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.     

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     

Moment inequalities for the boltzmann equation and applications to spatially homogeneous problems

Some inequalities for the Boltzmann collision integral are proved. These inequalities can be considered as a generalization of the well-known Povzner inequality. The inequalities are used to obtain estimates of moments of the solution to the spatially homogeneous Boltzmann equation for a wide class of intermolecular forces. We obtain simple necessary and sufficient conditions (on the potential) for the uniform boundedness of all moments. For potentials with compact support the following statement is proved: if all moments of the initial distribution function are bounded by the corresponding moments of the MaxwellianA exp(−Bv ²), then all moments of the solution are bounded by the corresponding moments of the other MaxwellianA ₁ exp[−B ₁(t)v ²] for anyt > 0; moreoverB(t) = const for hard spheres. An estimate for a collision frequency is also obtained.     

Generalized Euler–Poincaré Equations on Lie Groups and Homogeneous Spaces,Orbit Invariants and Applications

We develop the necessary tools, including a notion of logarithmic derivative for curves in homogeneous spaces, for deriving a general class of equations including Euler–Poincaré equations on Lie groups and homogeneous spaces. Orbit invariants play an important role in this context and we use these invariants to prove global existence and uniqueness results for a class of PDE. This class includes Euler–Poincaré equations that have not yet been considered in the literature as well as integrable equations like Camassa–Holm, Degasperis–Procesi, μCH and μDP equations, and the geodesic equations with respect to right-invariant Sobolev metrics on the group of diffeomorphisms of the circle.     

Non-physical consequences of the muffin-tin-type intra-molecular potential

We demonstrate, using a simple model, that, in the frame of muffin-tin-like potential, non-physical peculiarities appear in molecular photoionization cross-sections that are a consequence of “jumps” in the potential and its first derivative at some radius. The magnitude of non-physical effects is of the same order as the physical oscillations in the cross-section of a diatomicmolecule. The role of the size of these “jumps” is illustrated by choosing three values for it. The results obtained are connected to the previously studied effect of non-analytic behavior as a function of r, the potential V(r) acting upon a particle on its photoionization cross-section. In reality, such potential has to be analytic in magnitude and have a first derivative function in r. The introduction of non-analytic features in model V(r) leads to non-physical features — oscillations, additional maxima, and so forth — in the corresponding cross-section.     

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.     

Random Matrix Theory and ζ(1/2+it)

We study the characteristic polynomials Z(U, θ) of matrices U in the Circular Unitary Ensemble (CUE) of Random Matrix Theory. Exact expressions for any matrix size N are derived for the moments of |Z| and Z/Z ^*, and from these we obtain the asymptotics of the value distributions and cumulants of the real and imaginary parts of log Z as N→∞. In the limit, we show that these two distributions are independent and Gaussian. Costin and Lebowitz [15] previously found the Gaussian limit distribution for Im log Z using a different approach, and our result for the cumulants proves a conjecture made by them in this case. We also calculate the leading order N→∞ asymptotics of the moments of |Z| and Z/Z ^*. These CUE results are then compared with what is known about the Riemann zeta function ζ (s) on its critical line Re s= 1/2, assuming the Riemann hypothesis. Equating the mean density of the non-trivial zeros of the zeta function at a height T up the critical line with the mean density of the matrix eigenvalues gives a connection between N and T. Invoking this connection, our CUE results coincide with a theorem of Selberg for the value distribution of log ζ(1/2+iT) in the limit T→∞. They are also in close agreement with numerical data computed by Odlyzko [29] for large but finite T. This leads us to a conjecture for the moments of |ζ(1/2+it) |. Finally, we generalize our random matrix results to the Circular Orthogonal (COE) and Circular Symplectic (CSE) Ensembles. Received: 20 December 1999 / Accepted: 24 March 2000     

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     

Asymptotics for the Covariance of the Airy<Subscript>2</Subscript> Process

In this paper we compute some of the higher order terms in the asymptotic behavior of the two point function \mathbbP(A₂(0) ￡ s₁,A₂(t) ￡ s₂)\mathbb{P}(\mathcal {A}_{2}(0)\leq s_{1},\mathcal{A}_{2}(t)\leq s_{2}), extending the previous work of Adler and van Moerbeke (; Ann. Probab. 33, 1326–1361, 2005) and Widom (J. Stat. Phys. 115, 1129–1134, 2004). We prove that it is possible to represent any order asymptotic approximation as a polynomial and integrals of the Painlevé II function q and its derivative q′. Further, for up to tenth order we give this asymptotic approximation as a linear combination of the Tracy-Widom GUE density function f ₂ and its derivatives. As a corollary to this, the asymptotic covariance is expressed up to tenth order in terms of the moments of the Tracy-Widom GUE distribution.     

