Statistical Properties of Random Banded Matrices with Strongly Fluctuating Diagonal Elements

The random banded matrices (RBM) whose diagonal elements fluctuate much stronger than the off-diagonal ones were introduced recently by Shepelyansky as a convenient model for coherent propagation of two interacting particles in a random potential. We treat the problem analytically by using the mapping onto the same supersymmetric nonlinear $\sigma-$model that appeared earlier in consideration of the standard RBM ensemble, but with renormalized parameters. A Lorentzian form of the local density of states and a two-scale spatial structure of the eigenfunctions revealed recently by Jacquod and Shepelyansky are confirmed by direct calculation of the distribution of eigenfunction components.Comment: 7 pages,RevTex, no figures Submitted to Phys.Rev.

On the mean density of complex eigenvalues for an ensemble of random matrices with prescribed singular values

Given any fixed $N \times N$ positive semi-definite diagonal matrix $G\ge 0$ we derive the explicit formula for the density of complex eigenvalues for random matrices $A$ of the form $A=U\sqrt{G}$} where the random unitary matrices $U$ are distributed on the group $\mathrm{U(N)}$ according to the Haar measure.Comment: 10 pages, 1 figur

Random Energy Model with complex replica number, complex temperatures and classification of the string's phases

The results by E. Gardner and B.Derrida have been enlarged for the complex temperatures and complex numbers of replicas. The phase structure is found. There is a connection with string models and their phase structure is analyzed from the REM's point of view.Comment: 11 pages,revte

Induced vs Spontaneous Breakdown of S-matrix Unitarity: Probability of No Return in Quantum Chaotic and Disordered Systems

We investigate systematically sample-to sample fluctuations of the probability $\tau$ of no return into a given entrance channel for wave scattering from disordered systems. For zero-dimensional ("quantum chaotic") and quasi one-dimensional systems with broken time-reversal invariance we derive explicit formulas for the distribution of $\tau$, and investigate particular cases. Finally, relating $\tau$ to violation of S-matrix unitarity induced by internal dissipation, we use the same quantity to identify the Anderson delocalisation transition as the phenomenon of spontaneous breakdown of S-matrix unitarity.Comment: This is the published version, with a few modifications added to the last par

On absolute moments of characteristic polynomials of a certain class of complex random matrices

Integer moments of the spectral determinant $|\det(zI-W)|^2$ of complex random matrices $W$ are obtained in terms of the characteristic polynomial of the Hermitian matrix $WW^*$ for the class of matrices $W=AU$ where $A$ is a given matrix and $U$ is random unitary. This work is motivated by studies of complex eigenvalues of random matrices and potential applications of the obtained results in this context are discussed.Comment: 41 page, typos correcte

Delay times and reflection in chaotic cavities with absorption

Absorption yields an additional exponential decay in open quantum systems which can be described by shifting the (scattering) energy E along the imaginary axis, E+i\hbar/2\tau_{a}. Using the random matrix approach, we calculate analytically the distribution of proper delay times (eigenvalues of the time-delay matrix) in chaotic systems with broken time-reversal symmetry that is valid for an arbitrary number of generally nonequivalent channels and an arbitrary absorption rate 1/\tau_{a}. The relation between the average delay time and the ``norm-leakage'' decay function is found. Fluctuations above the average at large values of delay times are strongly suppressed by absorption. The relation of the time-delay matrix to the reflection matrix S^{\dagger}S is established at arbitrary absorption that gives us the distribution of reflection eigenvalues. The particular case of single-channel scattering is explicitly considered in detail.Comment: 5 pages, 3 figures; final version to appear in PRE (relation to reflection extended, new material with Fig.3 added, experiment cond-mat/0305090 discussed

Pre-freezing of multifractal exponents in Random Energy Models with logarithmically correlated potential

Boltzmann-Gibbs measures generated by logarithmically correlated random potentials are multifractal. We investigate the abrupt change ("pre-freezing") of multifractality exponents extracted from the averaged moments of the measure - the so-called inverse participation ratios. The pre-freezing can be identified with termination of the disorder-averaged multifractality spectrum. Naive replica limit employed to study a one-dimensional variant of the model is shown to break down at the pre-freezing point. Further insights are possible when employing zero-dimensional and infinite-dimensional versions of the problem. In particular, the latter version allows one to identify the pattern of the replica symmetry breaking responsible for the pre-freezing phenomenon.Comment: This is published version, 11 pages, 1 figur

Counting function fluctuations and extreme value threshold in multifractal patterns: the case study of an ideal 1/f1/f noise

To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By employing the thermodynamic formalism we predict the characteristic scale and the precise scaling form of the distribution of number of points above a given level. We demonstrate that the powerlaw forward tail of the probability density, with exponent controlled by the level, results in an important difference between the mean and the typical values of the counting function. This can be further used to determine the typical threshold $x_m$ of extreme values in the pattern which turns out to be given by $x_m^{(typ)}=2-c\ln{\ln{M}}/\ln{M}$ with $c=3/2$. Such observation provides a rather compelling explanation of the mechanism behind universality of $c$. Revealed mechanisms are conjectured to retain their qualitative validity for a broad class of disorder-generated multifractal fields. In particular, we predict that the typical value of the maximum $p_{max}$ of intensity is to be given by $-\ln{p_{max}} = \alpha_{-}\ln{M} + \frac{3}{2f'(\alpha_{-})}\ln{\ln{M}} + O(1)$, where $f(\alpha)$ is the corresponding singularity spectrum vanishing at $\alpha=\alpha_{-}>0$. For the $1/f$ noise we also derive exact as well as well-controlled approximate formulas for the mean and the variance of the counting function without recourse to the thermodynamic formalism.Comment: 28 pages; 7 figures, published version with a few misprints corrected, editing done and references adde

Distribution of "level velocities" in quasi 1D disordered or chaotic systems with localization

The explicit analytical expression for the distribution function of parametric derivatives of energy levels ("level velocities") with respect to a random change of scattering potential is derived for the chaotic quantum systems belonging to the quasi 1D universality class (quantum kicked rotator, "domino" billiard, disordered wire, etc.).Comment: 11 pages, REVTEX 3.

Statistical Mechanics of Logarithmic REM: Duality, Freezing and Extreme Value Statistics of 1/f1/f Noises generated by Gaussian Free Fields

We compute the distribution of the partition functions for a class of one-dimensional Random Energy Models (REM) with logarithmically correlated random potential, above and at the glass transition temperature. The random potential sequences represent various versions of the 1/f noise generated by sampling the two-dimensional Gaussian Free Field (2dGFF) along various planar curves. Our method extends the recent analysis of Fyodorov Bouchaud from the circular case to an interval and is based on an analytical continuation of the Selberg integral. In particular, we unveil a {\it duality relation} satisfied by the suitable generating function of free energy cumulants in the high-temperature phase. It reinforces the freezing scenario hypothesis for that generating function, from which we derive the distribution of extrema for the 2dGFF on the $[0,1]$ interval. We provide numerical checks of the circular and the interval case and discuss universality and various extensions. Relevance to the distribution of length of a segment in Liouville quantum gravity is noted.Comment: 25 pages, 12 figures Published version. Misprint corrected, references and note adde