On the Characteristic Polynomial¶ of a Random Unitary Matrix

We present a range of fluctuation and large deviations results for the logarithm of the characteristic polynomial Z of a random N×N unitary matrix, as N→∞. First we show that , evaluated at a finite set of distinct points, is asymptotically a collection of i.i.d. complex normal random variables. This leads to a refinement of a recent central limit theorem due to Keating and Snaith, and also explains the covariance structure of the eigenvalue counting function. Next we obtain a central limit theorem for ln Z in a Sobolev space of generalised functions on the unit circle. In this limiting regime, lower-order terms which reflect the global covariance structure are no longer negligible and feature in the covariance structure of the limiting Gaussian measure. Large deviations results for ln Z/A, evaluated at a finite set of distinct points, can be obtained for . For higher-order scalings we obtain large deviations results for ln Z/A evaluated at a single point. There is a phase transition at A= ln N (which only applies to negative deviations of the real part) reflecting a switch from global to local conspiracy. Received: 27 June 2000 / Accepted: 30 January 2001     

Condensation of the Roots of Real Random Polynomials on the Real Axis

We introduce a family of real random polynomials of degree n whose coefficients a _k are symmetric independent Gaussian variables with variance , indexed by a real α≥0. We compute exactly the mean number of real roots 〈N _n 〉 for large n. As α is varied, one finds three different phases. First, for 0≤α<1, one finds that . For 1<α<2, there is an intermediate phase where 〈N _n 〉 grows algebraically with a continuously varying exponent, . And finally for α>2, one finds a third phase where 〈N _n 〉∼n. This family of real random polynomials thus exhibits a condensation of their roots on the real line in the sense that, for large n, a finite fraction of their roots 〈N _n 〉/n are real. This condensation occurs via a localization of the real roots around the values , 1≪k≤n.     

Universality at the Edge of the Spectrum¶in Wigner Random Matrices

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit n→+∞. As a corollary, we show that, after proper rescaling, the 1^th, 2^nd, 3^rd, etc. eigenvalues of Wigner random hermitian (resp. real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases. Received: 15 May 1999 / Accepted: 18 May 1999     

Szegő Difference Equations, Transfer Matrices¶and Orthogonal Polynomials on the Unit Circle

We develop the theory of orthogonal polynomials on the unit circle based on the Szegő recurrence relations written in matrix form. The orthogonality measure and C-function arise in exactly the same way as Weyl's function in the Weyl approach to second order linear differential equations on the half-line. The main object under consideration is the transfer matrix which is a key ingredient in the modern theory of one-dimensional Schr?dinger operators (discrete and continuous), and the notion of subordinacy from the Gilbert–Pearson theory. We study the relations between transfer matrices and the structure of orthogonality measures. The theory is illustrated by the Szegő equations with reflection coefficients having bounded variation. Received: 26 February 2001 / Accepted: 28 May 2001     

Recurrence and Transience of Random Walks¶in Random Environments on a Strip

We explain the necessary and sufficient conditions for recurrent and transient behavior of a random walk in a stationary ergodic random environment on a strip in terms of properties of a top Lyapunov exponent. This Lyapunov exponent is defined for a product of a stationary sequence of positive matrices. In the one-dimensional case this approach allows us to treat wider classes of random walks than before. Received: 15 March 2000 / Accepted: 14 April 2000     

Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices

We find the limit of the variance and prove the Central Limit Theorem (CLT) for the matrix elements φ _jk (M), j,k=1,…,n of a regular function φ of the Gaussian matrix M (GOE and GUE) as its size n tends to infinity. We show that unlike the linear eigenvalue statistics Tr φ(M), a traditional object of random matrix theory, whose variance is bounded as n→∞ and the CLT is valid for Tr φ(M)−E{Tr φ(M)}, the variance of φ _jk (M) is O(1/n), and the CLT is valid for . This shows the role of eigenvectors in the forming of the asymptotic regime of various functions (statistics) of random matrices. Our proof is based on the use of the Fourier transform as a basic characteristic function, unlike the Stieltjes transform and moments, used in majority of works of the field. We also comment on the validity of analogous results for other random matrices.     

Hill’s Equation with Random Forcing Parameters: Determination of Growth Rates Through Random Matrices

This paper derives expressions for the growth rates for the random 2×2 matrices that result from solutions to the random Hill’s equation. The parameters that appear in Hill’s equation include the forcing strength q _k and oscillation frequency λ _k . The development of the solutions to this periodic differential equation can be described by a discrete map, where the matrix elements are given by the principal solutions for each cycle. Variations in the (q _k ,λ _k ) lead to matrix elements that vary from cycle to cycle. This paper presents an analysis of the growth rates including cases where all of the cycles are highly unstable, where some cycles are near the stability border, and where the map would be stable in the absence of fluctuations. For all of these regimes, we provide expressions for the growth rates of the matrices that describe the solutions.     

Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices

Consider an N×N hermitian random matrix with independent entries, not necessarily Gaussian, a so-called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, in the limit as N→∞, the same as that of hermitian random matrices from GUE. We prove this conjecture for a certain subclass of hermitian Wigner matrices. Received: 21 June 2000 / Accepted: 26 July 2000     

Random Unitary Matrices, Permutations and Painlevé

This paper is concerned with certain connections between the ensemble of n×n unitary matrices – specifically the characteristic function of the random variable tr(U) – and combinatorics – specifically Ulam's problem concerning the distribution of the length of the longest increasing subsequence in permutation groups – and the appearance of Painlevé functions in the answers to apparently unrelated questions. Among the results is a representation in terms of a Painlevé V function for the characteristic function of tr(U) and (using recent results of Baik, Deift and Johansson) an expression in terms of a Painlevé II function for the limiting distribution of the length of the longest increasing subsequence in the hyperoctahedral groups. Received: 2 December 1998 / Accepted: 12 May 1999     

On Spherically Symmetric Solutions¶of the Compressible Isentropic Navier–Stokes Equations

We prove the global existence of weak solutions to the Cauchy problem for the compressible isentropic Navier–Stokes equations in ℝ ⁿ (n= 2, 3) when the Cauchy data are spherically symmetric. The proof is based on the exploitation of the one-dimensional feature of symmetric solutions and use of a new (multidimensional) property induced by the viscous flux. The present paper extends Lions' existence theorem [15] to the case 1< γ <γ _n for spherically symmetric initial data, where γ is the specific heat ratio in the pressure, γ _n = 3/2 for n= 2 and γ _n = 9/5 for n= 3. Dedicated to Professor Rolf Leis on the occasion of his 70th birthday Received: 17 January 2000 / Accepted: 3 July 2000     

The Lyapunov Exponent of Products of Random 2×2 Matrices Close to the Identity

We study products of arbitrary random real 2×2 matrices that are close to the identity matrix. Using the Iwasawa decomposition of SL(2,?), we identify a continuum regime where the mean values and the covariances of the three Iwasawa parameters are simultaneously small. In this regime, the Lyapunov exponent of the product is shown to assume a scaling form. In the general case, the corresponding scaling function is expressed in terms of Gauss’ hypergeometric function. A number of particular cases are also considered, where the scaling function of the Lyapunov exponent involves other special functions (Airy, Bessel, Whittaker, elliptic). The general solution thus obtained allows us, among other things, to recover in a unified framework many results known previously from exactly solvable models of one-dimensional disordered systems.     

Distribution of Singular Values of Random Band Matrices; Marchenko–Pastur Law and More

We consider the limiting spectral distribution of matrices of the form \(\frac{1}{2b_{n}+1} (R + X)(R + X)^{*}\), where X is an \(n\times n\) band matrix of bandwidth \(b_{n}\) and R is a non random band matrix of bandwidth \(b_{n}\). We show that the Stieltjes transform of ESD of such matrices converges to the Stieltjes transform of a non-random measure. And the limiting Stieltjes transform satisfies an integral equation. For \(R=0\), the integral equation yields the Stieltjes transform of the Marchenko–Pastur law.     

Local Wick Polynomials and Time Ordered Products¶of Quantum Fields in Curved Spacetime

In order to have well defined rules for the perturbative calculation of quantities of interest in an interacting quantum field theory in curved spacetime, it is necessary to construct Wick polynomials and their time ordered products for the noninteracting theory. A construction of these quantities has recently been given by Brunetti, Fredenhagen, and K?hler, and by Brunetti and Fredenhagen, but they did not impose any “locality” or “covariance” condition in their constructions. As a consequence, their construction of time ordered products contained ambiguities involving arbitrary functions of spacetime point rather than arbitrary parameters. In this paper, we construct an “extended Wick polynomial algebra”– large enough to contain the Wick polynomials and their time ordered products – by generalizing a construction of Dütsch and Fredenhagen to curved spacetime. We then define the notion of a local, covariant quantum field, and seek a definition of local Wick polynomials and their time ordered products as local, covariant quantum fields. We introduce a new notion of the scaling behavior of a local, covariant quantum field, and impose scaling requirements on our local Wick polynomials and their time ordered products as well as certain additional requirements – such as commutation relations with the free field and appropriate continuity properties under variations of the spacetime metric. For a given polynomial order in powers of the field, we prove that these conditions uniquely determine the local Wick polynomials and their time ordered products up to a finite number of parameters. (These parameters correspond to the usual renormalization ambiguities occurring in Minkowski spacetime together with additional parameters corresponding to the coupling of the field to curvature.) We also prove existence of local Wick polynomials. However, the issue of existence of local time ordered products is deferred to a future investigation. Received: 27 March 2001 / Accepted: 6 June 2001     

