Characteristic polynomials of random matrices at edge singularities

We have discussed earlier the correlation functions of the random variables \det(\la-X) in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the appropriate units of the level spacing. When the \la's, instead of belonging to the bulk of the spectrum, approach the edge, a cross-over takes place to an Airy or to a Bessel problem, and we consider here these modified classes of universality. Furthermore, when an external matrix source is added to the probability distribution of $X$, various new phenomenons may occur and one can tune the spectrum of this source matrix to new critical points. Again there are remarkably simple formulae for arbitrary source matrices, which allow us to compute the moments of the characteristic polynomials in these cases as well.Comment: 22 pages, late

An Extension of Level-spacing Universality

Dyson's short-distance universality of the correlation functions implies the universality of P(s), the level-spacing distribution. We first briefly review how this property is understood for unitary invariant ensembles and consider next a Hamiltonian H = H_0+ V , in which H_0 is a given, non-random, N by N matrix, and V is an Hermitian random matrix with a Gaussian probability distribution. n-point correlation function may still be expressed as a determinant of an n by n matrix, whose elements are given by a kernel $K(\lambda,\mu)$ as in the H_0=0 case. From this representation we can show that Dyson's short-distance universality still holds. We then conclude that P(s) is independent of H_0.Comment: 12 pages, Revte

Correlations between eigenvalues of large random matrices with independent entries

We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormalization group (RG) inspired approach. With the diagrammatic method we obtain a general form for the one, two and three-point connected Green function for this class of ensembles when matrix elements are identically distributed, and then discuss the derivation of higher order functions by the same approach. Using the RG approach we re-derive the one and two-point Green functions and show they are unchanged by choosing certain ensembles with non-identically distributed elements. Throughout, we compare the Green functions we obtain to those from the class of ensembles with unitary invariant distributions and discuss universality in both ensemble classes.Comment: 23 pages, RevTex, hard figures available from [email protected]

Universal Behavior of Correlations between Eigenvalues of Random Matrices

The universal connected correlations proposed recently between eigenvalues of unitary random matrices is examined numerically. We perform an ensemble average by the Monte Carlo sampling. Although density of eigenvalues and a bare correlation of the eigenvalues are not universal, the connected correlation shows a universal behavior after smoothing.Comment: ISSP-September-199

Universality of S-matrix correlations for deterministic plus random Hamiltonians

We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show that, in the limit of infinite matrix size of the Hamiltonian, correlation functions of S-matrix elements are universal on the scale of the local mean level spacing: the dependence of the deterministic part enters into these correlation functions only through the average S-matrix and the average level density. This statement applies to each of the three symmetry classes (orthogonal, unitary, and symplectic).Comment: 5 pages, no figure, REVTeX 3.1 with pLaTeX 2e. Minor corrections, references added. Accepted for publication in Phys. Rev.

Finite size scaling of the correlation length above the upper critical dimension

We show numerically that correlation length at the critical point in the five-dimensional Ising model varies with system size L as L^{5/4}, rather than proportional to L as in standard finite size scaling (FSS) theory. Our results confirm a hypothesis that FSS expressions in dimension d greater than the upper critical dimension of 4 should have L replaced by L^{d/4} for cubic samples with periodic boundary conditions. We also investigate numerically the logarithmic corrections to FSS in d = 4.Comment: 5 pages, 6 postscript figure

Renormalizing Rectangles and Other Topics in Random Matrix Theory

We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero eigenvalues (for $M>N$.) These zero eigenvalues are ``kinematical" in the sense that they are independent of randomness. We study the eigenvalue distribution of these matrices to leading order in the large $N,M$ limit, in which the ``rectangularity" $r={M\over N}$ is held fixed. We apply a variety of methods in our study. We study Gaussian ensembles by a simple diagrammatic method, by the Dyson gas approach, and by a generalization of the Kazakov method. These methods make use of the invariance of such ensembles under the action of symmetry groups. The more complicated Wigner ensemble, which does not enjoy such symmetry properties, is studied by large $N$ renormalization techniques. In addition to the kinematical $\delta$-function spike in the eigenvalue density which corresponds to zero eigenvalues, we find for both types of ensembles that if $|r-1|$ is held fixed as $N\rightarrow\infty$, the $N$ non-zero eigenvalues give rise to two separated lobes that are located symmetrically with respect to the origin. This separation arises because the non-zero eigenvalues are repelled macroscopically from the origin. Finally, we study the oscillatory behavior of the eigenvalue distribution near the endpoints of the lobes, a behavior governed by Airy functions. As $r\rightarrow 1$ the lobes come closer, and the Airy oscillatory behavior near the endpoints that are close to zero breaks down. We interpret this breakdown as a signal that $r\rightarrow 1$ drives a cross over to the oscillation governed by Bessel functions near the origin for matrices made of square blocks.Comment: LateX, 34 pages, 3 ps figure

Hidden zero-temperature bicritical point in the two-dimensional anisotropic Heisenberg model: Monte Carlo simulations and proper finite-size scaling

By considering the appropriate finite-size effect, we explain the connection between Monte Carlo simulations of two-dimensional anisotropic Heisenberg antiferromagnet in a field and the early renormalization group calculation for the bicritical point in $2+\epsilon$ dimensions. We found that the long length scale physics of the Monte Carlo simulations is indeed captured by the anisotropic nonlinear $\sigma$ model. Our Monte Carlo data and analysis confirm that the bicritical point in two dimensions is Heisenberg-like and occurs at T=0, therefore the uncertainty in the phase diagram of this model is removed.Comment: 10 pages, 11 figure

Finite-size scaling of the helicity modulus of the two-dimensional O(3) model

Using Monte Carlo methods, we compute the finite-size scaling function of the helicity modulus $\Upsilon$ of the two-dimensional O(3) model and compare it to the low temperature expansion prediction. From this, we estimate the range of validity for the leading terms of the low temperature expansion of the finite-size scaling function and for the low temperature expansion of the correlation length. Our results strongly suggest that a Kosterlitz-Thouless transition at a temperature $T > 0$ is extremely unlikely in this model.Comment: 4 pages, 3 Postscript figures, to appear in Phys. Rev. B Jan. 1997 as a Brief Repor

A new class of short distance universal amplitude ratios

We propose a new class of universal amplitude ratios which involve the first terms of the short distance expansion of the correlators of a statistical model in the vicinity of a critical point. We will describe the critical system with a conformal field theory (UV fixed point) perturbed by an appropriate relevant operator. In two dimensions the exact knowledge of the UV fixed point allows for accurate predictions of the ratios and in many nontrivial integrable perturbations they can even be evaluated exactly. In three dimensional O(N) scalar systems feasible extensions of some existing results should allow to obtain perturbative expansions for the ratios. By construction these universal ratios are a perfect tool to explore the short distance properties of the underlying quantum field theory even in regimes where the correlation length and one point functions are not accessible in experiments or simulations.Comment: 8 pages, revised version, references adde