16,555 research outputs found
Random matrices, log-gases and Holder regularity
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue
statistics of large real and complex Hermitian matrices with independent,
identically distributed entries are universal in a sense that they depend only
on the symmetry class of the matrix and otherwise are independent of the
details of the distribution. We present the recent solution to this
half-century old conjecture. We explain how stochastic tools, such as the Dyson
Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory,
were combined in the solution.
We also show related results for log-gases that represent a universal model
for strongly correlated systems. Finally, in the spirit of Wigner's original
vision, we discuss the extensions of these universality results to more
realistic physical systems such as random band matrices.Comment: Proceedings of ICM 201
Developments in Random Matrix Theory
In this preface to the Journal of Physics A, Special Edition on Random Matrix
Theory, we give a review of the main historical developments of random matrix
theory. A short summary of the papers that appear in this special edition is
also given.Comment: 22 pages, Late
Eigenvalue distributions of large Euclidean random matrices for waves in random media
We study probability distributions of eigenvalues of Hermitian and
non-Hermitian Euclidean random matrices that are typically encountered in the
problems of wave propagation in random media.Comment: 29 pages, 10 figure
Random matrix theory and symmetric spaces
In this review we discuss the relationship between random matrix theories and
symmetric spaces. We show that the integration manifolds of random matrix
theories, the eigenvalue distribution, and the Dyson and boundary indices
characterizing the ensembles are in strict correspondence with symmetric spaces
and the intrinsic characteristics of their restricted root lattices. Several
important results can be obtained from this identification. In particular the
Cartan classification of triplets of symmetric spaces with positive, zero and
negative curvature gives rise to a new classification of random matrix
ensembles. The review is organized into two main parts. In Part I the theory of
symmetric spaces is reviewed with particular emphasis on the ideas relevant for
appreciating the correspondence with random matrix theories. In Part II we
discuss various applications of symmetric spaces to random matrix theories and
in particular the new classification of disordered systems derived from the
classification of symmetric spaces. We also review how the mapping from
integrable Calogero--Sutherland models to symmetric spaces can be used in the
theory of random matrices, with particular consequences for quantum transport
problems. We conclude indicating some interesting new directions of research
based on these identifications.Comment: 161 pages, LaTeX, no figures. Revised version with major additions in
the second part of the review. Version accepted for publication on Physics
Report
Spectral behavior of preconditioned non-Hermitian multilevel block Toeplitz matrices with matrix-valued symbol
This note is devoted to preconditioning strategies for non-Hermitian
multilevel block Toeplitz linear systems associated with a multivariate
Lebesgue integrable matrix-valued symbol. In particular, we consider special
preconditioned matrices, where the preconditioner has a band multilevel block
Toeplitz structure, and we complement known results on the localization of the
spectrum with global distribution results for the eigenvalues of the
preconditioned matrices. In this respect, our main result is as follows. Let
, let be the linear space of complex matrices, and let be functions whose components
belong to .
Consider the matrices , where varies
in and are the multilevel block Toeplitz matrices
of size generated by . Then
, i.e. the family
of matrices has a global (asymptotic)
spectral distribution described by the function , provided
possesses certain properties (which ensure in particular the invertibility of
for all ) and the following topological conditions are met:
the essential range of , defined as the union of the essential ranges
of the eigenvalue functions , does not
disconnect the complex plane and has empty interior. This result generalizes
the one obtained by Donatelli, Neytcheva, Serra-Capizzano in a previous work,
concerning the non-preconditioned case . The last part of this note is
devoted to numerical experiments, which confirm the theoretical analysis and
suggest the choice of optimal GMRES preconditioning techniques to be used for
the considered linear systems.Comment: 18 pages, 26 figure
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