We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full Central Limit Theorem for the fluctuations of linear statistics in dimension 2, valid for the first time down to microscales and for possibly very small or very large temperatures.
We show that a similar CLT can also be obtained in any larger dimension conditional on a "no phase-transition" assumption, as soon as one can obtain a precise enough error rate for the expansion of the free energy -- an expansion is obtained in any dimension, but the obtained rate is so far not good enough to conclude.
These CLTs can be interpreted as a convergence to the Gaussian Free Field.
All the results are valid as soon as the test-function lives on a larger scale than the temperature-dependent minimal scale $ρ_β$ introduced in our previous work \cite{as}.
We prove a local central limit theorem for fluctuations of linear statistics of smooth enough test functions under the canonical Gibbs measure of two-dimensional Coulomb gases at any positive temperature. The proof relies on the existing global central limit theorem and a new decay estimate for the characteristic function of such fluctuations.
These are the lecture notes of a "Nachdiplomvorlesung" course taught at ETH Zurich in the Spring of 2013. They appeared in the EMS series Zurich Lectures in Advanced Mathematics.
The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical Gibbs measure, by zooming around a point in the bulk of the equilibrium measure, up to the finest averaging scale. The rate function is given by the sum of the "renormalized energy" of Serfaty et al. weighted by the inverse temperature, and of the specific relative entropy. We deduce a local law which quantifies the convergence of the empirical measures of th…
We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the empirical distribution of such gases around their equilibrium measure, with respect to bounded Lipschitz and Wasserstein distances. This implies macroscopic as well as mesoscopic convergence in such distances. In particular, we improve the concentration inequalities known for the empirical spectral distribution of Ginibre random matrices. Our approach is re…
We consider in this note a class of two-dimensional determinantal Coulomb gases confined by a radial external field. As the number of particles tends to infinity, their empirical distribution tends to a probability measure supported in a centered ring of the complex plane. A quadratic confinement corresponds to the complex Ginibre Ensemble. In this case, it is also already known that the asymptotic fluctuation of the radial edge follows a Gumbel law. We establish in this note the universality of this edge behavior, beyond the quadratic case. The approach, inspired by earlier works of Kostlan a…
This is a review about a series of results on vortices in the Ginzburg-Landau model of superconductivity on the one hand, and point patterns in Coulomb gases on the other hand, as well as the connections between the two topics.
These are the lecture notes of a course taught at the Park City Mathematics Institute in June 2017. They are intended to review some recent results, obtained in large part with Thomas Leblé, on the statistical mechanics of systems of points with logarithmic or Coulomb interactions. After listing some motivations, we describe the "electric approach" which allows to get concentration results, Central Limit Theorems for fluctuations, and a Large Deviations Principle expressed in terms of the microscopic state of the system.
This article aims to study the Coulomb gas model over the $d$-dimensional $p$-adic space. We establish the existence of equilibria measures and the $Γ$-limit for the Coulomb energy functional when the number of configurations tends to infinity. For a cloud of charged particles confined into the unit ball, we compute the equilibrium measure and the minimum of its Coulomb energy functional. In the $p$-adic setting the Coulomb energy is the continuum limit of the minus a hierarchical Hamiltonian attached to a spin glass model with a $p$-adic coupling.
We consider a two-dimensional Coulomb gas confined to a disk when the external potential is radially symmetric. In the presence of a hard-wall constraint effective to change the equilibrium, the density of the equilibrium measure acquires a singular component at the hard wall. In the determinantal case, we study the local statistics of Coulomb particles at the hard wall and prove that their local correlations are expressed in terms of "Laplace-type" integrals, which appear in the context of truncated unitary matrices in the regime of weak non-unitarity.
