We propose a simple generalization of the matrix resolvent to a resolvent for real symmetric tensors $T\in \otimes^p \mathbb{R}^N$ of order $p\ge 3$. The tensor resolvent yields an integral representation for a class of tensor invariants and its singular locus can be understood in terms of the real eigenvalues of tensors. We then consider a random Gaussian (real symmetric) tensor. We show that in the large $N$ limit the expected resolvent has a finite cut in the complex plane and that the associated "spectral density", that is the discontinuity at the cut, obeys a universal law which generalizes the Wigner semicircle law to arbitrary order. Finally, we consider a spiked tensor for $p\ge 3$, that is the sum of a fixed tensor $b\,v^{\otimes p}$ with $v\in \mathbb{R}^N$ (the signal) and a random Gaussian tensor $T$ (the noise). We show that in the large $N$ limit the expected resolvent undergoes a sharp transition at some threshold value of the signal to noise ratio $b$ which we compute analytically.
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero expectation and constant variance. We state and prove the local semicircle law, which says that the eigenvalue distribution of a Wigner matrix is close to Wigner's semicircle distribution, down to spectral scales containing slightly more than one eigenvalue. This local semicircle law is formulated using the Green function, whose individual entries are controlled …
We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of the renormalisation group equation for the replica effective action. This is a transcript of a talk given at "5th Winter Workshop on Non-Perturbative Quantum Field Theory" Sophia-Antipolis, March 2017 and is based on former work in collaboration with A. Tanasa and D.L. Vu, see arXiv:1609.01873 .
We consider Hermitian random matrices of the form $H = W + λV$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $λ\sim 1$ so that the eigenvalues of $W$ and $λV$ are of the same order in the bulk of the spectrum. In this paper, we prove for a large class of diagonal matrices $V$ that the local deformed semicircle law holds for $H$, which is an analogous result to the local semicircle law for Wigner matrices. We also prove complete delocalization of eigenvectors and other results about t…
We analyse the spectrum of additive finite-rank deformations of $N \times N$ Wigner matrices $H$. The spectrum of the deformed matrix undergoes a transition, associated with the creation or annihilation of an outlier, when an eigenvalue $d_i$ of the deformation crosses a critical value $\pm 1$. This transition happens on the scale $|d_i| - 1 \sim N^{-1/3}$. We allow the eigenvalues $d_i$ of the deformation to depend on $N$ under the condition $|\abs{d_i} - 1| \geq (\log N)^{C \log \log N} N^{-1/3}$. We make no assumptions on the eigenvectors of the deformation. In the limit $N \to \infty$, we …
We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the distribution of the single matrix element, we prove that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales $η\gg N^{-1} (\log N)^8$. Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. We also prove that for all eigenvalues away from the sp…
We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on microscopic energy scales $η\ll1$ and (de)localization properties of the eigenvectors. Under suitable assumptions on the distribution of the single matrix elements, we first give an upper bound on the density of states on short energy scales of order $η\sim\log N/N$. We then prove that the density of states concentrates around the Wigner semicircle law on energy sca…
We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that Wigner's semicircle law for our new estimators and the classical empirical spectral distributions is still true when the elements of Wigner matrices don't have finite variances but are in the domain of attraction of normal law.
For a class of random matrix ensembles with correlated matrix elements, it is shown that the density of states is given by the Wigner semi-circle law. This is applied to effective Hamiltonians related to the Anderson model in dimensions greater than or equal to two.
We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the eigenvalue distribution measure. In case of Curie-Weiss distributions this criterion applies above the critical temperature (i.e. $β<1$). We also investigate the largest eigenvalue of certain ensembles of Curie-Weiss type and find a transition in its behavior at the critical temperature.
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable assumptions on the distribution of the single matrix element, we first prove that, away from the spectral edges, the empirical density of eigenvalues concentrates around the Wigner semicircle law on energy scales $η\gg N^{-1}$. This result establishes the semicircle law on the optimal scale and it removes a logarithmic factor from our previous result \cite{E…
We derive the joint asymptotic distribution of the outlier eigenvalues of an additively deformed Wigner matrix $H$. Our only assumptions on the deformation are that its rank be fixed and its norm bounded. Our results extend those of [The isotropic semicircle law and deformation of Wigner matrices. Preprint] by admitting overlapping outliers and by computing the joint distribution of all outliers. In particular, we give a complete description of the failure of universality first observed in [Ann. Probab. 37 (2009) 1-47; Ann. Inst. Henri Poincaré Probab. Stat. 48 (1013) 107-133; Free convolution…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble naturally arises as the Fourier transform of a Gaussian orthogonal ensemble (GOE). It also occurs as the flip matrix model - an approximation of the two-dimensional Anderson model at small disorder. We show that the density of states converges to the Wigner semicircle law despite the new symmetry type. We also prove the local version of the semicircle law o…
We analyze the expectation value of observables in a scalar theory on the fuzzy two sphere, represented as a generalized hermitian matrix model. We calculate explicitly the form of the expectation values in the large-N limit and demonstrate that, for any single kind of field (matrix), the distribution of its eigenvalues is still a Wigner semicircle but with a renormalized radius. For observables involving more than one type of matrix we obtain a new distribution corresponding to correlated Wigner semicircles.