A Generic C1 Expanding Map¶has a Singular S–R–B Measure

We show that for a generic C¹ expanding map T of the unit circle, there is a unique equilibrium state for − log T′ that is an S–R–B measure for T, and whose statistical basin of attraction has Lebesgue measure 1. We also present some results related to the question of whether a generic C¹ expanding map preserves a σ-finite measure, absolutely continuous with respect to Lebesgue measure. Received: 8 December 2000 / Accepted: 27 March 2001     

Rigorous Estimates of the Tails of the Probability Distribution Function for the Random Linear Shear Model

In previous work Majda and McLaughlin, and Majda computed explicit expressions for the 2Nth moments of a passive scalar advected by a linear shear flow in the form of an integral over R ^N . In this paper we first compute the asymptotics of these moments for large moment number. We are able to use this information about the large-N behavior of the moments, along with some basic facts about entire functions of finite order, to compute the asymptotics of the tails of the probability distribution function. We find that the probability distribution has Gaussian tails when the energy is concentrated in the largest scales. As the initial energy is moved to smaller and smaller scales we find that the tails of the distribution grow longer, and the distribution moves smoothly from Gaussian through exponential and stretched exponential. We also show that the derivatives of the scalar are increasingly intermittent, in agreement with experimental observations, and relate the exponents of the scalar derivative to the exponents of the scalar.     

On the Moments of Traces of Matrices of Classical Groups

We consider random matrices, belonging to the groups U(n), O(n) , SO(n), and Sp(n) and distributed according to the corresponding unit Haar measure. We prove that the moments of traces of powers of the matrices coincide with the moments of certain Gaussian random variables if the order of moments is low enough. Corresponding formulas, proved partly before by various methods, are obtained here in the framework of a unique method, reminiscent of the method of correlation equations of statistical mechanics. The equations are derived by using a version of the integration by parts.Acknowledgement We are grateful to Prof. Z. Rudnick for drawing our attention to the problem and for stimulating discussions.     

Higher derivative correction to Kaluza–Klein black hole solution

We investigate the attractor mechanism in a Kaluza–Klein black hole solution in the presence of higher derivative terms. In particular, we discuss the attractor behavior of static black holes by using the effective potential approach as well as the entropy function formalism. We consider different higher derivative terms with a general coupling to the moduli field. For the R ² theory, we use an effective potential approach, looking for solutions which are analytic near the horizon and showing that they exist and enjoy attractor behavior. The attractor point is determined by extremization of the modified effective potential at the horizon. We study the effect of the general higher derivative corrections of R ⁿ terms. Using the entropy function we define the modified effective potential and we find the conditions to have the attractor solution. In particular for a single charged Kaluza–Klein black hole solution we show that a higher derivative correction dresses the singularity for an appropriate coupling, and we can find the attractor solution.     

Conformal Maps and Integrable Hierarchies

We show that conformal maps of simply connected domains with an analytic boundary to a unit disk have an intimate relation to the dispersionless 2D Toda integrable hierarchy. The maps are determined by a particular solution to the hierarchy singled out by the conditions known as “string equations”. The same hierarchy locally solves the 2D inverse potential problem, i.e., reconstruction of the domain out of a set of its harmonic moments. This is the same solution which is known to describe 2D gravity coupled to c= matter. We also introduce a concept of the τ-function for analytic curves. Received: 20 December 1999/ Accepted: 2 March 2000     

