid state physics. They consist in a product of a deterministic unitary operator and a random unitary operator. The deterministic operator has a band structure, is absolutely continuous and plays the role of the discrete Laplacian. The random operator is diagonal with elements given by i.i.d. random phases distributed according to some absolutely continuous measure and plays the role of the random potential. In dimension one, these operators belong to the family of CMV-matrices in the theory of orthogonal polynomials on the unit circle. We implement the method of Aizenman-Molchanov to prove exponential decay of the fractional moments of the Green function for the unitary Anderson model in the following three regimes: In any dimension, throughout the spectrum at large disorder and near the band edges at arbitrary disorder and, in dimension one, throughout the spectrum at arbitrary disorder. We also prove that exponential decay of fractional moments of the Green function implies dynamical localization, which in turn implies spectral localization. These results complete the analogy with the self-adjoint case where dynamical localization is known to be true in the same three regimes.     

Moments of the Derivative of Characteristic Polynomials with an Application to the Riemann Zeta Function

We investigate the moments of the derivative, on the unit circle, of characteristic polynomials of random unitary matrices and use this to formulate a conjecture for the moments of the derivative of the Riemann ζ function on the critical line. We do the same for the analogue of Hardy’s Z-function, the characteristic polynomial multiplied by a suitable factor to make it real on the unit circle. Our formulae are expressed in terms of a determinant of a matrix whose entries involve the I-Bessel function and, alternately, by a combinatorial sum.     

Dynamical correlations for circular ensembles of random matrices

Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of antisymmetric Hermitian matrix initial conditions, Brownian dynamics toward the unitary symmetry is analyzed. The dynamical correlation functions of arbitrary number of Brownian particles at arbitrary number of times are shown to be written in the forms of quaternion determinants, similarly as in the case of Hermitian random matrix models.     

Random Quantum Circuits are Approximate 2-designs

Given a universal gate set on two qubits, it is well known that applying random gates from the set to random pairs of qubits will eventually yield an approximately Haar-distributed unitary. However, this requires exponential time. We show that random circuits of only polynomial length will approximate the first and second moments of the Haar distribution, thus forming approximate 1- and 2-designs. Previous constructions required longer circuits and worked only for specific gate sets. As a corollary of our main result, we also improve previous bounds on the convergence rate of random walks on the Clifford group.     

Level Compressibility of Certain Random Unitary Matrices

The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices describing models with intermediate spectral statistics. The computations are based on the approach developed by G. Tanner for chaotic systems. The main ingredient of the method is the determination of eigenvalues of a transition matrix whose matrix elements equal the squared moduli of matrix elements of the initial unitary matrix. The principal result of the paper is the proof that the level compressibility of random unitary matrices derived from the exact quantisation of barrier billiards and consequently of barrier billiards themselves is equal to 1/2 irrespective of the height and the position of the barrier.     

On Absolute Moments of Characteristic Polynomials of a Certain Class of Complex Random Matrices

The integer moments of the spectral determinant | det (zI − W) |² of complex random matrices W are obtained in terms of the characteristic polynomial of the positive-semidefinite matrix WW ^† for the class of matrices W = AU, where A is a given matrix and U is random unitary. This work is motivated by studies of complex eigenvalues of random matrices and potential applications of the obtained results are discussed in this context. The research in Nottingham was supported by EPSRC grant EP/C515056/1: “Random Matrices and Polynomials: a tool to understand complexity”. Part of this work was carried out during the Newton Institute programme on Random Matrix Approaches in Number Theory.     

Crossover from conserving to lossy transport in circular random-matrix ensembles

In a quantum dot with three leads, the transmission matrix t12 between two of these leads is a truncation of a unitary scattering matrix S, which we treat as random. As the number of channels in the third lead is increased, the constraints from the symmetry of S become less stringent and t12 becomes closer to a matrix of complex Gaussian random numbers with no constraints. We consider the distribution of the singular values of t12, which is related to a number of physical quantities.     