We study the outliers for two models which have an interesting connection. On the one hand, we study a specific class of planar Coulomb gases which are determinantal. It corresponds to the case where the confining potential is the logarithmic potential of a radial probability measure. On the other hand, we study the zeros of random polynomials that appear to be closely related to the first model. Their behavior far from the origin is shown to depend only on the decaying properties of the probability measure generating the potential. A similar feature is observed for their behavior near the ori…
We study Coulomb gases in any dimension $d \geq 2$ and in a broad temperature regime. We prove local laws on the energy, separation and number of points down to the microscopic scale. These yield the existence of limiting point processes generalizing the Ginibre point process for arbitrary temperature and dimension. The local laws come together with a quantitative expansion of the free energy with a new explicit error rate in the case of a uniform background density. These estimates have explicit temperature dependence, allowing to treat regimes of very large or very small temperature, and exh…
We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the support of the equilibrium measure. This can be stated in terms of convergence of the random electrostatic potential to a Gaussian Free Field. Our result is the first to be valid at arbitrary temperature and at the mesoscopic scales, and we recover previous results of Ameur-Hendenmalm-Makarov and Rider-Virág concerning the determinantal case, with weaker ass…
For general dimension $d$ we prove the equidistribution of energy at the micro-scale in $\mathbb R^d$, for the optimal point configurations appearing in Coulomb gases at zero temperature. At the microscopic scale, i.e. after blow-up at the scale corresponding to the interparticle distance, in the case of Coulomb gases we show that the energy concentration is precisely determined by the macroscopic density of points, independently of the scale. This uses the "jellium energy" which was previously shown to control the next-order term in the large particle number asymptotics of the minimum energy.…
We consider random normal matrix and planar symplectic ensembles, which can be interpreted as two-dimensional Coulomb gases having determinantal and Pfaffian structures, respectively. For general radially symmetric potentials, we derive the asymptotic expansions of the log-partition functions up to and including the $O(1)$-terms as the number $N$ of particles increases. Notably, our findings stress that the formulas of the $O(\log N)$- and $O(1)$-terms in these expansions depend on the connectivity of the droplet. For random normal matrix ensembles, our formulas agree with the predictions prop…
We study the non-asymptotic behavior of a Coulomb gas on a compact Riemannian manifold. This gas is a symmetric n-particle Gibbs measure associated to the two-body interaction energy given by the Green function. We encode such a particle system by using an empirical measure. Our main result is a concentration inequality in Kantorovich-Wasserstein distance inspired from the work of Chafaï, Hardy and Maïda on the Euclidean space. Their proof involves large deviation techniques together with an energy-distance comparison and a regularization procedure based on the superharmonicity of the Green …
We review what is known, unknown and expected about the mathematical properties of Coulomb and Riesz gases. Those describe infinite configurations of points in $\mathbb{R}^d$ interacting with the Riesz potential $\pm |x|^{-s}$ (resp. $-\log|x|$ for $s=0$). Our presentation follows the standard point of view of statistical mechanics, but we also mention how these systems arise in other important situations (e.g. in random matrix theory). The main question addressed in the article is how to properly define the associated infinite point process and characterize it using some (renormalized) equili…