Local and global statistical properties of deterministic chaos

Summary Locla and global statistical properties of a class of one-dimensional dissipative chaotic maps and a class of 2-dimensional conservative hyperbolic maps are investigated. This is achieved by considering the spectral properties of the Perron-Frobenius operator (the evolution operator for probability densities) acting on two different types of function space. In the first case, the function space is piecewise analytic, and includes functions having support over local regions of phase space. In the second case, the function space essentially consists of functions which are “globally? analytic,i.e. analytic over the given systems entire phase space. Each function space defines a space of measurable functions or observables, whose statistical moments and corresponding characteristic times can be exactly determined. Paper presented at the International Workshop ?Fluctuations in Physics and Biology: Stochastic Resonance, Signal Processing and Related Phenomena?, Elba, 5–10 June 1994.     

Derivatives on the isotropic tensor functions

The derivative of the isotropic tensor function plays an important part in continuum mechanics and computational mechanics, and also it is still an opening problem. By means of a scalar response function f(Λ_i, I ₁, I ₂) and solving a tensor equation, this problem is well studied. A compact explicit expression for the derivative of the isotropic tensor function is presented, which is valid for both distinct and repeated eigenvalue cases. Throughout the analysis, the formulation holds for general isotropic tensor functions without need to solve eigenvector problems or determine coefficients. On the theoretical side, a very simple solution of a tensor equation is obtained. As an application to continuum mechanics, a base-free expression for the Hill’s strain rate is given, which is more compact than the existent results. Finally, with an example we compute the derivative of an exponent tensor function. And the efficiency of the present formulations is demonstrated. We dedicate this work with deep respect and admiration to the memory of Prof. Gao Yuchen.     

Toward Verification of the Riemann Hypothesis: Application of the Li Criterion

We substantially apply the Li criterion for the Riemann hypothesis to hold. Based upon a series representation for the sequence {λ_k}, which are certain logarithmic derivatives of the Riemann xi function evaluated at unity, we determine new bounds for relevant Riemann zeta function sums and the sequence itself. We find that the Riemann hypothesis holds if certain conjectured properties of a sequence η_j are valid. The constants η_j enter the Laurent expansion of the logarithmic derivative of the zeta function about s=1 and appear to have remarkable characteristics. On our conjecture, not only does the Riemann hypothesis follow, but an inequality governing the values λ_n and inequalities for the sums of reciprocal powers of the nontrivial zeros of the zeta function. Mathematics Subject Classification (2000) 11M26.     

An Expansion for Polynomials Orthogonal Over an Analytic Jordan Curve

We consider polynomials that are orthogonal over an analytic Jordan curve L with respect to a positive analytic weight, and show that each such polynomial of sufficiently large degree can be expanded in a series of certain integral transforms that converges uniformly in the whole complex plane. This expansion yields, in particular and simultaneously, Szegő’s classical strong asymptotic formula and a new integral representation for the polynomials inside L. We further exploit such a representation to derive finer asymptotic results for weights having finitely many singularities (all of algebraic type) on a thin neighborhood of the orthogonality curve. Our results are a generalization of those previously obtained in [7] for the case of L being the unit circle. Dedicated to Prof. Guillermo López Lagomasino on the occasion of his 60th birthday     

The Scattering Amplitude for the Schrödinger Equation with a Long-Range Potential

We consider the Schr?dinger operator with a long-range potential V(x) in the space . Our goal is to study spectral properties of the corresponding scattering matrix and a diagonal singularity of its kernel (the scattering amplitude). It turns out that in contrast to the short-range case the Dirac-function singularity of at the diagonal disappears and the spectrum of the scattering matrix covers the whole unit circle. For an asymptotically homogeneous function V(x) of order we show that typically , where the module w and the phase ψ are asymptotically homogeneous functions, as , of orders and , respectively. Leading terms of asymptotics of w and ψ at are calculated. In the case ρ=1 our results generalize (in the limit ) the well-known formula of Gordon and Mott. As a by-product of our considerations we show that the long-range scattering fits into the theory of smooth perturbations. This gives an elementary proof of existence and completeness of wave operators in the theory of long-range scattering. In this paper we concentrate on the case ρ>1/2 when the theory of pseudo-differential operators can be extensively used. Received: 29 January 1997 / Accepted: 6 May 1997