We consider random $d$-regular graphs on $N$ vertices, with degree $d$ at least $(\log N)^4$. We prove that the Green's function of the adjacency matrix and the Stieltjes transform of its empirical spectral measure are well approximated by Wigner's semicircle law, down to the optimal scale given by the typical eigenvalue spacing (up to a logarithmic correction). Aside from well-known consequences for the local eigenvalue distribution, this result implies the complete (isotropic) delocalization of all eigenvectors and a probabilistic version of quantum unique ergodicity.
Let $β>0$ and consider an $n$-point process $λ_1, λ_2,..., λ_n$ from Hermite $β$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner semicircle law for normalized empirical measures. In this paper we prove that the average number of states in a small interval in the bulk converges in probability when the length of the interval is larger than $\sqrt {\log n}$, i.e., local semicircle law holds. And the number of positive states in $(0,\infty)$ is proved to fluctuate normally around its mean $n/2$ with variance like…
We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density function of the entries, we show that the expectation of the density of states on {\it arbitrarily} small intervals converges to the semicircle law, as $N$ tends to infinity.
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…
We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $ν(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that $U \in C^6(\RR)$ with at most polynomially growing derivatives and $ν(x) \le C e^{- C |x|}$ for $x$ large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.
Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $ν_{ij}$ with zero expectation and with variance $σ_{ij}^2$. We assume that the variances satisfy the normalization condition $\sum_{i} σ^2_{ij} = 1$ for all $j$ and that there is a positive constant $c$ such that $c\le N σ_{ij}^2 \le c^{-1}$. We further assume that the probability distributions $ν_{ij}$ have a uniform subexponential decay. We prove that the Stieltjes transform of the empirical eigenvalue distribution…
We study the normalized eigenvalue counting measure dσof matrices of long-range percolation model. These are (2n+1)\times (2n+1) random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking zero value with probability 1-ψ[(i-j)/b], b\in \mathbb{R}^{+}, where ψis an even positive function ψ(t)\le{1} vanishing at infinity. It is shown that if the third moment of \sqrt{b}H(i,j), i\leq{j} is uniformly bounded then the measure dσ:=dσ_{n,b} weakly converges in probability in the limit n,b\to\infty, b=o(n) to the semicircle (or Wigner) distribution. The pro…
In this paper we consider $N \times N$ real generalized Wigner matrices whose entries are only assumed to have finite $(2 + \varepsilon)$-th moment for some fixed, but arbitrarily small, $\varepsilon > 0$. We show that the Stieltjes transforms $m_N (z)$ of these matrices satisfy a weak local semicircle law on the nearly smallest possible scale, when $η= \Im (z)$ is almost of order $N^{-1}$. As a consequence, we establish bulk universality for local spectral statistics of these matrices at fixed energy levels, both in terms of eigenvalue gap distributions and correlation functions, meaning that…
We consider the ensemble of adjacency matrices of Erdős-Rényi random graphs, that is, graphs on $N$ vertices where every edge is chosen independently and with probability $p\equiv p(N)$. We rescale the matrix so that its bulk eigenvalues are of order one. We prove that, as long as $pN\to\infty$ (with a speed at least logarithmic in $N$), the density of eigenvalues of the Erdős-Rényi ensemble is given by the Wigner semicircle law for spectral windows of length larger than $N^{-1}$ (up to logarithmic corrections). As a consequence, all eigenvectors are proved to be completely delocalized in the …
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this paper, we prove analogs of Wigner's theorem for random matrices taken from all infinitesimal versions of classical symmetric spaces. This is a class of models which contains those studied by Wigner and Dyson, along with seven others arising in condensed matter physics. Like Wigner's, our results are universal in that they only depend on certain assumptions a…
We study the spectral properties of the dilute Wigner random real symmetric n-dimensional matrices H such that the entries H(i,j) take zero value with probability 1-p/n. We prove that under rather general conditions on the probability distribution of H(i,j) the semicircle law is valid for the dilute Wigner ensemble in the limit of infinite n and p. In the second part of the paper we study the leading term of the correlation function of the resolvent G(z) of H with large enough Im z in the limit of infinite n and p such that 3/5 log n <log p < log n. We show that this leading term, when conside…
The transformation properties of irreducible tensor operators and the applicability of the Wigner-Eckart theorem to finite magnetic groups have been studied.
