Limit Correlation Functions for Fixed Trace Random Matrix Ensembles

Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace or the Hilbert-Schmidt ensemble. These universal limits have been proved before for determinantal Hermitian matrix ensembles and for some special classes of the Wigner random matrices. Research supported by Sonderforschungsbereich 701 “Spektrale Strukturen und Topologische Methoden in der Mathematik”. Research supported by Sonderforschungsbereich 701 “Spektrale Strukturen und Topologische Methoden in der Mathematik,” and grants RFBR-05-01-00911, DFG-RFBR-04-01-04000, and NS-638.2008.1.     

The Ginibre Ensemble of Real Random Matrices and its Scaling Limits

We give a closed form for the correlation functions of ensembles of a class of asymmetric real matrices in terms of the Pfaffian of an antisymmetric matrix formed from a 2 × 2 matrix kernel associated to the ensemble. We apply this result to the real Ginibre ensemble and compute the bulk and edge scaling limits of its correlation functions as the size of the matrices becomes large.     

Large deviations of extreme eigenvalues of random matrices

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary, and symplectic ensembles. In particular, we show that the probability that all the eigenvalues of an (N x N) random matrix are positive (negative) decreases for large N as approximately exp[-betatheta(0)N2] where the parameter beta characterizes the ensemble and the exponent theta(0)=(ln3)/4=0.274 653... is universal. We also calculate exactly the average density of states in matrices whose eigenvalues are restricted to be larger than a fixed number zeta, thus generalizing the celebrated Wigner semicircle law. The density of states generically exhibits an inverse square-root singularity at zeta.     

Invariant Measures for Passive Scalars in the Small Noise Inviscid Limit

We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian random matrices, which is equivalent to a coupling of the two factors via an Itzykson-Zuber term. We prove that the squared singular values of such a product form a biorthogonal ensemble and establish its exact solvability. The parameter dependence allows us to interpolate between the singular value statistics of the Laguerre ensemble and that of the product of two independent complex Ginibre ensembles which are both known. We give exact formulae for the correlation kernel in terms of a complex double contour integral, suitable for the subsequent asymptotic analysis. In particular, we derive a Christoffel–Darboux type formula for the correlation kernel, based on a five term recurrence relation for our biorthogonal functions. It enables us to find its scaling limit at the origin representing a hard edge. The resulting limiting kernel coincides with the universal Meijer G-kernel found by several authors in different ensembles. We show that the central limit theorem holds for the linear statistics of the singular values and give the limiting variance explicitly.     

Statistical properties of many-particle spectra: III. Ergodic behavior in random-matrix ensembles

The ergodic problem is defined for random-matrix ensembles and some conditions for ergodicity given. Ergodic properties are demonstrated for the orthogonal, unitary and symplectic cases of the Gaussian and circular ensembles, and also for the Poisson ensemble. The one-point measures, viz., the eigenvalue density, the number statistic and the k'thnearest-neighbor spacings are shown to be ergodic and the ensemble variances of the corresponding spectral averages are explicitly calculated. It is moreover shown, by using Dyson's cluster functions, that all the k-point correlation functions are themselves ergodic as are therefore the fluctuation measures which follow from them. It is proved also that the local fluctuation properties of the Gaussian ensembles are stationary over the spectrum.     

Effects of spin interactions in disordered electronic systems: Loop expansions and exact relations among local gauge invariant models

Spindependent ensembles for disordered electronic systems are examined in the region of extended states. We derive relations between spindependent and previously studied spinless ensembles. We prove that these relations are valid in all orders of a graph theory, on the basis of which we propose them to be exact. These exact relations and supplementary two loop order calculations in 2+ dimensions are used to reveal the existence of universality classes for the critical behaviour at the mobility edges. The mobility edge behaviour of a spindependent ensemble with real (random) hopping agrees with that of the spinless phase invariant ensemble except for a crossover to the real matrix ensemble in the limit of vanishing spinflip amplitudes. Anomalous properties in the band center are also discussed. We derive a transformation which maps arbitrary correlation functions of a complex spindependent ensemble into those of the real matrix ensemble. This relation implies the absence of a mobility edge for the complex spindependent ensemble within the validity region of the theory.     

Statistical theory of energy levels and random matrices in physics

In this paper the physical aspects of the statistical theory of the energy levels of complex physical systems and their relation to the mathematical theory of random matrices are discussed. After a preliminary introduction we summarize the symmetry properties of physical systems. Different kinds of ensembles are then discussed. This includes the Gaussian, orthogonal, and unitary ensembles. The problem of eigenvalue-eigenvector distributions of the Gaussian ensemble is then discussed, followed by a discussion on the distribution of the widths. In the appendices we discuss the symplectic group and quaternions, and the Gaussian ensemble in detail.     