Random Quantum Channels I: Graphical Calculus and the Bell State Phenomenon

This paper is the first of a series where we study quantum channels from the random matrix point of view. We develop a graphical tool that allows us to compute the expected moments of the output of a random quantum channel.     

Emptiness Formation Probability

We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix \({\mathcal{T}_0}\). Focusing on the eigenvalues of \({\mathcal{T}_0}\) of a particular size we obtain a limit to a SDE in a critical scaling. Previous results required \({\mathcal{T}_0}\) to be a (conjugated) unitary matrix so it could not have eigenvalues of different modulus. From the result we can also obtain a limit SDE for the Markov process given by the action of the random products on the flag manifold. Applying the result to random Schrödinger operators we can improve some results by Valko and Virag showing GOE statistics for the rescaled eigenvalue process of a sequence of Anderson models on long boxes. In particular, we solve a problem posed in their work.     

Replica limit of the toda lattice equation

In a recent breakthrough Kanzieper showed that it is possible to obtain exact nonperturbative random matrix results from the replica limit of the corresponding Painlevé equation. In this article we analyze the replica limit of the Toda lattice equation and obtain exact expressions for the two-point function of the Gaussian unitary ensemble and the resolvent of the chiral unitary ensemble. In the latter case both the fully quenched and the partially quenched limit are considered. This derivation explains in a natural way the appearance of both compact and noncompact integrals, the hallmark of the supersymmetric method, in the replica limit of the expression for the resolvent.     

Moment method in the theory of cascade-process fluctuations

A method for calculating the fluctuations and correlations in cascade processes is outlined, on the basis of deriving random cascade curves from their spatial (longitudinal) moment. The method reduces the problem of calculating cascade fluctuations in a homogeneous medium to calculating the covariational matrix of random moments, depending only on the energy variable. The set of elements of this matrix allows the fluctuations and core correlations of any track characteristics of the cascade to be calculated. The method is intended for calculations of high-energy cascades, when the influence of fluctuations of high-order longitudinal moments (n 5) may be neglected.Translated from Izvestiya Vysskikh Uchebnykh Zavedenii, Fizika, No. 3, pp. 17–23, March, 1987.     

Current Distribution and Random Matrix Ensembles for an Integrable Asymmetric Fragmentation Process

We calculate the time-evolution of a discrete-time fragmentation process in which clusters of particles break up and reassemble and move stochastically with size-dependent rates. In the continuous-time limit the process turns into the totally asymmetric simple exclusion process (only pieces of size 1 break off a given cluster). We express the exact solution of the master equation for the process in terms of a determinant which can be derived using the Bethe ansatz. From this determinant we compute the distribution of the current across an arbitrary bond which after appropriate scaling is given by the distribution of the largest eigenvalue of the Gaussian unitary ensemble of random matrices. This result confirms universality of the scaling form of the current distribution in the KPZ universality class and suggests that there is a link between integrable particle systems and random matrix ensembles.     

Localization for Random Unitary Operators

We consider unitary analogs of one-dimensional Anderson models on defined by the product U _ω=D _ω S where S is a deterministic unitary and D _ω is a diagonal matrix of i.i.d. random phases. The operator S is an absolutely continuous band matrix which depends on a parameter controlling the size of its off-diagonal elements. We prove that the spectrum of U _ω is pure point almost surely for all values of the parameter of S. We provide similar results for unitary operators defined on together with an application to orthogonal polynomials on the unit circle. We get almost sure localization for polynomials characterized by Verblunsky coefficients of constant modulus and correlated random phases Mathematics Subject Classification. 82B44, 42C05, 81Q05     

Decay of a thermofield-double state in chaotic quantum systems

Scrambling in interacting quantum systems out of equilibrium is particularly effective in the chaotic regime. Under time evolution, initially localized information is said to be scrambled as it spreads throughout the entire system. This spreading can be analyzed with the spectral form factor, which is defined in terms of the analytic continuation of the partition function. The latter is equivalent to the survival probability of a thermofield double state under unitary dynamics. Using random matrices from the Gaussian unitary ensemble (GUE) as Hamiltonians for the time evolution, we obtain exact analytical expressions at finite N for the survival probability. Numerical simulations of the survival probability with matrices taken from the Gaussian orthogonal ensemble (GOE) are also provided. The GOE is more suitable for our comparison with numerical results obtained with a disordered spin chain with local interactions. Common features between the random matrix and the realistic disordered model in the chaotic regime are identified. The differences that emerge as the spin model approaches a many-body localized phase are also discussed.     