We prove Wigner-Eckart theorem for the irreducible tensor operators for arbitrary Hopf algebras, provided that tensor product of their irreducible representation is completely reducible. The proof is based on the properties of the irreducible representations of Hopf algebras, in particular on Schur lemma. Two classes of tensor operators for the Hopf algebra U$_{t}$(su(2)) are considered. The reduced matrix elements for the class of irreducible tensor operators are calculated. A construction of some elements of the center of U$_{t}$(su(2)) is given.
Tensor operators in graded representations of Z_{2}-graded Hopf algebras are defined and their elementary properties are derived. Wigner-Eckart theorem for irreducible tensor operators for U_{q}[osp(1\mid 2)] is proven. Examples of tensor operators in the irreducible representation space of Hopf algebra U_{q}[osp(1\mid 2)] are considered. The reduced matrix elements for the irreducible tensor operators are calculated. A construction of some elements of the center of U_{q}[osp(1\mid 2)] is given.
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $ν_{ij}$ with a subexponential decay. Let $σ_{ij}^2$ be the variance for the probability measure $ν_{ij}$ with the normalization property that $\sum_{i} σ^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N σ_{ij}^2 \le c^{-1}$ for some constant $c>0$, we prove that, in the limit $N \to \infty$, the eigenvalue spacing statistics of $H$ in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal en…
Crystal tensor operators, which tranform under U_q->0(sl(2)), in analogous way as the vectors of the crystal basis, are introduced. The Wigner-Eckart theorem for the crystal tensor is defined: the selection rules depend on the initial state and on the component of the tensor operator; the transition amplitudes to the states of the same final irreducible representation are all equal.
We consider asymptotics of orthogonal polynomial ensembles, in the macroscopic and mesoscopic scales. We prove both global and local laws of large numbers (analogous to the recently proven local semicircle law for Wigner matrices) under fairly weak conditions on the underlying measure $μ$. Our main tools are a general concentration inequality for determinantal point processes with a kernel that is a self-adjoint projection, and a strengthening of the Nevai condition from the theory of orthogonal polynomials.
The tensor product of vector and arbitrary representations of the nonstandard q-deformation U'_q(so(n)) of the universal enveloping algebra U(so(n)) of Lie algebra so(n) is defined. The Clebsch-Gordan coefficients of tensor product of vector and arbitrary classical or nonclassical type representations of q-algebra U'_q(so(n)) are found in an explicit form. The Wigner-Eckart theorem for vector operators is proved.
We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $τ_N\in [0,1]$. In the almost-Hermitian regime where $1-τ_N=Θ(N^{-1})$, we obtain the large-$N$ expansion of the mean and the variance of the number of the real eigenvalues. Furthermore, we derive the limiting empirical distributions of the real eigenvalues, which interpolate the Wigner semicircle law and the uniform distribution, the restriction of the elliptic law on the real axis. Our proofs are based on the skew-orthogonal polynomial representa…
We consider large Hermitian matrices whose entries are defined by evaluating the exponential function along orbits of the skew-shift $\binom{j}{2} ω+jy+x \mod 1$ for irrational $ω$. We prove that the eigenvalue distribution of these matrices converges to the corresponding distribution from random matrix theory on the global scale, namely, the Wigner semicircle law for square matrices and the Marchenko-Pastur law for rectangular matrices. The results evidence the quasi-random nature of the skew-shift dynamics which was observed in other contexts by Bourgain-Goldstein-Schlag and Rudnick-Sarnak-Z…
In the old articles of Ogievetskii and Polubarinov, Kalb and Ramond the notoph concept, the longitudinal field originated from the antisymmetric tensor (AST), has been proposed. In our work we analyze the theory of the AST field of the second rank from the viewpoint of the normalization problem. We obtain 4-potentials and strengths which coincide with those obtained in the works of Ahluwalia and Dvoeglazov. We conclude that it is possible to describe degrees of freedom of the photon and of the notoph explicitly by slightly modified Bargmann-Wigner field function. The physical consequences and …
We proceed to derive equations for the symmetric tensor of the second rank on the basis of the Bargmann-Wigner formalism in a straightforward way. The symmetric multispinor of the fourth rank is used. It is constructed out of the Dirac 4-spinors. Due to serious problems with the interpretation of the results obtained on using the standard procedure we generalize it and obtain the spin-2 relativistic equations, which are consistent with the previous one. The importance of the 4-vector field (and its gauge part) is pointed out.
We present the projection operator method in combination with the Wigner-Racah calculus of the subalgebra U_q(su(2)) for calculation of Clebsch-Gordan coefficients (CGCs) of the quantum algebra U_q(su(3)). The key formulas of the method are couplings of the tensor and projection operators and also a tensor form for the projection operator of U_q(su(3)). We obtain a very compact general analytical formula for the U_q(su(3)) CGCs in terms of the U_q(su(2)) Wigner 3nj-symbols.
