Transitive ensembles of random matrices related to orthogonal polynomials

Transitive correlations of eigenvalues for random matrix ensembles intermediate between real symmetric and hermitian, self-dual quaternion and hermitian, and antisymmetric and hermitian are studied. Expressions for exact n-point correlation functions are obtained for random matrix ensembles related to general orthogonal polynomials. The asymptotic formulas in the limit of large matrix dimension are evaluated at the spectrum edges for the ensembles related to the Legendre polynomials. The results interpolate known asymptotic formulas for random matrix eigenvalues.     

Correlations for parameter— dependent random matrices

Correlations for parameter-dependent Gaussian random matrices, intermediate between symmetric and Hermitian and antisymmetric Hermitian and Hermitian, are calculated. The (dynamical) density-density correlation between eigenvalues at different values of the parameter is calculated for the symmetric to Hermitian transition and the scaledN→∞ limit is computed. For the antisymmetric Hermitian to Hermitian transition the equal-parametern-point distribution function is calculated and the scaled limit computed. A circular version of the antisymmetric Hermitian to Hermitian transition is formulated. In the thermodynamic limit the equal-parameter distribution function is shown to coincide with the scaled-limit expression of this distribution for the Gaussian antisymmetric Hermitian to Hermitian transition. Furthermore, the thermodynamic limit of the corresponding density-density correlation is computed. The results for the correlations are illustrated by comparison with empirical correlations calculated from numerical data obtained from computer-generated Gaussian random matrices.     

Vicious random walkers and a discretization of Gaussian random matrix ensembles

The vicious random walker problem on a one-dimensional lattice is considered. Many walkers take simultaneous steps on the lattice and the configurations in which two of them arrive at the same site are prohibited. It is known that the probability distribution of N walkers after M steps can be written in a determinant form. Using an integration technique borrowed from the theory of random matrices, we show that arbitrary kth order correlation functions of the walkers can be expressed as quaternion determinants whose elements are compactly expressed in terms of symmetric Hahn polynomials.     

Correlations of RMT characteristic polynomials and integrability: Hermitean matrices

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general theory of τ functions, we (i) identify a zoo of hierarchical relations satisfied by τ functions in an abstract infinite-dimensional space and (ii) present a technology to translate these relations into hierarchically structured nonlinear differential equations describing the correlation functions of characteristic polynomials in the physical, spectral space. Implications of this formalism for fermionic, bosonic, and supersymmetric variations of zero-dimensional replica field theories are discussed at length. A particular emphasis is placed on the phenomenon of fermionic-bosonic factorisation of random-matrix-theory correlation functions.     

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.     

Distribution of roots of random real generalized polynomials

The average density of zeros for monic generalized polynomials, , with real holomorphic ,f _k and real Gaussian coefficients is expressed in terms of correlation functions of the values of the polynomial and its derivative. We obtain compact expressions for both the regular component (generated by the complex roots) and the singular one (real roots) of the average density of roots. The density of the regular component goes to zero in the vicinity of the real axis like |lmz|. We present the low- and high-disorder asymptotic behaviors. Then we particularize to the large-n limit of the average density of complex roots of monic algebraic polynomials of the form with real independent, identically distributed Gaussian coefficients having zero mean and dispersion . The average density tends to a simple,universal function of =2nlog|z| and in the domain coth(/2)n|sin arg(z)|, where nearly all the roots are located for largen.     

Particle diagrams and statistics of many-body random potentials

We present a method using Feynman-like diagrams to calculate the statistical properties of random many-body potentials. This method provides a promising alternative to existing techniques typically applied to this class of problems, such as the method of supersymmetry and the eigenvector expansion technique pioneered in Benet et al. (2001). We use it here to calculate the fourth, sixth and eighth moments of the average level density for systems with m$m$ bosons or fermions that interact through a random k$k$-body Hermitian potential (k≤m$k\le m$); the ensemble of such potentials with a Gaussian weight is known as the embedded Gaussian Unitary Ensemble   (eGUE) (Mon and French, 1975). Our results apply in the limit where the number l$l$ of available single-particle states is taken to infinity. A key advantage of the method is that it provides an efficient way to identify only those expressions which will stay relevant in this limit. It also provides a general argument for why these terms have to be the same for bosons and fermions. The moments are obtained as sums over ratios of binomial expressions, with a transition from moments associated to a semi-circular level density for m<2k$m<2k$ to Gaussian moments in the dilute limit k?m?l$k?m?l$. Regarding the form of this transition, we see that as m$m$ is increased, more and more diagrams become relevant, with new contributions starting from each of the points m=2k,3k,…,nk$m=2k,3k,\dots ,nk$ for the 2n$2n$th moment.     

