A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted increasing attention, however, questions on universality for these ensembles still remain under debate. We analyze the universality properties of random normal ensembles. We show that the concept of universality used for Hermitian ensembles cannot be directly extrapolated to normal ensembles. Moreover, we show that the eigenvalue statistics of random normal matrices with radially symmetric potential can be made universal under a conformal transformation.
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.
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 prove universality of local eigenvalue statistics in the bulk of the spectrum for orthogonal invariant matrix models with real analytic potentials with one interval limiting spectrum. Our starting point is the Tracy-Widom formula for the matrix reproducing kernel. The key idea of the proof is to represent the differentiation operator matrix written in the basis of orthogonal polynomials as a product of a positive Toeplitz matrix and a two diagonal skew symmetric Toeplitz matrix.
We prove the edge universality of the beta ensembles for any $β\ge 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $\mathscr{C}^4$ and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class $\mathscr{C}^4$.
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 consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a universality limit for these ratios.
We prove the universality of the $β$-ensembles with convex analytic potentials and for any $β>0$, i.e. we show that the spacing distributions of log-gases at any inverse temperature $β$ coincide with those of the Gaussian $β$-ensembles.
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a byproduct, this result gives asymptotic information on a certain ratio of the beta=1,2,4 partition functions for log gases.
We prove the edge and bulk universality of random Hermitian matrices with equi-spaced external source. One feature of our method is that we use neither a Christoffel-Darboux type formula, nor a double-contour formula, which are standard methods to prove universality results for exactly solvable models. This matrix model is an example of a biorthogonal ensemble, which is a special kind of determinantal point process whose kernel generally does not have a Christoffel-Darboux type formula or double-contour representation. Our methods may showcase how to handle universality problems for biorthogon…
We prove the bulk universality of the $β$-ensembles with non-convex regular analytic potentials for any $β>0$. This removes the convexity assumption appeared in our earlier work. The convexity condition enabled us to use the logarithmic Sobolev inequality to estimate events with small probability. The new idea is to introduce a "convexified measure" so that the local statistics are preserved under this convexification.
It is widely believed that the celebrated 2D Ising model at criticality has a universal and conformally invariant scaling limit, which is used in deriving many of its properties. However, no mathematical proof of universality and conformal invariance has ever been given, and even physics arguments support (a priori weaker) Möbius invariance. We introduce discrete holomorphic fermions for the 2D Ising model at criticality on a large family of planar graphs. We show that on bounded domains with appropriate boundary conditions, those have universal and conformally invariant scaling limits, thus p…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth autho…
We consider the product of two independent randomly rotated projectors. The square of its radial part turns out to be distributed as a Jacobi ensemble. We study its global and local properties in the large dimension scaling relevant to free probability theory. We establish asymptotics for one point and two point correlation functions, as well as properties of largest and smallest eigenvalues.
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…
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.
Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, in the limit as $N\to\infty$, the same as that of hermitian random matrices from GUE. We prove this conjecture for a certain subclass of hermitian Wigner matrices.
The immediate purpose of the paper was neither to review the basic definitions of percolation theory nor to rehearse the general physical notions of universality and renormalization (an important technique to be described in Part Two). It was rather to describe as concretely as possible, although in hypothetical form, the geometric aspects of universality, especially conformal invariance, in the context of percolation, and to present the numerical results that support the hypotheses. On the other hand, one ulterior purpose is to draw the attention of mathematicians to the mathematical problems…
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.
We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-Hermitian random matrices by fixing the trace $\operatorname{Tr}(XX^*)$ of the matrix $X$ with a hard or soft constraint. These ensembles have correlated matrix entries and non-determinantal joint densities of the complex eigenvalues. We study global and local bulk statistics in these ensembles, in particular in the limit of weak non-Hermiticity introduced by Fyodorov, Khoruzhenko and Sommers. Here, the support of the limiting measure collapses to the real line. This limit was motivated by physics applications …
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We study the conformal deformations of normal random ensembles to Hermitian random ensembles and give sufficient conditions for the latter to be a Wigner ensemble.
We study discrete $β$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the edge universality of the discrete $β$-ensembles, i.e. for $β\geq 1$, the distribution of extreme particles converges to the Tracy-Widom $β$ distribution. As far as we know, this is the first proof of general Tracy-Widom $β$ distributions in the discrete setting. A special case of our main results implies that under the Jack deformation of the Plancherel measure…
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…
Recently we introduced a family of $U(N)$ invariant Random Matrix Ensembles which is characterized by a parameter $λ$ describing logarithmic soft-confinement potentials $V(H) \sim [\ln H]^{(1+λ)} \:(λ>0$). We showed that we can study eigenvalue correlations of these "$λ$-ensembles" based on the numerical construction of the corresponding orthogonal polynomials with respect to the weight function $\exp[- (\ln x)^{1+λ}]$. In this work, we expand our previous work and show that: i) the eigenvalue density is given by a power-law of the form $ρ(x) \propto [\ln x]^{λ-1}/x$ and ii) the two-level kern…
Simple conformal loop ensembles (CLE) are a class of random collection of simple non-intersecting loops that are of particular interest in the study of conformally invariant systems. Among other things related to these CLEs, we prove the invariance in distribution of their nested "full-plane" versions under the inversion $z \mapsto 1/z$.
