Limiting Laws of Linear Eigenvalue Statistics for Unitary Invariant Matrix Models

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of statistics is smooth enough and using the asymptotic formulas by Deift et al for orthogonal polynomials with varying weights, we show first that if the support of the Density of States of the model consists of two or more intervals, then in the global regime the variance of statistics is a quasiperiodic function of n generically in the potential, determining the model. We show next that the exponent of the Laplace transform of the probability law is not in general 1/2variance, as it should be if the Central Limit Theorem would be valid, and we find the asymptotic form of the Laplace transform of the probability law in certain cases

Random matrices with external source and KP τ\tau functions

In this paper we prove that the partition function in the random matrix model with external source is a KP $\tau$ function.Comment: 12 pages, title change

Extreme Value Statistics of Eigenvalues of Gaussian Random Matrices

We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the probability that all the eigenvalues of an (NxN) random matrix are positive (negative) decreases for large N as ~\exp[-\beta \theta(0) N^2] where the Dyson index \beta characterizes the ensemble and the exponent \theta(0)=(\ln 3)/4=0.274653... is universal. We compute the probability that the eigenvalues lie in the interval [\zeta_1,\zeta_2] which allows us to calculate the joint probability distribution of the minimum and the maximum eigenvalue. As a byproduct, we also obtain exactly the average density of states in Gaussian ensembles whose eigenvalues are restricted to lie in the interval [\zeta_1,\zeta_2], thus generalizing the celebrated Wigner semi-circle law to these restricted ensembles. It is found that the density of states generically exhibits an inverse square-root singularity at the location of the barriers. These results are confirmed by numerical simulations.Comment: 17 pages Revtex, 5 .eps figures include

The Index Distribution of Gaussian Random Matrices

We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4) ensembles. The distribution of the fraction of positive eigenvalues c=N_{+}/N scales, for large N, as Prob(c,N)\simeq\exp[-\beta N^2 \Phi(c)] where the rate function \Phi(c), symmetric around c=1/2 and universal (independent of $\beta$), is calculated exactly. The distribution has non-Gaussian tails, but even near its peak at c=1/2 it is not strictly Gaussian due to an unusual logarithmic singularity in the rate function.Comment: 4 pages Revtex, 4 .eps figures include

Condensation of `composite bosons' in a rotating BEC

We provide evidence for several novel phases in the dilute limit of rotating BECs. By exact calculation of wavefunctions and energies for small numbers of particles, we show that the states near integer angular momentum per particle are best considered condensates of composite entities, involving vortices and atoms. We are led to this result by explicit comparison with a description purely in terms of vortices. Several parallels with the fractional quantum Hall effect emerge, including the presence of the Pfaffian state.Comment: 4 pages, Latex, 3 figure

Multi-Channel Transport in Disordered Medium under Generic Scattering Conditions

Our study of the evolution of transmission eigenvalues, due to changes in various physical parameters in a disordered region of arbitrary dimensions, results in a generalization of the celebrated DMPK equation. The evolution is shown to be governed by a single complexity parameter which implies a deep level of universality of transport phenomena through a wide range of disordered regions. We also find that the interaction among eigenvalues is of many body type that has important consequences for the statistical behavior of transport properties.Comment: 19 Pages, No Figure

Distributions of Conductance and Shot Noise and Associated Phase Transitions

For a chaotic cavity with two indentical leads each supporting N channels, we compute analytically, for large N, the full distribution of the conductance and the shot noise power and show that in both cases there is a central Gaussian region flanked on both sides by non-Gaussian tails. The distribution is weakly singular at the junction of Gaussian and non-Gaussian regimes, a direct consequence of two phase transitions in an associated Coulomb gas problem.Comment: 5 pages, 3 figures include