169 research outputs found
A random matrix decimation procedure relating to
Classical random matrix ensembles with orthogonal symmetry have the property
that the joint distribution of every second eigenvalue is equal to that of a
classical random matrix ensemble with symplectic symmetry. These results are
shown to be the case of a family of inter-relations between eigenvalue
probability density functions for generalizations of the classical random
matrix ensembles referred to as -ensembles. The inter-relations give
that the joint distribution of every -st eigenvalue in certain
-ensembles with is equal to that of another
-ensemble with . The proof requires generalizing a
conditional probability density function due to Dixon and Anderson.Comment: 19 pages, 1 figur
Pfaffian Expressions for Random Matrix Correlation Functions
It is well known that Pfaffian formulas for eigenvalue correlations are
useful in the analysis of real and quaternion random matrices. Moreover the
parametric correlations in the crossover to complex random matrices are
evaluated in the forms of Pfaffians. In this article, we review the
formulations and applications of Pfaffian formulas. For that purpose, we first
present the general Pfaffian expressions in terms of the corresponding skew
orthogonal polynomials. Then we clarify the relation to Eynard and Mehta's
determinant formula for hermitian matrix models and explain how the evaluation
is simplified in the cases related to the classical orthogonal polynomials.
Applications of Pfaffian formulas to random matrix theory and other fields are
also mentioned.Comment: 28 page
Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
For the orthogonal-unitary and symplectic-unitary transitions in random
matrix theory, the general parameter dependent distribution between two sets of
eigenvalues with two different parameter values can be expressed as a
quaternion determinant. For the parameter dependent Gaussian and Laguerre
ensembles the matrix elements of the determinant are expressed in terms of
corresponding skew-orthogonal polynomials, and their limiting value for
infinite matrix dimension are computed in the vicinity of the soft and hard
edges respectively. A connection formula relating the distributions at the hard
and soft edge is obtained, and a universal asymptotic behaviour of the two
point correlation is identified.Comment: 37 pgs., 1fi
Exact and asymtotic formulas for overdamped Brownian dynamics
Exact and asymptotic formulas relating to dynamical correlations for
overdamped Brownian motion are obtained. These formulas include a
generalization of the -sum rule from the theory of quantum fluids, a formula
relating the static current-current correlation to the static density-density
correlation, and an asymptotic formula for the small- behaviour of the
dynamical structure factor. Known exact evaluations of the dynamical
density-density correlation in some special models are used to illustrate and
test the formulas.Comment: 18 pages,LaTe
A generalized plasma and interpolation between classical random matrix ensembles
The eigenvalue probability density functions of the classical random matrix
ensembles have a well known analogy with the one component log-gas at the
special couplings \beta = 1,2 and 4. It has been known for some time that there
is an exactly solvable two-component log-potential plasma which interpolates
between the \beta =1 and 4 circular ensemble, and an exactly solvable
two-component generalized plasma which interpolates between \beta = 2 and 4
circular ensemble. We extend known exact results relating to the latter --- for
the free energy and one and two-point correlations --- by giving the general
(k_1+k_2)-point correlation function in a Pfaffian form. Crucial to our working
is an identity which expresses the Vandermonde determinant in terms of a
Pfaffian. The exact evaluation of the general correlation is used to exhibit a
perfect screening sum rule.Comment: 21 page
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 \bY= \bA^{-1} \bB,
where \bA and \bB are independent 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 jpdf and
correlation functions are calculated. This completes the exploration of
spherical matrices using the traditional Dyson indices .