Gaussian Fluctuation for the Number of Particles in Airy, Bessel, Sine, and Other Determinantal Random Point Fields

We prove the Central Limit Theorem (CLT) for the number of eigenvalues near the spectrum edge for certain Hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point fields with determinantal correlation functions. As another corollary of the Costin–Lebowitz Theorem we prove the CLT for the empirical distribution function of the eigenvalues of random matrices from classical compact groups.     

The Generalized Canonical Ensemble and Its Universal Equivalence with the Microcanonical Ensemble

This paper shows for a general class of statistical mechanical models that when the microcanonical and canonical ensembles are nonequivalent on a subset of values of the energy, there often exists a generalized canonical ensemble that satisfies a strong form of equivalence with the microcanonical ensemble that we call universal equivalence. The generalized canonical ensemble that we consider is obtained from the standard canonical ensemble by adding an exponential factor involving a continuous function g of the Hamiltonian. For example, if the microcanonical entropy is C², then universal equivalence of ensembles holds with g taken from a class of quadratic functions, giving rise to a generalized canonical ensemble known in the literature as the Gaussian ensemble. This use of functions g to obtain ensemble equivalence is a counterpart to the use of penalty functions and augmented Lagrangians in global optimization. linebreak Generalizing the paper by Ellis et al. [J. Stat. Phys. 101:999–1064 (2000)], we analyze the equivalence of the microcanonical and generalized canonical ensembles both at the level of equilibrium macrostates and at the thermodynamic level. A neat but not quite precise statement of one of our main results is that the microcanonical and generalized canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the generalized microcanonical entropy s–g is concave. This generalizes the work of Ellis et al., who basically proved that the microcanonical and canonical ensembles are equivalent at the level of equilibrium macrostates if and only if they are equivalent at the thermodynamic level, which is the case if and only if the microcanonical entropy s is concave.     

Spectral Properties of the k-Body Embedded Gaussian Ensembles of Random Matrices for Bosons

We consider m spinless Bosons distributed over l degenerate single-particle states and interacting through a k-body random interaction with Gaussian probability distribution (the Bosonic embedded k-body ensembles). We address the cases of orthogonal and unitary symmetry in the limit of infinite matrix dimension, attained either as l→∞ or as m→∞. We derive an eigenvalue expansion for the second moment of the many-body matrix elements of these ensembles. Using properties of this expansion, the supersymmetry technique, and the binary correlation method, we show that in the limit l→∞ the ensembles have nearly the same spectral properties as the corresponding Fermionic embedded ensembles. Novel features specific for Bosons arise in the dense limit defined as m→∞ with both k and l fixed. Here we show that the ensemble is not ergodic and that the spectral fluctuations are not of Wigner-Dyson type. We present numerical results for the dense limit using both ensemble unfolding and spectral unfolding. These differ strongly, demonstrating the lack of ergodicity of the ensemble. Spectral unfolding shows a strong tendency toward picket-fence-type spectra. Certain eigenfunctions of individual realizations of the ensemble display Fock-space localization.     

Transition from Poisson to circular unitary ensemble

Transitions to universality classes of random matrix ensembles have been useful in the study of weakly-broken symmetries in quantum chaotic systems. Transitions involving Poisson as the initial ensemble have been particularly interesting. The exact two-point correlation function was derived by one of the present authors for the Poisson to circular unitary ensemble (CUE) transition with uniform initial density. This is given in terms of a rescaled symmetry breaking parameter Λ. The same result was obtained for Poisson to Gaussian unitary ensemble (GUE) transition by Kunz and Shapiro, using the contour-integral method of Brezin and Hikami. We show that their method is applicable to Poisson to CUE transition with arbitrary initial density. Their method is also applicable to the more general ℓCUE to CUE transition where ℓCUE refers to the superposition of ℓ independent CUE spectra in arbitrary ratio.     

Edge Universality for Orthogonal Ensembles of Random Matrices

We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of Shcherbina (Commun. Math. Phys. 285, 957–974, 2009) on the representation of the reproducing matrix kernels of orthogonal ensembles in terms of scalar reproducing kernel of corresponding unitary ensemble.     

Spectral Statistics of Erdős-Rényi Graphs II: Eigenvalue Spacing and the Extreme Eigenvalues

We consider the ensemble of adjacency matrices of Erd?s-Rényi random graphs, i.e. graphs on N vertices where every edge is chosen independently and with probability p ≡ p(N). We rescale the matrix so that its bulk eigenvalues are of order one. Under the assumption \({p N \gg N^{2/3}}\), we prove the universality of eigenvalue distributions both in the bulk and at the edge of the spectrum. More precisely, we prove (1) that the eigenvalue spacing of the Erd?s-Rényi graph in the bulk of the spectrum has the same distribution as that of the Gaussian orthogonal ensemble; and (2) that the second largest eigenvalue of the Erd?s-Rényi graph has the same distribution as the largest eigenvalue of the Gaussian orthogonal ensemble. As an application of our method, we prove the bulk universality of generalized Wigner matrices under the assumption that the matrix entries have at least 4 + ε moments.     