Symmetry Transitions in Random Matrix Theory &; <Emphasis Type="Italic">L</Emphasis>-functions

We compute the moments of the characteristic polynomials of random orthogonal and symplectic matrices, defined by averages with respect to Haar measure on SO(2N) and USp(2N), to leading order as N → ∞, on the unit circle as functions of the angle θ measured from one of the two symmetry points in the eigenvalue spectrum . Our results extend previous formulae that relate just to the symmetry points, i.e. to θ = 0. Local spectral statistics are expected to converge to those of random unitary matrices in the limit as N → ∞ when θ is fixed, and to show a transition from the orthogonal or symplectic to the unitary forms on the scale of the mean eigenvalue spacing: if θ = π y/N they become functions of y in the limit when N → ∞. We verify that this is true for the spectral two-point correlation function, but show that it is not true for the moments of the characteristic polynomials, for which the leading order asymptotic approximation is a function of θ rather than y. Symmetry points therefore influence the moments asymptotically far away on the scale of the mean eigenvalue spacing. We also investigate the moments of the logarithms of the characteristic polynomials in the same context. The moments of the characteristic polynomials of random matrices are conjectured to be related to the moments of families of L-functions. Previously, moments at the symmetry point θ = 0 have been related to the moments of families of L-functions evaluated at the centre of the critical strip. Our results motivate general conjectures for the moments of orthogonal and symplectic families of L-functions evaluated at a fixed height t up the critical line. These conjectures suggest that the symmetry of the non-trivial zeros of the L-functions influences the moments asymptotically far, on the scale of the mean zero spacing, from the centre of the critical strip. We verify that the second moments of real quadratic Dirichlet L-functions and a family of automorphic L-functions are consistent with our conjectures. JPK is supported by an EPSRC Senior Research Fellowship. BEO was supported by an Overseas Research Scholarship and a University of Bristol Research Scholarship.     

Transition curves for the variance of the nearest neighbor spacing distribution for Poisson to Gaussian orthogonal and unitary ensemble transitions

Using an appropriate 2x2 random matrix ensemble, transition curves for the variance of the nearest neighbor spacing distribution are constructed for the Poisson to Gaussian orthogonal and unitary ensemble transitions in terms of an easily identifiable transition parameter.     

Exact Minimum Eigenvalue Distribution of an Entangled Random Pure State

A recent conjecture regarding the average of the minimum eigenvalue of the reduced density matrix of a random complex state is proved. In fact, the full distribution of the minimum eigenvalue is derived exactly for both the cases of a random real and a random complex state. Our results are relevant to the entanglement properties of eigenvectors of the orthogonal and unitary ensembles of random matrix theory and quantum chaotic systems. They also provide a rare exactly solvable case for the distribution of the minimum of a set of N strongly correlated random variables for all values of N (and not just for large N).     

Upper Bounds On Wavepacket Spreading For Random Jacobi Matrices

A method is presented for proving upper bounds on the moments of the position operator when the dynamics of quantum wavepackets is governed by a random (possibly correlated) Jacobi matrix. As an application, one obtains sharp upper bounds on the diffusion exponents for random polymer models, coinciding with the lower bounds obtained in a prior work. The second application is an elementary argument (not using multiscale analysis or the Aizenman-Molchanov method) showing that under the condition of uniformly positive Lyapunov exponents, the moments of the position operator grow at most logarithmically in time.