Large deviations of spread measures for Gaussian matrices

For a large $n\times m$ Gaussian matrix, we compute the joint statistics, including large deviation tails, of generalized and total variance - the scaled log-determinant $H$ and trace $T$ of the corresponding $n\times n$ covariance matrix. Using a Coulomb gas technique, we find that the Laplace transform of their joint distribution $\mathcal{P}_n(h,t)$ decays for large $n,m$ (with $c=m/n\geq 1$ fixed) as $\hat{\mathcal{P}}_n(s,w)\approx \exp\left(-\beta n^2 J(s,w)\right)$, where $\beta$ is the Dyson index of the ensemble and $J(s,w)$ is a $\beta$-independent large deviation function, which we compute exactly for any $c$. The corresponding large deviation functions in real space are worked out and checked with extensive numerical simulations. The results are complemented with a finite $n,m$ treatment based on the Laguerre-Selberg integral. The statistics of atypically small log-determinants is shown to be driven by the split-off of the smallest eigenvalue, leading to an abrupt change in the large deviation speed.Comment: 20 pages, 3 figures. v4: final versio

Statistical distribution of the Wigner-Smith time-delay matrix moments for chaotic cavities

We derive the joint distribution of the moments $\mathrm{Tr}\, Q^{\kappa}$ ($\kappa\geq0$) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels $n$. This distribution turns out to be asymptotically Gaussian, and we compute explicitly averages and covariances. The results are in a compact form and have been verified numerically. The general methodology of proof and computations has a wide range of applications.Comment: 5 pages, 1 table, 2 figure

Free fermions and the classical compact groups

There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of non-interacting free fermions with classical boundary conditions.Comment: 35 pages, 5 figures. Final versio

Joint statistics of quantum transport in chaotic cavities

We study the joint statistics of conductance $G$ and shot noise $P$ in chaotic cavities supporting a large number $N$ of open electronic channels in the two attached leads. We determine the full phase diagram in the $(G,P)$ plane, employing a Coulomb gas technique on the joint density of transmission eigenvalues, as dictated by Random Matrix Theory. We find that in the region of typical fluctuations, conductance and shot noise are uncorrelated and jointly Gaussian, and away from it they fluctuate according to a different joint rate function in each phase of the $(G,P)$ plane. Different functional forms of the rate function in different regions emerge as a direct consequence of third order phase transitions in the associated Coulomb gas problem.Comment: 6 pages, 1 figur

The oriented swap process and last passage percolation

We present new probabilistic and combinatorial identities relating three random processes: the oriented swap process on $n$ particles, the corner growth process, and the last passage percolation model. We prove one of the probabilistic identities, relating a random vector of last passage percolation times to its dual, using the duality between the Robinson-Schensted-Knuth and Burge correspondences. A second probabilistic identity, relating those two vectors to a vector of 'last swap times' in the oriented swap process, is conjectural. We give a computer-assisted proof of this identity for $n\le 6$ after first reformulating it as a purely combinatorial identity, and discuss its relation to the Edelman-Greene correspondence. The conjectural identity provides precise finite-$n$ and asymptotic predictions on the distribution of the absorbing time of the oriented swap process, thus conditionally solving an open problem posed by Angel, Holroyd and Romik.Comment: 36 pages, 6 figures. Full version of the FPSAC 2020 extended abstract arXiv:2003.0333

Typical Entanglement

Let a pure state \psi be chosen randomly in an NM-dimensional Hilbert space, and consider the reduced density matrix \rho of an N-dimensional subsystem. The bipartite entanglement properties of \psi are encoded in the spectrum of \rho. By means of a saddle point method and using a "Coulomb gas" model for the eigenvalues, we obtain the typical spectrum of reduced density matrices. We consider the cases of an unbiased ensemble of pure states and of a fixed value of the purity. We finally obtain the eigenvalue distribution by using a statistical mechanics approach based on the introduction of a partition function.Comment: 15 pages, 4 figure

Universality of the third-order phase transition in the constrained Coulomb gas

The free energy at zero temperature of Coulomb gas systems in generic dimension is considered as a function of a volume constraint. The transition between the 'pulled' and the 'pushed' phases is characterised as a third-order phase transition, in all dimensions and for a rather large class of isotropic potentials. This suggests that the critical behaviour of the free energy at the 'pulled-to-pushed' transition may be universal, i.e., to some extent independent of the dimension and the details of the pairwise interaction.Comment: 18 pages, 2 figures. v2: References adde

Universality of the weak pushed-to-pulled transition in systems with repulsive interactions

We consider a $d$-dimensional gas in canonical equilibrium under pairwise screened Coulomb repulsion and external confinement, and subject to a volume constraint. We show that its excess free energy displays a generic third-order singularity separating the pushed and pulled phases, irrespective of range of the pairwise interaction, dimension and details of the confining potential. The explicit expression of the excess free energy is universal and interpolates between the Coulomb (long-range) and the delta (zero-range) interaction. The order parameter of this transition - the electrostatic pressure generated by the surface excess charge - is determined by invoking a fundamental energy conservation argument.Comment: 12 pages, 2 figures. Revised versio

Random matrices associated to Young diagrams

We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments are a generalisation of the Catalan numbers. The limiting distribution is the density of a product of rescaled independent Beta random variables and its Stieltjes-Cauchy transform has a hypergeometric representation. In special cases we recover the Marchenko-Pastur and Dykema-Haagerup measures of square and triangular random matrices, respectively. We find a further factorisation of the moments in terms of two complex-valued random variables that generalises the factorisation of the Marcenko-Pastur law as product of independent uniform and arcsine random variables.Comment: 17 pages, 1 figur

The semiclassical limit of a quantum Zeno dynamics

Motivated by a quantum Zeno dynamics in a cavity quantum electrodynamics setting, we study the asymptotics of a family of symbols corresponding to a truncated momentum operator, in the semiclassical limit of vanishing Planck constant $\hbar\to0$ and large quantum number $N\to\infty$, with $\hbar N$ kept fixed. In a suitable topology, the limit is the discontinuous symbol $p\chi_D(x,p)$ where $\chi_D$ is the characteristic function of the classically permitted region $D$ in phase space. A refined analysis shows that the symbol is asymptotically close to the function $p\chi_D^{(N)}(x,p)$, where $\chi_D^{(N)}$ is a smooth version of $\chi_D$ related to the integrated Airy function. We also discuss the limit from a dynamical point of view.Comment: 28 pages, 5 figure