Truncated linear statistics associated with the top eigenvalues of random matrices

Given a certain invariant random matrix ensemble characterised by the joint probability distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, many important questions have been related to the study of linear statistics of eigenvalues $L=\sum_{i=1}^Nf(\lambda_i)$, where $f(\lambda)$ is a known function. We study here truncated linear statistics where the sum is restricted to the $N_1<N$ largest eigenvalues: $\tilde{L}=\sum_{i=1}^{N_1}f(\lambda_i)$. Motivated by the analysis of the statistical physics of fluctuating one-dimensional interfaces, we consider the case of the Laguerre ensemble of random matrices with $f(\lambda)=\sqrt{\lambda}$. Using the Coulomb gas technique, we study the $N\to\infty$ limit with $N_1/N$ fixed. We show that the constraint that $\tilde{L}=\sum_{i=1}^{N_1}f(\lambda_i)$ is fixed drives an infinite order phase transition in the underlying Coulomb gas. This transition corresponds to a change in the density of the gas, from a density defined on two disjoint intervals to a single interval. In this latter case the density presents a logarithmic divergence inside the bulk. Assuming that $f(\lambda)$ is monotonous, we show that these features arise for any random matrix ensemble and truncated linear statitics, which makes the scenario described here robust and universal.Comment: LaTeX, 30 pages, 20 pdf figures. Updated version: a typo has been corrected in Eq. (3.30) and more details are provided in the Appendi

Fluctuations of observables for free fermions in a harmonic trap at finite temperature

We study a system of 1D noninteracting spinless fermions in a confining trap at finite temperature. We first derive a useful and general relation for the fluctuations of the occupation numbers valid for arbitrary confining trap, as well as for both canonical and grand canonical ensembles. Using this relation, we obtain compact expressions, in the case of the harmonic trap, for the variance of certain observables of the form of sums of a function of the fermions' positions, $\mathcal{L}=\sum_n h(x_n)$. Such observables are also called linear statistics of the positions. As anticipated, we demonstrate explicitly that these fluctuations do depend on the ensemble in the thermodynamic limit, as opposed to averaged quantities, which are ensemble independent. We have applied our general formalism to compute the fluctuations of the number of fermions $\mathcal{N}_+$ on the positive axis at finite temperature. Our analytical results are compared to numerical simulations. We discuss the universality of the results with respect to the nature of the confinement.Comment: 36 pages, 6 pdf figure

Quantum oscillations in mesoscopic rings and anomalous diffusion

We consider the weak localization correction to the conductance of a ring connected to a network. We analyze the harmonics content of the Al'tshuler-Aronov-Spivak (AAS) oscillations and we show that the presence of wires connected to the ring is responsible for a behaviour different from the one predicted by AAS. The physical origin of this behaviour is the anomalous diffusion of Brownian trajectories around the ring, due to the diffusion in the wires. We show that this problem is related to the anomalous diffusion along the skeleton of a comb. We study in detail the winding properties of Brownian curves around a ring connected to an arbitrary network. Our analysis is based on the spectral determinant and on the introduction of an effective perimeter probing the different time scales. A general expression of this length is derived for arbitrary networks. More specifically we consider the case of a ring connected to wires, to a square network, and to a Bethe lattice.Comment: 17 pages, 7 eps figure

Lyapunov exponents, one-dimensional Anderson localisation and products of random matrices

The concept of Lyapunov exponent has long occupied a central place in the theory of Anderson localisation; its interest in this particular context is that it provides a reasonable measure of the localisation length. The Lyapunov exponent also features prominently in the theory of products of random matrices pioneered by Furstenberg. After a brief historical survey, we describe some recent work that exploits the close connections between these topics. We review the known solvable cases of disordered quantum mechanics involving random point scatterers and discuss a new solvable case. Finally, we point out some limitations of the Lyapunov exponent as a means of studying localisation properties.Comment: LaTeX, 23 pages, 3 pdf figures ; review for a special issue on "Lyapunov analysis" ; v2 : typo corrected in eq.(3) & minor change

Scattering theory on graphs (2): the Friedel sum rule

We consider the Friedel sum rule in the context of the scattering theory for the Schr\"odinger operator -\Dc_x^2+V(x) on graphs made of one-dimensional wires connected to external leads. We generalize the Smith formula for graphs. We give several examples of graphs where the state counting method given by the Friedel sum rule is not working. The reason for the failure of the Friedel sum rule to count the states is the existence of states localized in the graph and not coupled to the leads, which occurs if the spectrum is degenerate and the number of leads too small.Comment: 20 pages, LaTeX, 6 eps figure

Functionals of the Brownian motion, localization and metric graphs

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed : some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schr\"odinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of the planar Brownian motion.Comment: Review article. 50 pages, 21 eps figures. Version 2: section 5.5 and conclusion added. Several references adde

One-dimensional classical diffusion in a random force field with weakly concentrated absorbers

A one-dimensional model of classical diffusion in a random force field with a weak concentration $\rho$ of absorbers is studied. The force field is taken as a Gaussian white noise with \mean{\phi(x)}=0 and \mean{\phi(x)\phi(x')}=g \delta(x-x'). Our analysis relies on the relation between the Fokker-Planck operator and a quantum Hamiltonian in which absorption leads to breaking of supersymmetry. Using a Lifshits argument, it is shown that the average return probability is a power law \smean{P(x,t|x,0)}\sim{}t^{-\sqrt{2\rho/g}} (to be compared with the usual Lifshits exponential decay $\exp{-(\rho^2t)^{1/3}}$ in the absence of the random force field). The localisation properties of the underlying quantum Hamiltonian are discussed as well.Comment: 6 pages, LaTeX, 5 eps figure