A universal scaling theory for complexity of analog computation

We discuss the computational complexity of solving linear programming problems by means of an analog computer. The latter is modeled by a dynamical system which converges to the optimal vertex solution. We analyze various probability ensembles of linear programming problems. For each one of these we obtain numerically the probability distribution functions of certain quantities which measure the complexity. Remarkably, in the asymptotic limit of very large problems, each of these probability distribution functions reduces to a universal scaling function, depending on a single scaling variable and independent of the details of its parent probability ensemble. These functions are reminiscent of the scaling functions familiar in the theory of phase transitions. The results reported here extend analytical and numerical results obtained recently for the Gaussian ensemble.     

On the Local Equivalence Between the Canonical and the Microcanonical Ensembles for Quantum Spin Systems

We study a quantum spin system on the d-dimensional hypercubic lattice \(\Lambda \) with \(N=L^d\) sites with periodic boundary conditions. We take an arbitrary translation invariant short-ranged Hamiltonian. For this system, we consider both the canonical ensemble with inverse temperature \(\beta _0\) and the microcanonical ensemble with the corresponding energy \(U_N(\beta _0)\). For an arbitrary self-adjoint operator \(\hat{A}\) whose support is contained in a hypercubic block B inside \(\Lambda \), we prove that the expectation values of \(\hat{A}\) with respect to these two ensembles are close to each other for large N provided that \(\beta _0\) is sufficiently small and the number of sites in B is \(o(N^{1/2})\). This establishes the equivalence of ensembles on the level of local states in a large but finite system. The result is essentially that of Brandao and Cramer (here restricted to the case of the canonical and the microcanonical ensembles), but we prove improved estimates in an elementary manner. We also review and prove standard results on the thermodynamic limits of thermodynamic functions and the equivalence of ensembles in terms of thermodynamic functions. The present paper assumes only elementary knowledge on quantum statistical mechanics and quantum spin systems.     

On orthogonal and symplectic matrix ensembles

The focus of this paper is on the probability,E (O;J), that a setJ consisting of a finite union of intervals contains no eigenvalues for the finiteN Gaussian Orthogonal (=1) and Gaussian Symplectic (=4) Ensembles and their respective scaling limits both in the bulk and at the edge of the spectrum. We show how these probabilities can be expressed in terms of quantities arising in the corresponding unitary (=2) ensembles. Our most explicit new results concern the distribution of the largest eigenvalue in each of these ensembles. In the edge scaling limit we show that these largest eigenvalue distributions are given in terms of a particular Painlevé II function.     

Universality for Orthogonal and Symplectic Laguerre-Type Ensembles

We give a proof of the Universality Conjecture for orthogonal (β=1) and symplectic (β=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K _{n, β}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (β=2) Laguerre-type ensembles have been proved by the fourth author in Ref. 23. The varying weight case at the hard spectral edge was analyzed in Ref. 13 for β=2: In this paper we do not consider varying weights. Our proof follows closely the work of the first two authors who showed in Refs. 7, 8 analogous results for Hermite-type ensembles. As in Refs. 7, 8 we use the version of the orthogonal polynomial method presented in Refs. 22, 25, to analyze the local eigenvalue statistics. The necessary asymptotic information on the Laguerre-type orthogonal polynomials is taken from Ref. 23.     

Uniform upper bounds (and thermodynamic limit) for the correlation functions of symmetric coulomb-type systems

Uniform upper bounds are proven for the correlation functions in the strictly charge-neutral canonical and grand canonical ensembles for charge-symmetric two-component systems. For the grand canonical ensemble the increase of the correlation functions along the thermodynamic-limit sequence is shown as well, implying the existence of the states. The particles have bounded pair interactions of positive type. Both classical and quantum systems with Boltzmann statistics are considered. Coulomb systems with regularized interactions are included as a special case.     

Finite element distributions in statistical theory of energy levels in quantum systems

The probability density functions of the three-point finite elements of the three adjacent energy levels for the three-level quantum system are introduced as a supplementary characteristics of quantum chaos. The three-level quantum system is studied. The probability density functions of the second difference and asymmetrical three-point first finite element are computed for the three-dimensional Gaussian orthogonal ensemble GOE(3), the three-dimensional Gaussian unitary ensemble GUE(3), the three-dimensional Gaussian symplectic ensemble GSE(3), as well as for the Poisson ensemble PE.