Pizzetti formulae for Stiefel manifolds and applications

Pizzetti's formula explicitly shows the equivalence of the rotation invariant integration over a sphere and the action of rotation invariant differential operators. We generalize this idea to the integrals over real, complex, and quaternion Stiefel manifolds in a unifying way. In particular we propose a new way to calculate group integrals and try to uncover some algebraic structures which manifest themselves for some well-known cases like the Harish-Chandra integral. We apply a particular case of our formula to an Itzykson-Zuber integral for the coset SO(4)/[SO(2)xSO(2)]. This integral naturally appears in the calculation of the two-point correlation function in the transition of the statistics of the Poisson ensemble and the Gaussian orthogonal ensemble in random matrix theory

Eigenvalue and Eigenvector Statistics in Time Series Analysis

The study of correlated time-series is ubiquitous in statistical analysis, and the matrix decomposition of the cross-correlations between time series is a universal tool to extract the principal patterns of behavior in a wide range of complex systems. Despite this fact, no general result is known for the statistics of eigenvectors of the cross-correlations of correlated time-series. Here we use supersymmetric theory to provide novel analytical results that will serve as a benchmark for the study of correlated signals for a vast community of researchers.Comment: 8 pages, 3 figure

Products of Complex Rectangular and Hermitian Random Matrices

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it has been shown for products of real matrices with anti-symmetric matrices of even dimension that the traditional harmonic analysis on matrix groups developed by Harish-Chandra et al. needs to be modified when considering the group action on general symmetric spaces of matrices. In the present work, we consider the product of complex random matrices with Hermitian matrices, in particular the former can be also rectangular while the latter has not to be positive definite and is considered as a fixed matrix as well as a random matrix. This generalises an approach for products involving the Gaussian unitary ensemble (GUE) and circumvents the use there of non-compact group integrals. We derive the joint probability density function of the real eigenvalues and, additionally, prove transformation formulas for the bi-orthogonal functions and kernels.Comment: 25 pages, v2: corrections of minor typos and an additional discussion of Example IV.

Chiral Random Matrix Theory: Generalizations and Applications

Kieburg M. Chiral Random Matrix Theory: Generalizations and Applications. Bielefeld: Fakultät für Physik; 2015

Chiral condensate and Dirac spectrum of one- and two-flavor QCD at nonzero θ\theta-angle

In the $\epsilon$-domain of QCD we have obtained exact analytical expressions for the eigenvalue density of the Dirac operator at fixed $\theta \ne 0$ for both one and two flavors. These results made it possible to explain how the different contributions to the spectral density conspire to give a chiral condensate at fixed $\theta$ that does not change sign when the quark mass (or one of the quark masses for two flavors) crosses the imaginary axis, while the chiral condensate at fixed topological charge does change sign. From QCD at nonzero density we have learnt that the discontinuity of the chiral condensate may move to a different location when the spectral density increases exponentially with the volume with oscillations on the order of the inverse volume. This is indeed what happens when the product of the quark masses becomes negative, but the situation is more subtle in this case: the contribution of the "quenched" part of the spectral density diverges in the thermodynamic limit at nonzero $\theta$, but this divergence is canceled exactly by the contribution from the zero modes. We conclude that the zero modes are essential for the continuity of the chiral condensate and that their contribution has to be perfectly balanced against the contribution from the nonzero modes. Lattice simulations at nonzero $\theta$-angle can only be trusted if this is indeed the case.Comment: 9 pages, 8 figures, Contribution to the Proceedings of Lattice201

Universal distribution of Lyapunov exponents for products of Ginibre matrices

Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite product. We show that for a large number $t$ of product matrices the distribution of each Lyapunov exponent is normal and compute its $t$-dependent variance as well as corrections in a $1/t$ expansion. Originally Lyapunov exponents are defined for singular values of the product matrix that represents a linear time evolution. Surprisingly a similar construction for the moduli of the complex eigenvalues yields the very same exponents and normal distributions to leading order. We discuss a general mechanism for $2\times 2$ matrices why the singular values and the radii of complex eigenvalues collapse onto the same value in the large-$t$ limit. Thereby we rederive Newman's triangular law which has a simple interpretation as the radial density of complex eigenvalues in the circular law and study the commutativity of the two limits $t\to\infty$ and $N\to\infty$ on the global and the local scale. As a mathematical byproduct we show that a particular asymptotic expansion of a Meijer G-function with large index leads to a Gaussian.Comment: 36 pages, 6 figure