We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ (both non-random and random) converges weakly to a measure $N^{(0)}$ with a bounded support we prove universality of the local eigenvalue statistics in the bulk of the limiting spectrum of $H_n$.
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 $H_n$.
We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}Σ_n^{1/2}A_{m,n}A_{m,n}^*Σ_n^{1/2}$ in which $Σ_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix (independent of $Σ_n$), $\dfrac{m}{n}\to c>1$. Assuming that the Normalized Counting Measure of $Σ_n$ converges weakly (in probability) to a non-random measure $N^{(0)}$ with a bounded support we prove the universality of the local eigenvalue statistics in the bulk of the limiting spectrum of $H_n$.
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using the supersymmetry approach we calculate analytically the moments and the distribution function of the eigenvectors components for a generic matrix $W$. We show that specific choices of $W$ can modify significantly the nature of the eigenvectors changing them from extended to critical to localized. Our analytical results are supported by numerical simulations…
We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in terms of polynomials orthogonal on the unit circle. We do not use asymptotics of orthogonal polynomials. We obtain the $sin$-kernel as a unique solution of a certain non-linear integro-differential equation.
We examine the influence of exact Lorentz-violating symmetry mechanism on the radiative quantum corrections to the critical exponents for massless $q$-deformed O($N$) $λϕ^{4}$ scalar field theories. For that, we employ three different and independent field-theoretic renormalization group methods for computing analytically the $q$-deformed critical exponents up to next-to-leading order. Then we generalize the former finite loop level results for any loop order. We show that the Lorentz-violating $q$-deformed critical exponents, obtained through the three methods, turn out to be identical and fu…
We probe the universality hypothesis by analytically computing, at least, the two-loop corrections to the critical exponents for $q$-deformed O($N$) self-interacting $λϕ^{4}$ scalar field theories through six distinct and independent field-theoretic renormalization group methods and $ε$-expansion techniques. We show that the effect of $q$-deformation on the one-loop corrections to the $q$-deformed critical exponents is null, so universality hypothesis is broken down at this loop order. Such effect emerges just, at least, at two-loop level and the validity of universality hypothesis is restored…
Using the results on the $1/n$-expansion of the Verblunsky coefficients for a class of polynomials orthogonal on the unit circle with $n$ varying weight, we prove that the local eigenvalue statistic for unitary matrix models is independent of the form of the potential, determining the matrix model. Our proof is applicable to the case of four times differentiable potentials and of supports, consisting of one interval.
The unitary evolution maps in closed chaotic quantum graphs are known to have universal spectral correlations, as predicted by random matrix theory. In chaotic graphs with absorption the quantum maps become non-unitary. We show that their spectral statistics exhibit universality at the "soft" edges of the spectrum. The same spectral behavior is observed in many classical non-unitary ensembles of random matrices with rotationally invariant measures.
This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich matrix model ("matrix Airy function", as originally named by Kontsevich). For the case of the hard edge, universality is already known. We show that also in this case the universal limit can be expressed as a matrix integral ("matrix Bessel function") known in the literature as generalized Kontsevich matrix model.
We study the Hankel determinant generated by a deformed Hermite weight with one jump $w(z,t,γ)=e^{-z^2+tz}|z-t|^γ(A+Bθ(z-t))$, where $A\geq 0$, $A+B\geq 0$, $t\in\textbf{R}$, $γ>-1$ and $z\in\textbf{R}$. By using the ladder operators for the corresponding monic orthogonal polynomials, and their relative compatibility conditions, we obtain a series of difference and differential equations to describe the relations among $α_n$, $β_n$, $R_n(t)$ and $r_n(t)$. Especially, we find that the auxiliary quantities $R_n(t)$ and $r_n(t)$ satisfy the coupled Riccati equations, and $R_n(t)$ satisfies a part…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a hamiltonian random in time. We find that the result is universal and depends only on the second moment of the generator of the stochastic evolution. We find indications of critical behavior (eigenvalue spacing scaling like $1/N^{3/4}$) close to $θ=π$ for a specific critical evolution time $t_c$.
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the edge in terms of the Bessel kernel. We will prove that this behavior persists for the Modified Jacobi Unitary Ensemble. This generalization of the Jacobi Unitary Ensemble is associated with the modified Jacobi weight w(x)=(1-x)^α(1+x)^βh(x) where the extra factor h is assumed to be real analytic and strictly positive on [-1,1]. We use the connection with the…
We consider $β$ matrix models with real analytic potentials. Assuming that the corresponding equilibrium density $ρ$ has a one-interval support (without loss of generality $σ=[-2,2]$), we study the transformation of the correlation functions after the change of variables $λ_i\toζ(λ_i)$ with $ζ(λ)$ chosen from the equation $ζ'(λ)ρ(ζ(λ))=ρ_{sc}(λ)$, where $ρ_{sc}(λ)$ is the standard semicircle density. This gives us the "deformed" $β$-model which has an additional "interaction" term. Standard transformation with the Gaussian integral allows us to show that the "deformed" $β$-model may be reduced…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite size may be expressed in terms of a solution of the fifth Painleve transcendent. The generating function of a certain discontinuous linear statistic of the Laguerre unitary ensemble can similarly be expressed in terms of a solution of the fifth Painleve equation. The methodology used to derive these results rely on two theories regarding differential equations for orthogonal polynomial systems, one involving isomonodromic deformations and the other ladder operators. We compare the two theories…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the reproducing matrix kernels of orthogonal ensembles in terms of scalar reproducing kernel of corresponding unitary ensemble.
Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the correlation kernels as multivariate integrals with singularity and investigate saddle point method for such a type of integrals. As an application, we prove that the eigenvalue correlation functions have the same scaling limits as those of the single complex Ginibre ensemble, both in the bulk and at the edge of the spectrum. We also prove that the similar results h…
We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class of Wigner-like matrices, including deformed Wigner ensembles and ensembles with non-stochastic variance matrices whose limiting densities differ from the Wigner semicircle law.
Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically vanishes like a square root at soft edges of the spectrum. For the case that the equilibrium measure vanishes like a square root at 0, we determine the scaling limits of the eigenvalue correlation kernel near 0 in the limit when n, N tend to infinity such that n/N - 1 = O(n^{-2/3}). For each value of alpha > -1 we find a one-parameter family of limiting kernels …
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. The precise statement of our results is given in Theorem 1.1 and Corollaries 1.2, 1.3 below. For a proof of universality in the bulk of the spectrum, for the same class of weights, for unitary ensembles see [DKMVZ2], and for orthogonal and symplectic ensembles see [DG]. Our starting point in the unitary case is [DKMVZ2], and fo…
The generating functions for the gauge theory observables are often represented in terms of the unitary matrix integrals. In this work, the perturbative and non-perturbative aspects of the generic multi-critical unitary matrix models are studied by adopting the integrable operator formalism, and the multi-critical generalization of the Tracy--Widom distribution in the context of random partitions. We obtain the universal results for the multi-critical model in the weak and strong coupling phases. The free energy of the instanton sector in the weak coupling regime, and the genus expansion of th…
We consider a $μ$-deformation of the Segal-Bargmann transform, which is a unitary map from a $μ$-deformed quantum configuration space onto a $μ$-deformed quantum phase space (the $μ$-deformed Segal-Bargmann space). Both of these Hilbert spaces have canonical orthonormal bases. We obtain explicit formulas for the Shannon entropy of some of the elements of these bases. We also consider two reverse log-Sobolev inequalities in the $μ$-deformed Segal-Bargmann space, which have been proved in a previous work, and show that a certain known coefficient in them is the best possible.
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary, orthogonal, and symplectic ensembles. The Riemann-Hilbert problem for orthogonal polynomials is one possible tool to derive universality in unitary random matrix ensembles. An overview is presented of the Deift/Zhou steepest descent analysis of the Riemann-Hilbert problem in the one-cut regular case. Non-standard universality classes that arise at singular point…
Isospectral transformations of exactly solvable models constitute a fruitful method for obtaining new structures with prescribed properties. In this paper we study the stability group of the Dirac algebra in honeycomb lattices representing graphene or boron nitride. New crystalline arrays with conical (Dirac) points are obtained; in particular, a model for dichalcogenide monolayers is proposed and analyzed. In our studies we encounter unitary and non-unitary transformations. We show that the latter give rise to $\mbox{$\cal P\,$}\mbox{$\cal T\,$}$-symmetric Hamiltonians, in compliance with kno…
Basing on our recent results on the $1/n$-expansion in unitary invariant random matrix ensembles, known as matrix models, we prove that the local eigenvalue statistic, arising in a certain neighborhood of the edges of the support of the Density of States, is independent of the form of the potential, determining the matrix model. Our proof is applicable to the case of real analytic potentials and of supports, consisting of one or two disjoint intervals.
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such weights the associated equilibrium measure is supported on a single interval. The precise statement of our results is given in Theorem 1.1 below. For a proof of the Universality Conjecture for unitary ensembles, for the same class of weights, see [DKMVZ2]. Our starting point is Widom's representation [W] of the orthogonal and symplectic correlation kernels …
Deformed orthogonal and pseudo-orthogonal Lie algebras are constructed which differ from deformations of Lie algebras in terms of Cartan subalgebra and root vectors and which make it possible to construct representations by operators acting according to Gel'fand--Tsetlin-type formulas. Unitary representations of the q-deformed algebras U_q(so_{n,1}) are found.
