Second Order Freeness and Fluctuations of Random Matrices: II. Unitary Random Matrices

We extend the relation between random matrices and free probability theory from the level of expectations to the level of fluctuations. We show how the concept of "second order freeness", which was introduced in Part I, allows one to understand global fluctuations of Haar distributed unitary random matrices. In particular, independence between the unitary ensemble and another ensemble goes in the large $N$ limit over into asymptotic second order freeness. Two important consequences of our general theory are: (i) we obtain a natural generalization of a theorem of Diaconis and Shahshahani to the case of several independent unitary matrices; (ii) we can show that global fluctuations in unitarily invariant multi-matrix models are not universal.Comment: 31 pages, new section on failure of universality added, typos corrected, additional explanation

Fuzzy spaces and new random matrix ensembles

We analyze the expectation value of observables in a scalar theory on the fuzzy two sphere, represented as a generalized hermitian matrix model. We calculate explicitly the form of the expectation values in the large-N limit and demonstrate that, for any single kind of field (matrix), the distribution of its eigenvalues is still a Wigner semicircle but with a renormalized radius. For observables involving more than one type of matrix we obtain a new distribution corresponding to correlated Wigner semicircles.Comment: 12 pages, 1 figure; version to appear in Phys. Rev.

Spectrum of the Product of Independent Random Gaussian Matrices

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) = 1/(M\pi\sigma^2} |z|^{-2+2/M} for |z|<\sigma, and is zero for |z|> \sigma. The parameter \sigma corresponds to the radius of the circular support and is related to the amplitude of the Gaussian fluctuations. This form of the eigenvalue density is highly universal. It is identical for products of Gaussian Hermitian, non-Hermitian, real or complex random matrices. It does not change even if the matrices in the product are taken from different Gaussian ensembles. We present a self-contained derivation of this result using a planar diagrammatic technique for Gaussian matrices. We also give a numerical evidence suggesting that this result applies also to matrices whose elements are independent, centered random variables with a finite variance.Comment: 16 pages, 6 figures, minor changes, some references adde

Large N_c confinement and turbulence

We suggest that the transition that occurs at large $N_c$ in the eigenvalue distribution of a Wilson loop may have a turbulent origin. We arrived at this conclusion by studying the complex-valued inviscid Burgers-Hopf equation that corresponds to the Makeenko-Migdal loop equation, and we demonstrate the appearance of a shock in the spectral flow of the Wilson loop eigenvalues. This picture supplements that of the Durhuus-Olesen transition with a particular realization of disorder. The critical behavior at the formation of the shock allows us to infer exponents that have been measured recently in lattice simulations by Narayanan and Neuberger in $d=2$ and $d=3$. Our analysis leads us to speculate that the universal behavior observed in these lattice simulations might be a generic feature of confinement, also in $d=4$ Yang-Mills theory.Comment: 4 pages, no figures- Some rewriting - Typos corrected - References completed and some correcte

Free Random Levy Variables and Financial Probabilities

We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financial systems. In particular, we consider a financial covariance matrix composed of asymmetric and free random Levy matrices. We derive an algebraic equation for the resolvent and solve it to extract the spectral density. The free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market.Comment: 8 pages with 2 EPS figures; talk given by M.A. Nowak at NATO Advanced Research Workshop ``Applications of Physics to Economic Modeling'', Prague, 8-10 February, 200

Random matrix theory for CPA: Generalization of Wegner's nn--orbital model

We introduce a generalization of Wegner's $n$-orbital model for the description of randomly disordered systems by replacing his ensemble of Gaussian random matrices by an ensemble of randomly rotated matrices. We calculate the one- and two-particle Green's functions and the conductivity exactly in the limit $n\to\infty$. Our solution solves the CPA-equation of the $(n=1)$-Anderson model for arbitrarily distributed disorder. We show how the Lloyd model is included in our model.Comment: 3 pages, Rev-Te

IMF effect on sporadic-E layers at two northern polar cap sites: Part I ? Statistical study

International audienceIn this paper we investigate the relationship between polar cap sporadic-E layers and the direction of the interplanetary magnetic field (IMF) using a 2-year database from Longyearbyen (75.2 CGM Lat, Svalbard) and Thule (85.4 CGM Lat, Greenland). It is found that the MLT distributions of sporadic-E occurrence are different at the two stations, but both are related to the IMF orientation. This relationship, however, changes from the centre of the polar cap to its border. Layers are more frequent during positive By at both stations. This effect is particularly strong in the central polar cap at Thule, where a weak effect associated with Bz is also observed, with positive Bz correlating with a higher occurrence of Es. Close to the polar cap boundary, at Longyearbyen, the By effect is weaker than at Thule. On the other hand, Bz plays there an equally important role as By, with negative Bz correlating with the Es occurrence. Since Es layers can be created by electric fields at high latitudes, a possible explanation for the observations is that the layers are produced by the polar cap electric field controlled by the IMF. Using electric field estimates calculated by means of the statistical APL convection model from IMF observations, we find that the diurnal distributions of sporadic-E occurrence can generally be explained in terms of the electric field mechanism. However, other factors must be considered to explain why more layers occur during positive than during negative By and why the Bz dependence of layer occurrence in the central polar cap is different from that at the polar cap boundary

Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices

We derive exact analytic expressions for the distributions of eigenvalues and singular values for the product of an arbitrary number of independent rectangular Gaussian random matrices in the limit of large matrix dimensions. We show that they both have power-law behavior at zero and determine the corresponding powers. We also propose a heuristic form of finite size corrections to these expressions which very well approximates the distributions for matrices of finite dimensions.Comment: 13 pages, 3 figure

Rigorous mean field model for CPA: Anderson model with free random variables

A model of a randomly disordered system with site-diagonal random energy fluctuations is introduced. It is an extension of Wegner's $n$-orbital model to arbitrary eigenvalue distribution in the electronic level space. The new feature is that the random energy values are not assumed to be independent at different sites but free. Freeness of random variables is an analogue of the concept of independence for non-commuting random operators. A possible realization is the ensemble of at different lattice-sites randomly rotated matrices. The one- and two-particle Green functions of the proposed hamiltonian are calculated exactly. The eigenstates are extended and the conductivity is nonvanishing everywhere inside the band. The long-range behaviour and the zero-frequency limit of the two-particle Green function are universal with respect to the eigenvalue distribution in the electronic level space. The solutions solve the CPA-equation for the one- and two-particle Green function of the corresponding Anderson model. Thus our (multi-site) model is a rigorous mean field model for the (single-site) CPA. We show how the Llyod model is included in our model and treat various kinds of noises.Comment: 24 pages, 2 diagrams, Rev-Tex. Diagrams are available from the authors upon reques

Multiplication law and S transform for non-hermitian random matrices

We derive a multiplication law for free non-hermitian random matrices allowing for an easy reconstruction of the two-dimensional eigenvalue distribution of the product ensemble from the characteristics of the individual ensembles. We define the corresponding non-hermitian S transform being a natural generalization of the Voiculescu S transform. In addition we extend the classical hermitian S transform approach to deal with the situation when the random matrix ensemble factors have vanishing mean including the case when both of them are centered. We use planar diagrammatic techniques to derive these results.Comment: 25 pages + 11 figure