Peter Eichelsbacher, Jens Sommerauer, Michael Stolz
We prove a large deviations principle for the empirical measures of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes biorthogonal Laguerre, Jacobi and Hermite ensembles, the matrix model of Lueck, Sommers and Zirnbauer for disordered bosons, the Stieltjes-Wigert matrix model of Chern-Simons theory, and Angelesco ensembles.
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We prove a large deviations principle for the largest eigenvalue of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes a matrix model of Lueck, Sommers and Zirnbauer for disordered bosons and Angelesco ensembles. Moreover we consider matrix ensembles in mesoscopic physics.
The theory of large deviations is already the natural language for the statistical physics of equilibrium and non-equilibrium. In the field of disordered systems, the analysis via large deviations is even more useful to describe within a unified perspective the typical events and the rare events that occur on various scales. In the present pedagogical introduction, we revisit various emblematic classical and quantum disordered systems in order to highlight the common underlying mechanisms from the point of view of large deviations.
We contribute an extension of large-deviation results obtained in [N.J.B. Aza, J.-B. Bru, W. de Siqueira Pedra, A. Ratsimanetrimanana, J. Math. Pures Appl. 125 (2019) 209] on conductivity theory at atomic scale of free lattice fermions in disordered media. Disorder is modeled by (i) a random external potential, like in the celebrated Anderson model, and (ii) a nearest-neighbor hopping term with random complex-valued amplitudes. In accordance with experimental observations, via the large deviation formalism, our previous paper showed in this case that quantum uncertainty of microscopic electric…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to obtain the large deviations properties for the probability distribution of the inferred Markov parameters in order to characterize their possible fluctuations around the true Markov parameters for large $T$. The explicit rate functions are given for several settings, namely discrete-time Markov chains, continuous-time Markov jump processes, and diffusion process…
The real-space renormalization procedures on hierarchical lattices have been much studied for many disordered systems in the past at the level of their typical fluctuations. In the present paper, the goal is to analyze instead the renormalization flows for the tails of probability distributions in order to extract the scalings of their large deviations and the tails behaviors of the corresponding rate functions. We focus on the renormalization rule for the ground-state energy of the Directed Polymer model in a random medium, and study the various renormalization flows that can emerge for the t…
The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition rates. We first focus on the Directed Trap model, where the contractions needed to obtain the large deviations properties of the density alone and of the current alone can be explicitly written in each disordered sample, and where the deformed Markov operator needed to evaluate the generating function of the current can be also explicitly analyzed via its highe…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(λ_1,\cdots,λ_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form $L=(1/N)\sum_if(λ_i)$ where $f(x)$ is a given function, appears in many physical problems. In the $N\to\infty$ limit, $L$ scales as $L\sim N^η$, where the scaling exponent $η$ depends on the ensemble and the function $f$. Its distribution can be written under the form $P_N(s=N^{-η}\,L)\simeq A_{β,N}(s)\,\exp\big\{-(βN^2/2)\,Φ(s)\big\}$, where $β\in\{1,\,2,\,4\}$ is the Dyson inde…
In the present article we obtain the large $N$ asymptotics of the partition function $Z_N$ of the six-vertex model with domain wall boundary conditions on the critical line between the disordered and antiferroelectric phases. Using the weights $a=1-x,b=1+x,c=2,|x|<1$, we prove that, as $N\rightarrow\infty$, $Z_N=CF^{N^2}N^{1/12}(1+O(N^{-1}))$, where $F$ is given by an explicit expression in $x$ and the $x$-dependency in $C$ is determined. This result reproduces and improves the one given in the physics literature by Bogoliubov, Kitaev and Zvonarev. Furthermore, we prove that the free energy ex…
We study the electronic transport properties of the Anderson model on a strip, modeling a quasi one-dimensional disordered quantum wire. In the literature, the standard description of such wires is via random matrix theory (RMT). Our objective is to firmly relate this theory to a microscopic model. We correct and extend previous work (arXiv:0912.1574) on the same topic. In particular, we obtain through a physically motivated scaling limit an ensemble of random matrices that is close to, but not identical to the standard transfer matrix ensembles (sometimes called TOE, TUE), corresponding to th…
The macroscopic properties of a quantum system strongly depend on the spreading of the physical eigenfunctions (wavefunctions) of its Hamiltonian operador over its confined domain. The wavefunctions are often controlled by classical or hypergeometric-type orthogonal polynomials (Hermite, Laguerre and Jacobi). Here we discuss the spreading of these polynomials over its orthogonality interval by means of various information-theoretic quantities which grasp some facets of the polynomial distribution not yet analyzed. We consider the information-theoretic lengths closely related to the Fisher info…
We develop a supersymmetric virial expansion for two point correlation functions of almost diagonal Gaussian Random Matrix Ensembles (ADRMT) of the orthogonal symmetry. These ensembles have multiple applications in physics and can be used to study universal properties of time-reversal invariant disordered systems which are either insulators or close to the Anderson localization transition. We derive a two-level contribution to the correlation functions of the generic ADRMT and apply these results to the critical (multifractal) power law banded ADRMT. Analytical results are compared with numeri…
We evaluate the high temperature limit of the free energy of spin glasses on the hypercube with Hamiltonian $H_N(σ) = σ^T J σ$, where the coupling matrix $J$ is drawn from certain symmetric orthogonally invariant ensembles. Our derivation relates the annealed free energy of these models to a spherical integral, and expresses the limit of the free energy in terms of the limiting spectral measure of the coupling matrix $J$. As an application, we derive the limiting free energy of the Random Orthogonal Model (ROM) at high temperatures, which confirms non-rigorous calculations of Marinari et al. (…
In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we revisit the simpler observables based on independent random variables, namely the empirical maximum, the empirical average, the empirical non-integer moments or other additive empirical observables, in order to describe the cases where asymmetric large deviations already occur. The unifying starting point to analyze the large deviations of these various empiric…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple constraints case. We systematically analyze the detailed structures of such microcanonical ensembles in two orthogonal directions using the theory of large deviations. First of all, we establish the equivalence of ensembles result, which exhibits an interesting phase transition phenomenon. Secondly, we study the localization and delocalization phenomena by obtainin…
Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the physical system determines a probability measure with support on this cone. The present paper analyzes a discrete family of such measures of exponential type, and does so in an attempt to capture, by a simple random matrix model, some generic statistical features of the characteristic frequencies of disordered bosonic quasi-particle systems. The level correlat…
Superintegrability of the Wilson family of matrix models and moments of multivariable orthogonal polynomials
本文通过多元正交多项式理论构造了基于Meixner-Pollaczek和Wilson多项式多元推广的新超可积矩阵模型，给出了相应多变量测度的广义矩表达式，并发现了偏离Schur多项式基及新组合结构等新现象。
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