We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $ν$ with a subexponential decay. We prove that the local eigenvalue statistics in the bulk of the spectrum for these matrices coincide with those of the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Unitary Ensemble (GUE), respectively, in the limit $N\to \infty$. Our approach is based on the study of the Dyson Brownian motion via a related new dynamics, the local relaxation flow. We also show tha…
The winding number is a concept in complex analysis which has, in the presence of chiral symmetry, a physics interpretation as the topological index belonging to gapped phases of fermions. We study statistical properties of this topological quantity. To this end, we set up a random matrix model for a chiral unitary system with a parametric dependence. We analytically calculate the discrete probability distribution of the winding numbers, as well as the parametric correlations functions of the winding number density. Moreover, we address aspects of universality for the two-point function of the…
We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under an additional assumption on the local regularity of one of the measures). The convergence rate of the recurrence coefficients determines the range of scales on which the limiting fluctuations are identical. Our main tool is an analysis of the Green's function for the associated Jacobi matrices. As a particular consequence we obtain a Central Limit Theorem for…
Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{δ,β}^{(n)} \prod_{1\leq k<l\leq n}| e^{\iiθ_k}-e^{\iiθ_l}|^β\prod_{j=1}^{n}(1-e^{-\iiθ_j})^δ (1-e^{\iiθ_j})^{\overlineδ} $$ with $\Re δ> -1/2$. If $e$ is a cyclic vector for a unitary $n\times n$ matrix $U$, the spectral measure of the pair $(U,e)$ is well parameterized by its Verblunsky coefficients $(α_0, ..., α_{n-1})$. We introduce here a deformation $(γ_0, >..., γ_{n-1})$ of these coeff…
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by Random Matrix Theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t=0, while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random mat…
We prove that the asymptotic of the bulk local statistics in models of random lozenge tilings is universal in the vicinity of straight boundaries of the tiled domains. The result applies to uniformly random lozenge tilings of large polygonal domains on triangular lattice and to the probability measures describing the decomposition in Gelfand-Tsetlin bases of tensor products of representations of unitary groups. In a weaker form our theorem also applies to random domino tilings.
It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice hierarchy. In these cases the asymptotic expansions of the free energies given by the logarithm of the partition functions lead to the dispersionless (i.e. continuous) limits for the Toda and Pfaff lattice hierarchies. There is a universality between all three ensembles of random matrices, one consequence of which is that the leading orders of the free energy …
We study a unitary matrix model of the Gross-Witten-Wadia type, extended with the addition of characteristic polynomial insertions. The model interpolates between solvable unitary matrix models and is the unitary counterpart of a deformed Cauchy ensemble. Exact formulas for the partition function and Wilson loops are given in terms of Toeplitz determinants and minors and large $N$ results are obtained by using Szegö theorem with a Fisher-Hartwig singularity. In the large $N$ (planar) limit with two scaled couplings, the theory exhibits a surprisingly intricate phase structure in the two-dimens…
This paper establishes a universality result for scaling limits of uniformly random lozenge tilings of large domains. We prove that whenever a boundary of the domain has three adjacent straight segments inclined under 120 degrees to each other, the asymptotics of tilings near the middle segment is described by the GUE--corners process of random matrix theory. An important step in our argument is to show that fluctuations of the height function of random tilings on essentially arbitrary simply-connected domains of diameter $N$ have smaller magnitude than $N^{1/2}$.
We derive an exact formula for the stochastic evolution of the characteristic determinant of a class of deformed Wishart matrices following from a chiral random matrix model of QCD at finite chemical potential. In the WKB approximation, the characteristic determinant describes a sharp droplet of eigenvalues that deforms and expands at large stochastic times. Beyond the WKB limit, the edges of the droplet are fuzzy and described by universal edge functions. At the chiral point, the characteristic determinant in the microscopic limit is universal. Remarkably, the physical chiral condensate at fi…
We discuss universality in random matrix theory and in the study of Hamiltonian partial differential equations. We focus on universality of critical behavior and we compare results in unitary random matrix ensembles with their counterparts for the Korteweg-de Vries equation, emphasizing the similarities between both subjects.
Periodic orbits in chaotic systems form clusters, whose elements traverse approximately the same points of the phase space. The distribution of cluster sizes depends on the length n of orbits and the parameter p which controls closeness of orbits actions. We show that counting of cluster sizes in the baker's map can be turned into a spectral problem for an ensemble of truncated unitary matrices. Based on the conjecture of the universality for the eigenvalues distribution at the spectral edge of these ensembles, we obtain asymptotics of the second moment of cluster distribution in a regime wher…
The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the eigenvalue distributions are given by a log-gas with inverse temperature $β= 1, 2, 4$, corresponding to the orthogonal, unitary and symplectic ensembles. For $β\not \in \{1, 2, 4\}$, there is no matrix model behind this model, but the statistical physics interpretation of the log-gas is still valid for all $β> 0$. The universality conjecture for invariant ensembles …
It has been shown by Akemann, Ipsen and Kieburg that the squared singular values of products of $M$ rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation kernel that admits a representation in terms of Meijer G-functions. We prove the universality of the local statistics of the squared singular values, namely, the bulk universality given by the sine kernel and the edge universality given by the Airy kernel. The proof is based on the asymptotic analysis for the double contour integral representation of…
We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth Painlevé function. In the limit of infinite-dimensional matrices, $N\rightarrow\infty$, we derive a ${\it\, concise\,}$ parameter-free formula for the power spectrum which involves a fifth Painlevé transcendent and interpret it in terms of the ${\rm Sine}_2$ determinantal random point field. Further, we discuss a universality of the predicted power spectrum law an…
