On high moments of strongly diluted large Wigner random matrices

We consider a dilute version of the Wigner ensemble of nxn random matrices $H$ and study the asymptotic behavior of their moments $M_{2s}$ in the limit of infinite $n$, $s$ and $\rho$, where $\rho$ is the dilution parameter. We show that in the asymptotic regime of the strong dilution, the moments $M_{2s}$ with $s=\chi\rho$ depend on the second and the fourth moments of the random entries $H_{ij}$ and do not depend on other even moments of $H_{ij}$. This fact can be regarded as an evidence of a new type of the universal behavior of the local eigenvalue distribution of strongly dilute random matrices at the border of the limiting spectrum. As a by-product of the proof, we describe a new kind of Catalan-type numbers related with the tree-type walks.Comment: 43 pages (version four: misprints corrected, discussion added, other minor modifications

Random matrices: Universality of local eigenvalue statistics up to the edge

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshnikov for the largest eigenvalues, assuming moment conditions rather than symmetry conditions. The main new technical observation is that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum which allows one to continue ensuring the delocalization of eigenvectors.Comment: 24 pages, no figures, to appear, Comm. Math. Phys. One new reference adde

A Reactive Molecular Dynamics Model for Uranium/Hydrogen Containing Systems

Uranium-based materials are valuable assets in the energy, medical, and military industries. However, understanding their sensitivity to hydrogen embrittlement is particularly challenging due to the toxicity of uranium and computationally expensive nature of the quantum-based methods generally required to study such processes. In this regard, we have developed a Chebyshev Interaction Model for Efficient Simulation (ChIMES) model that can be employed to compute energies and forces of U and UH3 bulk structures with vacancies and hydrogen interstitials with similar accuracy to Density Functional Theory (DFT) while yielding linear scaling and orders of magnitude improvement in computational efficiency. We show that that the bulk structural parameters, uranium and hydrogen vacancy formation energies, and diffusion barriers predicted by the ChIMES potential are in strong agreement with the reference DFT data. We then use ChIMES to conduct molecular dynamics simulations of the temperature-dependent diffusion of a hydrogen interstitial and determine the corresponding diffusion activation energy. Our model has particular significance in studies of actinides and other high-Z materials, where there is a strong need for computationally efficient methods to bridge length and time scales between experiments and quantum theory.Comment: Reactive molecular dynamics model for U/H systems based on the ChIMES reactive force fiel

On Eigenvalues of the sum of two random projections

We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal behavior of eigenvalues for large N. The limiting local behavior of eigenvalues is governed by the sine kernel in the bulk and by either the Bessel or the Airy kernel at the edge depending on parameters. We also study an exceptional case when the local behavior of eigenvalues of P_N + Q_N is not universal in the usual sense.Comment: 14 page

A central limit theorem for the zeroes of the zeta function

On the assumption of the Riemann hypothesis, we generalize a central limit theorem of Fujii regarding the number of zeroes of Riemann's zeta function that lie in a mesoscopic interval. The result mirrors results of Soshnikov and others in random matrix theory. In an appendix we put forward some general theorems regarding our knowledge of the zeta zeroes in the mesoscopic regime.Comment: 22 pages. Incorporates referees suggestions. Contains minor corrections to published versio

Mock-Gaussian Behaviour for Linear Statistics of Classical Compact Groups

We consider the scaling limit of linear statistics for eigenphases of a matrix taken from one of the classical compact groups. We compute their moments and find that the first few moments are Gaussian, whereas the limiting distribution is not. The precise number of Gaussian moments depends upon the particular statistic considered

Quantum Diffusion and Delocalization for Band Matrices with General Distribution

We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent and their variances satisfy \sigma_{xy}^2:=\E \abs{H_{xy}}^2 = W^{-d} f((x - y)/W) for some probability density $f$. We assume that the law of each matrix element $H_{xy}$ is symmetric and exhibits subexponential decay. We prove that the time evolution of a quantum particle subject to the Hamiltonian $H$ is diffusive on time scales $t\ll W^{d/3}$. We also show that the localization length of the eigenvectors of $H$ is larger than a factor $W^{d/6}$ times the band width $W$. All results are uniform in the size \abs{\Lambda} of the matrix. This extends our recent result \cite{erdosknowles} to general band matrices. As another consequence of our proof we show that, for a larger class of random matrices satisfying $\sum_x\sigma_{xy}^2=1$ for all $y$, the largest eigenvalue of $H$ is bounded with high probability by $2 + M^{-2/3 + \epsilon}$ for any $\epsilon > 0$, where M \deq 1 / (\max_{x,y} \sigma_{xy}^2).Comment: Corrected typos and some inaccuracies in appendix

Gaussian Fluctuations of Eigenvalues in Wigner Random Matrices

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian symplectic ensemble (GSE) and let $x_k$ denote eigenvalue number $k$. Under the condition that both $k$ and $n-k$ tend to infinity with $n$, we show that $x_k$ is normally distributed in the limit. We also consider the joint limit distribution of $m$ eigenvalues from the GOE or GSE with similar conditions on the indices. The result is an $m$-dimensional normal distribution. Using a recent universality result by Tao and Vu, we extend our results to a class of Wigner real symmetric matrices with non-Gaussian entries that have an exponentially decaying distribution and whose first four moments match the Gaussian moments.Comment: 21 pages, to appear, J. Stat. Phys. References and other corrections suggested by the referees have been incorporate

On universality of local edge regime for the deformed Gaussian Unitary Ensemble

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ converges weakly (in probability if random) to a non-random measure $N^{(0)}$ with a bounded support and assuming some conditions on the convergence rate, we prove universality of the local eigenvalue statistics near the edge of the limiting spectrum of $H_n$.Comment: 25 pages, 2 figure

Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.Comment: This is an extended version of my talk at the QMath 9 conference at Giens, France on September 13-17, 200