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 …
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 …
We construct and study the conformal loop ensembles CLE(kappa), defined for all kappa between 8/3 and 8, using branching variants of SLE(kappa) called exploration trees. The conformal loop ensembles are random collections of countably many loops in a planar domain that are characterized by certain conformal invariance and Markov properties. We conjecture that they are the scaling limits of various random loop models from statistical physics, including the O(n) loop models.
We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the Ginibre ensemble, i.e. when the matrix elements of $X$ are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy-Widom distribution at the spectral edges of the Wigner ensemble.
We consider the adjacency matrix of the ensemble of Erdős-Rényi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices exhibit bulk universality in the sense that both the averaged $n$-point correlation functions and distribution of a single eigenvalue gap coincide with those of the GOE. Our methods extend to a class of random matrices which includes sparse ensembles whose entries have different variances.
We provide a review of results on the critical and near-critical scaling limit of the planar Ising magnetization field obtained in the past dozen years. The results are presented in the framework of coupled loop and measure ensembles, and some new proofs are provided.
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…
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 establish universality at the hard edge for general beta ensembles provided that the background potential V is a polynomial such that x -> V(x^2) is uniformly convex and beta is larger than or equal to one. The method rests on the corresponding tridiagonal matrix models, showing that their appropriate continuum scaling limit is given by the Stochastic Bessel Operator. As conjectured by Edelman-Sutton and rigorously established by Ramirez-Rider, the latter characterizes the hard edge in the case of linear potential and all beta (the classical "beta-Laguerre" ensembles)
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…
This is the first part of a work aimed at constructing the stress-energy tensor of conformal field theory as a local "object" in conformal loop ensembles (CLE). This work lies in the wider context of re-constructing quantum field theory from mathematically well-defined ensembles of random objects. The goal of the present paper is two-fold. First, we provide an introduction to CLE, a mathematical theory for random loops in simply connected domains with properties of conformal invariance, developed recently by Sheffield and Werner. It is expected to be related to CFT models with central charges …
We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues ${x_j}_{j=1}^N$ are close to their classical location ${γ_j}_{j=1}^N$ determined by the limiting density of eigenvalues. Under the scaling where the typical distance between neighboring eigenvalues is of orde…
The conformal loop ensembles CLE(k), defined for k in [8/3, 8], are random collections of loops in a planar domain which are conjectured scaling limits of the O(n) loop models. We calculate the distribution of the conformal radii of the nested loops surrounding a deterministic point. Our results agree with predictions made by Cardy and Ziff and by Kenyon and Wilson for the O(n) model. We also compute the expectation dimension of the CLE(k) gasket, which consists of points not surrounded by any loop, to be 2-(8-k)(3k-8)/32k, which agrees with the fractal dimension given by Duplantier for the O(…
The two-dimensional Brownian loop-soup is a Poissonian random collection of loops in a planar domain with an intensity parameter c. When c is not greater than 1, we show that the outer boundaries of the loop clusters are disjoint simple loops (when c>1, there is almost surely only one cluster) that satisfy certain conformal restriction axioms. We prove various results about loop-soups, cluster sizes, and the c=1 phase transition. Combining this with the results of another paper of ours on the Markovian characterization of simple conformal loop ensembles (CLE), this proves that these outer boun…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the probability distribution for each matrix element is given by a measure $ν$ with a subexponential decay. Our main result is that the correlation functions of the local eigenvalue statistics in the bulk of the spectrum coincide with those of the Gaussian Orthogonal Ensemble (GOE), the Gaussian Unitary Ensemble (GUE) and the Gaussian Symplectic Ensemble (GSE), re…
We consider $n$ particles $0\leq x_1<x_2< \cdots < x_n < +\infty$, distributed according to a probability measure of the form $$ \frac{1}{Z_n}\prod_{1\leq i <j \leq n}(x_j-x_i)\prod_{1\leq i <j \leq n}(x_j^θ-x_i^θ)\prod_{j=1}^nx_j^αe^{-x_j}\ud x_j, ~~ α>-1,~~ θ>0, $$ where $Z_n$ is the normalization constant. This distribution arises in the context of modeling disordered conductors in the metallic regime, and can also be realized as the distribution for squared singular values of certain triangular random matrices. We give a double contour integral formula for the correlation kernel, which all…
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…
In this Letter we compute analytically the effect of conformal symmetry on the radiative corrections to the amplitude ratios for O($N$) $λϕ^{4}$ massless scalar field theories in curved spacetime for probing the two-scale-factor universality hypothesis. For that we employ three distinct and independent field-theoretic renormalization group methods. The amplitude ratios values obtained are identical when computed through the three distinct methods, thus showing their universal character. Furthermore, they are the same as that obtained in flat spacetime, then satisfying the two-scale-factor univ…
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 …
If the three dimensional self-avoiding walk (SAW) is conformally invariant, then one can compute the hitting densities for the SAW in a half-space and in a sphere. The ensembles of SAW's used to define these hitting densities involve walks of arbitrary lengths, and so these ensembles cannot be directly studied by the pivot Monte Carlo algorithm for the SAW. We show that these mixed length ensembles should have the same scaling limit as certain weighted ensembles that only involve walks with a single length, thus providing a fast method for simulating these ensembles. Preliminary simulations wh…