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 \bY=
\bA^{-1} \bB, where \bA and \bB are independent, iid matrices the
(stereographically projected) eigenvalue density tends to uniformity on the
sphere.Comment: 25 pages, 3 figures. Added another citation in version
Renormalized energy concentration in random matrices
We define a "renormalized energy" as an explicit functional on arbitrary
point configurations of constant average density in the plane and on the real
line. The definition is inspired by ideas of [SS1,SS3]. Roughly speaking, it is
obtained by subtracting two leading terms from the Coulomb potential on a
growing number of charges. The functional is expected to be a good measure of
disorder of a configuration of points. We give certain formulas for its
expectation for general stationary random point processes. For the random
matrix -sine processes on the real line (beta=1,2,4), and Ginibre point
process and zeros of Gaussian analytic functions process in the plane, we
compute the expectation explicitly. Moreover, we prove that for these processes
the variance of the renormalized energy vanishes, which shows concentration
near the expected value. We also prove that the beta=2 sine process minimizes
the renormalized energy in the class of determinantal point processes with
translation invariant correlation kernels.Comment: last version, to appear in Communications in Mathematical Physic
Correlations for the Dyson Brownian motion model with Poisson initial conditions
The circular Dyson Brownian motion model refers to the stochastic dynamics of
the log-gas on a circle. It also specifies the eigenvalues of certain
parameter-dependent ensembles of unitary random matrices. This model is
considered with the initial condition that the particles are non-interacting
(Poisson statistics). Jack polynomial theory is used to derive a simple exact
expression for the density-density correlation with the position of one
particle specified in the initial state, and the position of one particle
specified at time , valid for all .
The same correlation with two particles specified in the initial state is
also derived exactly, and some special cases of the theoretical correlations
are illustrated by comparison with the empirical correlations calculated from
the eigenvalues of certain parameter-dependent Gaussian random matrices.
Application to fluctuation formulas for time displaced linear statistics in
made.Comment: 17 pgs., 2 postscript fig
Moments of vicious walkers and M\"obius graph expansions
A system of Brownian motions in one-dimension all started from the origin and
conditioned never to collide with each other in a given finite time-interval
is studied. The spatial distribution of such vicious walkers can be
described by using the repulsive eigenvalue-statistics of random Hermitian
matrices and it was shown that the present vicious walker model exhibits a
transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian
orthogonal ensemble (GOE) statistics as the time is going on from 0 to .
In the present paper, we characterize this GUE-to-GOE transition by presenting
the graphical expansion formula for the moments of positions of vicious
walkers. In the GUE limit , only the ribbon graphs contribute and the
problem is reduced to the classification of orientable surfaces by genus.
Following the time evolution of the vicious walkers, however, the graphs with
twisted ribbons, called M\"obius graphs, increase their contribution to our
expansion formula, and we have to deal with the topology of non-orientable
surfaces. Application of the recent exact result of dynamical correlation
functions yields closed expressions for the coefficients in the M\"obius
expansion using the Stirling numbers of the first kind.Comment: REVTeX4, 11 pages, 1 figure. v.2: calculations of the Green function
and references added. v.3: minor additions and corrections made for
publication in Phys.Rev.
Level statistics and eigenfunctions of pseudointegrable systems: dependence on energy and genus number
We study the level statistics (second half moment and rigidity
) and the eigenfunctions of pseudointegrable systems with rough
boundaries of different genus numbers . We find that the levels form energy
intervals with a characteristic behavior of the level statistics and the
eigenfunctions in each interval. At low enough energies, the boundary roughness
is not resolved and accordingly, the eigenfunctions are quite regular functions
and the level statistics shows Poisson-like behavior. At higher energies, the
level statistics of most systems moves from Poisson-like towards Wigner-like
behavior with increasing . Investigating the wavefunctions, we find many
chaotic functions that can be described as a random superposition of regular
wavefunctions. The amplitude distribution of these chaotic functions
was found to be Gaussian with the typical value of the localization volume
. For systems with periodic boundaries we find
several additional energy regimes, where is relatively close to the
Poisson-limit. In these regimes, the eigenfunctions are either regular or
localized functions, where is close to the distribution of a sine or
cosine function in the first case and strongly peaked in the second case. Also
an interesting intermediate case between chaotic and localized eigenfunctions
appears
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