We study the statistical mechanics of classical two-dimensional "Coulomb gases" with general potential and arbitrary β, the inverse of the temperature. Such ensembles also correspond to random matrix models in some particular cases. The formal limit case β=\infty corresponds to "weighted Fekete sets" and also falls within our analysis. It is known that in such a system points should be asymptotically distributed according to a macroscopic "equilibrium measure," and that a large deviations principle holds for this, as proven by Ben Arous and Zeitouni. By a suitable splitting of the Hamiltonian,…
This article extends recent results on log-Coulomb gases in a $p$-field $K$ (i.e., a nonarchimedean local field) to those in its projective line $\mathbb{P}^1(K)$, where the latter is endowed with the $PGL_2$-invariant Borel probability measure and spherical metric. Our first main result is an explicit combinatorial formula for the canonical partition function of log-Coulomb gases in $\mathbb{P}^1(K)$ with arbitrary charge values. Our second main result is called the "$(q+1)$th Power Law", which relates the grand canonical partition functions for one-component gases in $\mathbb{P}^1(K)$ (where…
Statistical mechanics of 1D multivalent Coulomb gas may be mapped onto non-Hermitian quantum mechanics. We use this example to develop instanton calculus on Riemann surfaces. Borrowing from the formalism developed in the context of Seiberg-Witten duality, we treat momentum and coordinate as complex variables. Constant energy manifolds are given by Riemann surfaces of genus $g\geq 1$. The actions along principal cycles on these surfaces obey ODE in the moduli space of the Riemann surface known as Picard-Fuchs equation. We derive and solve Picard-Fuchs equations for Coulomb gases of various char…
Minimizers for Coulomb gases constrained to a halfspace
Ludwig-Maximilians Universität München（慕尼黑路德维希-马克西米利安大学）；Munich Center for Quantum Science and Technology（慕尼黑量子科学与技术中心）；Caltech（加州理工学院）；University of California, Irvine（加州大学尔湾分校）；Instituto de Ciencias Matemáticas, Consejo Superior de Investigaciones Científicas（西班牙高等科学研究理事会数学科学研究所）
We consider a classical system of n charged particles in an external confining potential, in any dimension d larger than 2. The particles interact via pairwise repulsive Coulomb forces and the coupling parameter scales like the inverse of n (mean-field scaling). By a suitable splitting of the Hamiltonian, we extract the next to leading order term in the ground state energy, beyond the mean-field limit. We show that this next order term, which characterizes the fluctuations of the system, is governed by a new "renormalized energy" functional providing a way to compute the total Coulomb energy o…
Within the random matrix theory approach to quantum scattering, we derive the distribution of the Wigner-Smith time delay matrix $\mathcal{Q}$ for a chaotic cavity with uniform absorption, coupled via $N$ perfect channels. In the unitary class $β=2$ we obtain a compact expression for the distribution of the full matrix in terms of a matrix integral. In the other symmetry classes we derive the joint distribution of the eigenvalues. We show how the large $N$ properties of this distribution can be analysed in terms of two interacting Coulomb gases living on two different supports. As an applicati…
We study a log-gas on a network (a finite, simple graph) confined in a bounded subset of a local field (i.e. R, C, Q_{p} the field of p-adic numbers). In this gas, a log-Coulomb interaction between two charged particles occurs only when the sites of the particles are connected by an edge of the network. The partition functions of such gases turn out to be a particular class of multivariate local zeta functions attached to the network and a positive test function which is determined by the confining potential. The methods and results of the theory of local zeta functions allow us to establish t…
We develop Coulomb gas pictures of strong and weak coupling regimes of supersymmetric Yang-Mills theory in five and four dimensions. By relating them to the matrix models that arise in Chern-Simons theory, we compute their free energies in the large N limit and establish relationships between the respective gauge theories. We use these correspondences to rederive the N^3 behaviour of the perturbative free energy of supersymmetric gauge theory on certain toric Sasaki-Einstein five-manifolds, and the one-loop thermal free energy of N=4 supersymmetric Yang-Mills theory on a spatial three-sphere.
