The Interpolating Airy Kernels for the \beta =1 and \beta =4 Elliptic Ginibre Ensembles

We consider two families of non-Hermitian Gaussian random matrices, namely the elliptic Ginibre ensembles of asymmetric $N$ -by- $N$ matrices with Dyson index $\beta =1$ (real elements) and with $\beta =4$ (quaternion-real elements). Both ensembles have already been solved for finite $N$ using the method of skew-orthogonal polynomials, given for these particular ensembles in terms of Hermite polynomials in the complex plane. In this paper we investigate the microscopic weakly non-Hermitian large- $N$ limit of each ensemble in the vicinity of the largest or smallest real eigenvalue. Specifically, we derive the limiting matrix-kernels for each case, from which all the eigenvalue correlation functions can be determined. We call these new kernels the “interpolating” Airy kernels, since we can recover—as opposing limiting cases—not only the well-known Airy kernels for the Hermitian ensembles, but also the complementary error function and Poisson kernels for the maximally non-Hermitian ensembles at the edge of the spectrum. Together with the known interpolating Airy kernel for $\beta =2$ , which we rederive here as well, this completes the analysis of all three elliptic Ginibre ensembles in the microscopic scaling limit at the spectral edge.     

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.     

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.     

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.     

Eigenvalue Distribution in the Self-Dual Non-Hermitian Ensemble

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation functions numerically. Although no evidence of non-monotonicity is found in the real space correlation function, a definite shoulder is found. On the analytical side, we discuss the relationship between this ensemble and the β=4 two-dimensional one-component plasma, and also argue that this ensemble, combined with other ensembles, exhausts the possible universality classes in non-hermitian random matrix theory. This argument is based on combining the method of hermitization of Feinberg and Zee with Zirnbauer's classification of ensembles in terms of symmetric spaces.     

A Real Quaternion Spherical Ensemble of Random Matrices

One can identify a tripartite classification of random matrix ensembles into geometrical universality classes corresponding to the plane, the sphere and the anti-sphere. The plane is identified with Ginibre-type (iid) matrices and the anti-sphere with truncations of unitary matrices. This paper focusses on an ensemble corresponding to the sphere: matrices of the form Y=A ^?1 B, where A and B are independent N×N matrices with iid standard Gaussian real quaternion entries. By applying techniques similar to those used for the analogous complex and real spherical ensembles, the eigenvalue joint probability density function and correlation functions are calculated. This completes the exploration of spherical matrices using the traditional Dyson indices β=1,2,4. We find that the eigenvalue density (after stereographic projection onto the sphere) has a depletion of eigenvalues along a ring corresponding to the real axis, with reflective symmetry about this ring. However, in the limit of large matrix dimension, this eigenvalue density approaches that of the corresponding complex ensemble, a density which is uniform on the sphere. This result is in keeping with the spherical law (analogous to the circular law for iid matrices), which states that for matrices having the spherical structure Y=A ^?1 B, where A and B are independent, iid matrices the (stereographically projected) eigenvalue density tends to uniformity on the sphere.     

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.     

Spinless Matter in Transposed-Equi-Affine Theory of Gravity

We derive and discuss the equations of motion for spinless matter: relativistic spinless scalar fields, particles and fluids in the model of gravity recently proposed by A. Saa with covariantly constant volume with respect to the transposed connection in Einstein-Cartan spaces. A new interpretation of this theory as a theory with variable Planck constant is suggested. We show that the consistency of the semiclassical limit of the wave equation and classical motion dictates a new definite universal interaction of torsion with massive fields.     

Distribution of complex eigenvalues for symplectic ensembles of non-Hermitian matrices

A symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix σ-model. The zero-dimensional version of this model corresponds to a symplectic ensemble of weakly non-Hermitian matrices. We derive analytically an explicit expression for the density of complex eigenvalues. This function proves to differ qualitatively from those known for the unitary and orthogonal ensembles. In contrast to these cases, a depletion of the eigenvalues occurs near the real axis. The result about the depletion is in agreement with a previous numerical study performed for QCD models.     

Absence of hyperscaling violations for phase transitions with positive specific heat exponent

Finite size scaling theory and hyperscaling are analyzed in the ensemble limit which differs from the finite size scaling limit. Different scaling limits are discussed. Hyperscaling relations are related to the identification of thermodynamics as the infinite volume limit of statistical mechanics. This identification combined with finite ensemble scaling leads to the conclusion that hyperscaling relations cannot be violated for phase transitions with strictly positive specific heat exponent. The ensemble limit allows to derive analytical expressions for the universal part of the finite size scaling functions at the critical point. The analytical expressions are given in terms of generalH-functions, scaling dimensions and a new universal shape parameter. The universal shape parameter is found to characterize the type of boundary conditions, symmetry and other universal influences on critical behaviour. The critical finite size scaling functions for the order parameter distribution are evaluated numerically for the cases =3, =5 and =15 where is the equation of state exponent. Using a tentative assignment of periodic boundary conditions to the universal shape parameter yields good agreement between the analytical prediction and Monte-Carlo simulations for the two dimensional Ising model. Analytical expressions for critical amplitude ratios are derived in terms of critical exponents and the universal shape parameters. The paper offers an explanation for the numerical discrepancies and the pathological behaviour of the renormalized coupling constant in mean field theory. Low order moment ratios of difference variables are proposed and calculated which are independent of boundary conditions, and allow to extract estimates for a critical exponent.     