Approximate time-optimal control of quantum ensembles based on sampling and learning

For a general quantum ensemble with Hamiltonian fluctuations, this paper proposes a sampling-based two-stage approximate time-optimal control algorithm with momentum terms and achieves a high-fidelity state transition of all member systems to a common target state within an approximate minimum time. The fidelity and the control time are respectively optimized in the two stages. In particular, the introduction of momentum terms greatly improves the convergence rate of the algorithm. Simulation experiments on a two-level quantum ensemble verify the effectiveness of the proposed algorithm.     

The asymptotic behavior of a random walk on a dual-medium lattice

This paper considers the asymptotic distribution for the horizontal displacement of a random walk in a medium represented by a two-dimensional lattice, whose transitions are to nearest-neighbor sites, are symmetric in the horizontal and vertical directions, and depend on the column currently occupied. On either side of a change-point in the medium, the transition probabilities are assumed to obey an asymptotic density condition. The displacement, when suitably normalized, converges to a diffusion process of oscillating Brownian motion type. Various special cases are discussed.     

Brownian motion of a classical particle in quantum environment

The Klein–Kramers equation, governing the Brownian motion of a classical particle in a quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large friction the corresponding Smoluchowski equation is obtained. Introducing the Bohm quantum potential, this Smoluchowski equation is extended to describe the Brownian motion of a quantum particle in quantum environment.     

Vicious random walkers in the limit of a large number of walkers

The vicious random walker problem on a line is studied in the limit of a large number of walkers. The multidimensional integral representing the probability that thep walkers will survive a timet (denotedP _t ^(p) ) is shown to be analogous to the partition function of a particular one-component Coulomb gas. By assuming the existence of the thermodynamic limit for the Coulomb gas, one can deduce asymptotic formulas forP _t ^(p) in the large-p, large-t limit. A straightforward analysis gives rigorous asymptotic formulas for the probability that after a timet the walkers are in their initial configuration (this event is termed a reunion). Consequently, asymptotic formulas for the conditional probability of a reunion, given that all walkers survive, are derived. Also, an asymptotic formula for the conditional probability density that any walker will arrive at a particular point in timet, given that allp walkers survive, is calculated in the limittp.     

On the asymptotic behavior of random walks on an anisotropic lattice

A random walk on a two-dimensional lattice with homogeneous rows and inhomogeneous columns, which could serve as a model for the study of some transport phemonema, is discussed. Subject to an asymptotic density condition on the columns it is shown that the horizontal motion of the walk is asymptotically like that of rescaled Brownian motion. Various consequences of this are derived including central limit, iterated logarithm, and mean square displacement results for the horizontal component of the walk.     

Statistical properties of Lyapunov exponents and of quantum conductance of random systems in the regime of hopping transport

The statistics of the zero-temperature conductance and the Lyapunov exponents of one-, two- and three-dimensional disordered systems in the regime of strong localization is studied numerically. In one dimension, the origin of the universality of the moments of the conductance is explained. The relation between the most probable value of the conductance and its configurational average is discussed. The relative fluctuations of the conductance (and of the resistance) are shown to grow exponentially with the system length. In higher dimensions the conductance is almost entirely determined by the smallest of the Lyapunov exponents. The statistics of the conductance is therefore the same as in the one dimensional case. A model is proposed for the treatment of the fluctuations in hopping transport at finite temperatures. An exponential dependence of the relative fluctuations of the conductance/resistance on the temperature is predicted, log (δg/g) ∞ T^?a with α = 1/(d+1). It is concluded that the presently available experimental data on the temperature dependence of the conductance fluctuations in the hopping regime can be understood by replacing the system size in the zerotemperature result for the fluctuations of the conductance by the hopping length.     

Geometry of random sequential adsorption

By sequentially adding line segments to a line or disks to a surface at random positions without overlaps, we obtain configurations of the one- and two-dimensional random sequential adsorption (RSA) problem. We have simulated the one- and two-dimensional problem with periodic boundary condition. The one-dimensional simulations are compared with the exact analytical solutions to give an estimate of the accuracy of the simulation. In two dimensions the geometrical properties of the RSA configuration are discussed and in addition known results of the RSA process are reproduced. Various statistical distributions of the Voronoi-Dirichlet (VD) network corresponding to the RSA disk configuration are analyzed. In order to characterize pores in the RSA configuration, we introduce circular holes. There is a direct correspondence between vertices of the VD network and these holes, and also between direct/indirect geometrical neighbors and these holes. The hole size distribution is found to be a parabola. We also find general relations that connect the asymptotic behavior of the surface coverage, the correlation function, and the hole size distribution.     