We give a potential-theoretic characterization of priors which have the property that the corresponding Coulomb gas is "well-behaved" and similarly for more general Riesz gases. This means that the laws of the empirical measures of the corresponding random point process satisfy a Large Deviation Principle with a rate functional which depends continuously on the temperature, in the sense of Gamma-convergence. Equivalently, there is no zeroth-order phase transition at zero temperature, in the mean field regime. This is shown to be the case for the Hausdorff measure on a compact Lipschitz hypersu…
We consider Coulomb gas models for which the empirical measure typically concentrates, when the number of particles becomes large, on an equilibrium measure minimizing an electrostatic energy. We study the behavior when the gas is conditioned on a rare event. We first show that the special case of quadratic confinement and linear constraint is exactly solvable due to a remarkable factorization, and that the conditioning has then the simple effect of shifting the cloud of particles without deformation. To address more general cases, we perform a theoretical asymptotic analysis relying on a larg…
An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in a rotating trap in the ground state. An important quantity is the statistics of the number of Fermions $\mathcal{N}_a$ in a disc of radius $a$. Extending the work [44] covering Gaussian and rotationally invariant potentials $Q$, we present a rigorous analysis in planar complex and symplectic ensembles, which both represent 2D Coulomb gases. We show that the …
Computing the free energy of quantum Coulomb gases and molecules via quantum Gibbs sampling
Uni Bocconi（博科尼大学）；Inria, Télécom Paris – LTCI, Institut Polytechnique de Paris（法国国家信息与自动化研究所，巴黎高等电信学校-通信与图像处理实验室，巴黎理工学院）；Institute for Quantum Information, RWTH Aachen University（亚琛工业大学量子信息研究所）
We consider $N$ particles in the plane influenced by a general external potential that are subject to the Coulomb interaction in two dimensions at inverse temperature $β$. At large temperature, when scaling $β=2c/N$ with some fixed constant $c>0$, in the large-$N$ limit we observe a crossover from Ginibre's circular law or its generalization to the density of non-interacting particles at $β=0$. Using several different methods we derive a partial differential equation of generalized Liouville type for the crossover density. For radially symmetric potentials we present some asymptotic results an…
We consider particle systems (also known as point processes) on the line and in the plane, and are particularly interested in "hole" events, when there are no particles in a large disk (or some other domain). We survey the extensive work on hole probabilities and the related large deviation principles (LDP), which has been undertaken mostly in the last two decades. We mainly focus on the recent applications of LDP-inspired techniques to the study of hole probabilities, and the determination of the most likely configurations of particles that have large holes. As an application of this approach…
The authors in a previous paper proved the hydrodynamic incompressible limit in $d\ge 3$ for a thermal lattice gas, namely a law of large numbers for the density, velocity field and energy. In this paper the equilibrium fluctuations for this model are studied and a central limit theorem is proved for a suitable modification of the vector fluctuation field $\z(t)$, whose components are the density, velocity and energy fluctuations fields. We consider a modified fluctuation field $ξ^\e(t)=\exp \{-\ve^{-1}t E\}\z^\ve$, where $E$ is the linearized Euler operator around the equilibrium and prove th…
In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar [1102.0738], to normal random matrices and 2D Coulomb gases in general. Firstly, we show that this approach provides an alternative derivation of results in the literature. More precisely, we show convergence of the rescaled eigenvalue with largest modulus of a normal Gaussian ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential. Secondly, it is shown that this approach can be generalised to …
We investigate a one-parameter family of Coulomb gases in two dimensions, which are confined to an ellipse, due to a hard wall constraint, and are subject to an additional external potential. At inverse temperature $β=2$ we can use the technique of planar orthogonal polynomials, borrowed from random matrix theory, to explicitly determine all $k$-point correlation functions for a fixed number of particles $N$. These are given by the determinant of the kernel of the corresponding orthogonal polynomials, which in our case are the Gegenbauer polynomials, or a subset of the asymmetric Jacobi polyno…
We derive linear fluctuating hydrodynamics as the low density limit of a deterministic system of particles at equilibrium. The proof builds upon previous results of the authors where the asymptotics of the covariance of the fluctuation field is obtained, and on the proof of the Wick rule for the fluctuation field.
We consider a system of $N$ bosons in the limit $N \rightarrow \infty$, interacting through singular potentials. For initial data exhibiting Bose-Einstein condensation, the many-body time evolution is well approximated through a quadratic fluctuation dynamics around a cubic non-linear Schrödinger equation of the condensate wave function. We show that these fluctuations satisfy a (multi-variate) central limit theorem.
The partition function for a canonical ensemble of 2D Coulomb charges in a background potential (the Dyson gas) is realized as a vacuum expectation value of a group-like element constructed in terms of free fermionic operators. This representation provides an explicit identification of the partition function with a tau-function of the 2D Toda lattice hierarchy. Its dispersionless (quasiclassical) limit yields the tau-function for analytic curves encoding the integrable structure of the inverse potential problem and parametric conformal maps. A similar fermionic realization of partition functio…