Singularity Dominated Strong Fluctuations for Some Random Matrix Averages

The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval (0,1) of the real line respectively. The averaged value of the modulus of the corresponding characteristic polynomial raised to the power 2 diverges, for 2 –1, at points approaching the eigenvalue support. Using the theory of generalized hypergeometric functions based on Jack polynomials, the functional form of the leading asymptotic behaviour is established rigorously. In the circular ensemble case this confirms a conjecture of Berry and Keating.     

On the meaning of the canonical ensemble

Thermal equilibrium between (quantum) systems is taken to mean stability for the combined system. Necessary and sufficient conditions for such stability are found and used to show that any system in equilibrium with suitably complex second system (heat bath) will be characterized by a canonical ensemble. Thus the notion of temperature is derived directly from that of equilibrium, without, for example, recourse to microcanonical ensembles or information theory. Discussed briefly are the generalization of these results to grand canonical ensembles and their application to the equilibrium between a black hole and the surrounding radiation field.     

Equilibrium ensemble approach to disordered systems I: general theory,exact results

An outline of Morita? equilibrium ensemble approach to disordered systems is given, and hitherto unnoticed relations to other, more conventional approaches in the theory of disordered systems are pointed out. It is demonstrated to constitute a generalization of the idea of grand ensembles and to be intimately related also to conventional low-concentration expansions as well as to perturbation expansions about ordered reference systems. Moreover, we draw attention to the variational content of the equilibrium ensemble formulation. A number of exact results are presented, among them general solutions for site- and bond- diluted systems in one dimension, both for uncorelated, and for correlated disorder.     

Electrons in disordered systems. Scaling near the mobility edge

Renormalization group arguments are applied to an ensemble of disordered electronic systems (without electron-electron interaction). The renormalization group procedure consists of a sequence of transformations of the length and the energy scales, and of orthogonal transformations of the electronic states. Homogeneity and power laws are obtained for various one and two-particle correlations and for the low-temperature conductivity in the vicinity of the mobility edge. Two types of fixed point ensembles are proposed, a homogeneous ensemble which is roughly approximated by a cell model, and an inhomogeneous ensemble.     

An Analysis of Ensembles that are Both Pre- and Post-Selected

The idea of ensembles which are both pre- and post-selected was introduced by Aharonov, Bergmann, and Lebowitz and developed by Aharonov and his school. To derive formulae for the probabilities of outcomes of a measurement performed on such an ensemble at a time intermediate between pre-selection and post-selection, the latter group introduces a two-vector formulation of quantum mechanics, one vector propagating in the forward direction in time and one in the backward direction. The formulae which they obtain by this radical generalization are vindicated by a rigorous derivation using Bayess theorem together with standard quantum mechanical predictions regarding ensembles that are only pre-selected. Their own two-vector derivation, however, suffers from a serious lacuna.     

On the Relation Between Orthogonal,Symplectic and Unitary Matrix Ensembles

For the unitary ensembles of N×N Hermitian matrices associated with a weight function w there is a kernel, expressible in terms of the polynomials orthogonal with respect to the weight function, which plays an important role. For the orthogonal and symplectic ensembles of Hermitian matrices there are 2×2 matrix kernels, usually constructed using skew-orthogonal polynomials, which play an analogous role. These matrix kernels are determined by their upper left-hand entries. We derive formulas expressing these entries in terms of the scalar kernel for the corresponding unitary ensembles. We also show that whenever w/w is a rational function the entries are equal to the scalar kernel plus some extra terms whose number equals the order of w/w. General formulas are obtained for these extra terms. We do not use skew-orthogonal polynomials in the derivations     

Using simple particle shapes to model the Stokes scattering matrix of ensembles of wavelength-sized particles with complex shapes: possibilities and limitations

We investigate to what extent the full Stokes scattering matrix of an ensemble of wavelength-sized particles with complex shapes can be modeled by employing an ensemble of simple model shapes, such as spheres, spheroids, and circular cylinders. We also examine to what extent such a simple-shape particle model can be used to retrieve meaningful shape information about the complex-shaped particle ensemble. More specifically, we compute the Stokes scattering matrix for ensembles of randomly oriented particles having several polyhedral prism geometries of different sizes and shape parameters. These ensembles serve as proxies for size-shape mixtures of particles containing several different shapes of higher geometrical complexity than the simple-shaped model particles we employ. We find that the phase function of the complex-shaped particle ensemble can be accurately modeled with a size distribution of volume-equivalent spheres. The diagonal elements of the scattering matrix are accurately reproduced with a size-shape mixture of spheroids. A model based on circular cylinders accurately fits the full scattering matrix including the off-diagonal elements. However, the modeling results provide us with only a rough estimate of the effective shape parameter of the complex-shaped particle ensemble to be modeled. They do not allow us to infer detailed information about the shape distribution of the complex-shaped particle 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.     

Dispersion relations for the vertex function from local commutativity

Dispersion relations for the vertex function are derived which are valid when two of the scalar variables are arbitrary complex inside certain domains of the product of the complex planes and the third scalar variable is evaluated just below or just above the physical region-cut.The domains of validity of the dispersion relations for the complex variables are domains with three real dimensions and can be described as neighbourhoods of the boundaries of the axiomatic analyticity region of Källén and Wightman.The discontinuity of the vertex function across the cut-surface in the third variable for such values of the remaining variables is expressed only in terms of the dynamical on-mass-shell matrix elements of the locally commuting field operators.