Summing free unitary random matrices

I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and singular values of sums of independent unitary random matrices, weighted by complex numbers. In the case of CUE summands, I write them in terms of two "master equations," which I then solve and numerically test in four specific cases. I conjecture a finite-size extension of these results, exploiting the complementary error function. I prove a central limit theorem, and its first sub-leading correction, for independent identically-distributed zero-drift unitary random matrices.Comment: 17 pages, 15 figure

Random matrix model for QCD_3 staggered fermions

We show that the lowest part of the eigenvalue density of the staggered fermion operator in lattice QCD_3 at small lattice coupling constant beta has exactly the same shape as in QCD_4. This observation is quite surprising, since universal properties of the QCD_3 Dirac operator are expected to be described by a non-chiral matrix model. We show that this effect is related to the specific nature of the staggered fermion discretization and that the eigenvalue density evolves towards the non-chiral random matrix prediction when beta is increased and the continuum limit is approached. We propose a two-matrix model with one free parameter which interpolates between the two limits and very well mimics the pattern of evolution with beta of the eigenvalue density of the staggered fermion operator in QCD_3.Comment: 8 pages 4 figure

Spectra of sparse non-Hermitian random matrices: an analytical solution

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the Kesten-Mckay law as well as a sparse realization of Girko's elliptic law. Our exact result opens new perspectives in the study of several physical problems modelled on sparse random graphs. In this context, we show analytically that the convergence rate of a transport process on a very sparse graph depends upon the degree of symmetry of the edges in a non-monotonous way.Comment: 5 pages, 5 figures, 12 pages supplemental materia

Chiral Symmetry Breaking and the Dirac Spectrum at Nonzero Chemical Potential

The relation between the spectral density of the QCD Dirac operator at nonzero baryon chemical potential and the chiral condensate is investigated. We use the analytical result for the eigenvalue density in the microscopic regime which shows oscillations with a period that scales as 1/V and an amplitude that diverges exponentially with the volume $V=L^4$. We find that the discontinuity of the chiral condensate is due to the whole oscillating region rather than to an accumulation of eigenvalues at the origin. These results also extend beyond the microscopic regime to chemical potentials $\mu \sim 1/L$.Comment: 4 pages, 1 figur

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

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

Signal from noise retrieval from one and two-point Green's function - comparison

We compare two methods of eigen-inference from large sets of data, based on the analysis of one-point and two-point Green's functions, respectively. Our analysis points at the superiority of eigen-inference based on one-point Green's function. First, the applied by us method based on Pad?e approximants is orders of magnitude faster comparing to the eigen-inference based on uctuations (two-point Green's functions). Second, we have identified the source of potential instability of the two-point Green's function method, as arising from the spurious zero and negative modes of the estimator for a variance operator of the certain multidimensional Gaussian distribution, inherent for the two-point Green's function eigen-inference method. Third, we have presented the cases of eigen-inference based on negative spectral moments, for strictly positive spectra. Finally, we have compared the cases of eigen-inference of real-valued and complex-valued correlated Wishart distributions, reinforcing our conclusions on an advantage of the one-point Green's function method.Comment: 14 pages, 8 figures, 3 table

Probability density of determinants of random matrices

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the matrices

Large scale correlations in normal and general non-Hermitian matrix ensembles

We compute the large scale (macroscopic) correlations in ensembles of normal random matrices with an arbitrary measure and in ensembles of general non-Hermition matrices with a class of non-Gaussian measures. In both cases the eigenvalues are complex and in the large $N$ limit they occupy a domain in the complex plane. For the case when the support of eigenvalues is a connected compact domain, we compute two-, three- and four-point connected correlation functions in the first non-vanishing order in 1/N in a manner that the algorithm of computing higher correlations becomes clear. The correlation functions are expressed through the solution of the Dirichlet boundary problem in the domain complementary to the support of eigenvalues. The two-point correlation functions are shown to be universal in the sense that they depend only on the support of eigenvalues and are expressed through the Dirichlet Green function of its complement.Comment: 16 pages, 1 figure, LaTeX, submitted to J. Phys. A special issue on random matrices, minor corrections, references adde

Fluctuations in the two-dimensional one-component plasma and associated fourth-order phase transition

6 pages, 2 figures. Final version6 pages, 2 figures. Final version6 pages, 2 figures. Final versionWe study the distribution of the mean radial displacement of charges of a 2D one-component plasma in the thermodynamic limit $N\to\infty$ at finite temperature $\beta>0$. We compute explicitly the large deviation functions showing the emergence of a fourth-order phase transition as a consequence of a change of topology in the plasma distribution. This weak phase transition occurs exactly at the ground state of the plasma. These results have been compared with the integrable case (finite $N$) of plasma parameter $\beta q^2=2$. In this case the problem can be mapped to the stationary properties of 2D Dyson Brownian particles and to a non-Hermitian matrix model