Statistical properties of the periodic Lorentz gas. Multidimensional case

In 1981 Bunimovich and Sinai established the statistical properties of the planar periodic Lorentz gas with finite horizon. Our aim is to extend their theory to the multidimensional Lorentz gas. In that case the Markov partitions of the Bunimovich-Sinai type, the main tool of their theory, are not available. We use a crude approximation to such partitions, which we call Markov sieves. Their construction in many dimensions is essentially different from that in two dimensions; it requires more routine calculations and intricate arguments. We try to avoid technical details and outline the construction of the Markov sieves in mostly qualitative, heuristic terms, hoping to carry out our plan in full detail elsewhere. Modulo that construction, our proofs are conclusive. In the end, we obtain a stretched-exponential bound for the decay of correlations, the central limit theorem, and Donsker's Invariance Principle for multidimensional periodic Lorentz gases with finite horizon.     

Nearest-neighbour spacing distributions of the β-Hermite ensemble of random matrices

The evolution with β of the distributions of the spacing ‘s’ between nearest-neighbour levels of unfolded spectra of random matrices from the β-Hermite ensemble (β-HE) is investigated by Monte Carlo simulations. The random matrices from the β-HE are real symmetric and tridiagonal where β, which can take any positive value, is the reciprocal of the temperature in the classical electrostatic interpretation of eigenvalues. The distribution of eigenvalues coincide with those of the three classical Gaussian ensembles for β=1, 2, 4. The use of the β-HE ensemble results in an incomparable speed up and efficiency of numerical simulations of all spectral characteristics of large random matrices. Generalized gamma distributions are shown to be excellent approximations of the nearest-neighbor spacing (NNS) distributions for any β while being still simple. They account both for the level repulsion in ∼s^β when s→0 and for the whole shape of the NNS distributions in the range of ‘s’ which is accessible to experiment or to most numerical simulations. The exact NNS distribution of the GOE (β=1) is in particular significantly better described by a generalized gamma distribution than it is by the Wigner surmise while the best generalized gamma approximation coincides essentially with the Wigner surmise for β>∼2. They describe too the evolution of the level repulsion between that of a Poisson distribution and that of a GOE distribution when β increases from 0 to 1. The distribution of ln (s), related to the electrostatic interaction energy between neighbouring charges, is accordingly well approximated by a generalized Gumbel distribution for any β?0. The distributions of the minimum NN spacing between eigenvalues of matrices from the β-HE, obtained both from as-calculated eigenvalues and from unfolded eigenvalues are Brody distributions which are classically used to characterize the spectral fluctuations of various physical systems.     

One-dimensional non-relativistic and relativistic Brownian motions: a microscopic collision model

We study a simple microscopic model for the one-dimensional stochastic motion of a (non-)relativistic Brownian particle, embedded into a heat bath consisting of (non-)relativistic particles. The stationary momentum distributions are identified self-consistently (for both Brownian and heat bath particles) by means of two coupled integral criteria. The latter follow directly from the kinematic conservation laws for the microscopic collision processes, provided one additionally assumes probabilistic independence of the initial momenta. It is shown that, in the non-relativistic case, the integral criteria do correctly identify the Maxwellian momentum distributions as stationary (invariant) solutions. Subsequently, we apply the same criteria to the relativistic case. Surprisingly, we find here that the stationary momentum distributions differ slightly from the standard Jüttner distribution by an additional prefactor proportional to the inverse relativistic kinetic energy.     

Application of integral transforms to a description of the Brownian motion by a non-Markovian random process

The one-dimensional Brownian motion and the Brownian motion of a spherical particle in an infinite medium are described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. A harmonic oscillator in a viscous medium is also considered within the framework of the examined model. It is demonstrated that for rheological models, random dynamic processes are also non-Markovian in character. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 66–74, February, 2009.     

Solvable isotherms for a two-component system of charged rods on a line

The Coulomb system consisting of an equal number of positive and negative charged rods confined to a one-dimensional lattice is studied. The grand partition function can be calculated exactly at two values of the coupling constant=q ²/k _B T (q denoting the magnitude of the charges). The exact results lead to the conjecture that in the complex scaled fugacity plane, all the zeros of the grand partition function lie on the negative real axis for<2, on the point=–1 for=2, and on the unit circle for>2. In addition, for>4, we conjecture in general and prove at=4 that the zeros pinch the real axis in the thermodynamic limit, with an essential singularity in the pressure at the reduced density 1/2.