The Absolute Continuity of the Integrated Density¶of States for Magnetic Schrödinger Operators¶with Certain Unbounded Random Potentials

The object of the present study is the integrated density of states of a quantum particle in multi-dimensional Euclidean space which is characterized by a Schr?dinger operator with magnetic field and a random potential which may be unbounded from above and below. In case that the magnetic field is constant and the random potential is ergodic and admits a so-called one-parameter decomposition, we prove the absolute continuity of the integrated density of states and provide explicit upper bounds on its derivative, the density of states. This local Lipschitz continuity of the integrated density of states is derived by establishing a Wegner estimate for finite-volume Schr?dinger operators which holds for rather general magnetic fields and different boundary conditions. Examples of random potentials to which the results apply are certain alloy-type and Gaussian random potentials. Besides we show a diamagnetic inequality for Schr?dinger operators with Neumann boundary conditions. Received: 20 October 2000 / Accepted: 8 March 2001     

Gaussian Random Matrix Models¶for q-deformed Gaussian Variables

We construct a family of random matrix models for the q-deformed Gaussian random variables G _μ=a _μ+a^*_μ, where the annihilation operators a _μ and creation operators $a\gwia_\nu$ fulfill the $q$-deformed commutation relation a _μ a^*_ν−q a^*_ν a _μ=Γ_μν, Γ_μν is the covariance and 0<q<1 is a given number. An important feature of the considered random matrices is that the joint distribution of their entries is Gaussian. Received: 29 March 2000 / Accepted: 1 August 2000     

Random Homogenization and Singular Perturbations¶in Perforated Domains

The paper considers the singularly perturbed Dirichlet problem −ɛΔu ^ɛ+u ^ɛ=f in a randomly perforated domain Ω^ɛ, which is obtained from a bounded open set Ω in R ^N after removing many holes of size ɛ ^q . The perforated domain is described in terms of an ergodic dynamical system acting on a probability space. Imposing certain conditions on the domain, the behaviour of u ^ɛ when ɛ→ 0 in Lebesgue spaces L ⁿ (Ω) is studied. Test functions together with the Birkhoff ergodic theorem are the main tools of analysis. The Poisson distribution of holes of size ɛ ^p with the intensity λɛ^{− r} is then considered. The above results apply in some cases; other cases are treated by the Wiener sausage approach. Received: 15 December 1999 / Accepted: 14 April 2000     

Bootstrap Multiscale Analysis and Localization¶in Random Media

We introduce an enhanced multiscale analysis that yields subexponentially decaying probabilities for bad events. For quantum and classical waves in random media, we obtain exponential decay for the resolvent of the corresponding random operators in boxes of side L with probability higher than 1 − e ^{− L ζ}, for any 0<ζ<1. The starting hypothesis for the enhanced multiscale analysis only requires the verification of polynomial decay of the finite volume resolvent, at some sufficiently large scale, with probability bigger than 1 − (d is the dimension). Note that from the same starting hypothesis we get conclusions that are valid for any 0 < ζ < 1. This is achieved by the repeated use of a bootstrap argument. As an application, we use a generalized eigenfunction expansion to obtain strong dynamical localization of any order in the Hilbert–Schmidt norm, and better estimates on the behavior of the eigenfunctions. Received: 29 November 2000 / Accepted: 21 June 2001     

Boundary Layer Stability¶in Real Vanishing Viscosity Limit

In the previous paper [20], an Evans function machinery for the study of boundary layer stability was developed. There, the analysis was restricted to strongly parabolic perturbations, that is to an approximation of the form u _t +(F(u)) _x =ν(B(u)u _x ) _x $ (ν≪1) with an “elliptic” matrix B. However, real models, like the Navier–Stokes approximation of the Euler equations for a gas flow, involve incompletely parabolic perturbations: B is not invertible in general. We first adapt the Evans function to this realistic framework, assuming that the boundary is not characteristic, neither for the hyperbolic first order system u _t +(F(u)) _x = 0, nor for the perturbed system. We then apply it to the various kinds of boundary layers for a gas flow. We exhibit some examples of unstable boundary layers for a perfect gas, when the viscosity dominates heat conductivity. Received: 27 November 2000/ Accepted: 16 March 2001     

Resonances Near the Real Axis¶for Transparent Obstacles

The purpose of this paper is to study the resonances for the transmission problem for a strictly convex obstacle in R ⁿ n≥ 2. If the speed of propagation in the interior of the body is strictly less than that in the exterior, we obtain an infinite sequence of resonances tending rapidly to the real axis. These resonances are associated with a quasimode for the transmission problem. The main ingredient of the paper is the construction of a quasimode the frequency support of which coincides with the corresponding gliding manifold . To do this we first find a global symplectic normal form for pairs of glancing hypersurfaces in a neighborhood of and then we separate the variables microlocally near the whole glancing manifold . Received: 27 January 1999 / Accepted: 27 April 1999