This paper deals with Coulomb gases at an intermediate temperature regime. We define a local empirical field and identify a critical temperature scaling. We show that if the scaling of the temperature is supercritical, the local empirical field satisfies an LDP with an entropy-based rate function. We also show that if the scaling of the temperature is subcritical, the local empirical field satisfies an LDP with an energy-based rate function. In the critical temperature scaling regime, we derive an LDP-type result in which the "rate function" features the competition of an entropy and energy terms. An important idea in this work is to exploit the different scaling relations satisfied by the Coulomb energy and the entropy.
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…
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 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…
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…
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 investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a non-random limiting measure, characterized by a variational principle from logarithmic potential theory, which may not have compact support. The proof of the large deviation upper bound is based on a compactification procedure which may be of help for further large deviation principles.
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,…
We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at speed N. The rate function is the sum of an entropy term, the specific relative entropy, and an energy term, the renormalized energy introduced in previous works, coupled by the temperature. We deduce a variational property of the sine-beta processes which arise in random matrix theory. We also give a next-to-leading order expansion of the free energy of the …
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such gases. It is an instance of the Hybrid or Hamiltonian Monte Carlo algorithm, in other words a Metropolis-Hastings algorithm with proposals produced by a kinetic or underdamped Langevin dynamics. This algorithm has excellent numerical behavior despite the singular interaction, in particular when the number of particles gets large. It is more efficient than the …
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and can be studied rigorously providing a source of challenging mathematical problems. In this way, some principles of wide validity have been obtained leading to interesting physical consequences.
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…
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 establish sharp deviation inequalities for the linear statistics of the 2D Coulomb gas. These imply sub-Gaussian inequalities, where the variance is given by the Dirichlet norm. The proofs use complex geometry and potential theory on Riemann surfaces and apply more generally to beta-ensembles, which also include integer Quantum Hall states on Riemann surfaces. In a sequel of the paper we give applications to large and moderate deviation principles, local laws at mesoscopic scales, quantitative Bergman kernel asymptotics. In a series of companion papers applications to concentration of measu…
Precise universal edge asymptotics for planar $β=2$ Coulomb gases with radial external fields
School of Mathematical Sciences \& Laboratory of Mathematics；Complex Systems of Ministry of Education, Beijing Normal University, 100875 Beijing, China.
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 …
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…
We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki dynamics in the presence of a weak external field E/N. We show that, under diffusive rescaling, the hydrodynamic behavior of the lattice gas is described by a nonlinear driven diffusion equation. We then prove the associated dynamical large deviation principle. Under suitable assumptions on the external field (e.g., E constant), we finally analyze the variationa…
We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the laws of the corresponding empirical measures, we propose a number of hypotheses on H^{(N)} which are quite general, but still strong enough to extend the approach of Messer-Spohn. The hypotheses are formulated in terms of the asymptotics of the corresponding mean energy functionals. We show that in many situations the approach even yields a Large Deviation …
In this paper, we study the extreme statistics in the complex Ginibre ensemble of $N \times N$ random matrices with complex Gaussian entries, but with no other symmetries. All the $N$ eigenvalues are complex random variables and their joint distribution can be interpreted as a $2d$ Coulomb gas with a logarithmic repulsion between any pair of particles and in presence of a confining harmonic potential $v(r) \propto r^2$. We study the statistics of the eigenvalue with the largest modulus $r_{\max}$ in the complex plane. The typical and large fluctuations of $r_{\max}$ around its mean had been st…
We establish a large deviation principle for the Kardar-Parisi-Zhang (KPZ) equation, providing precise control over the left tail of the height distribution for narrow wedge initial condition. Our analysis exploits an exact connection between the KPZ one-point distribution and the Airy point process -- an infinite particle Coulomb-gas which arises at the spectral edge in random matrix theory. We develop the large deviation principle for the Airy point process and use it to compute, in a straight-forward and assumption-free manner, the KPZ large deviation rate function in terms of an electrosta…
This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and generalizing existing Coulomb transport inequalities. We then use them to prove concentration of measure around the equilibrium and thermal equilibrium measures. Finally, we leverage these concentration inequalities to obtain Moser-Trudinger-type inequalities, which may also be interpreted as bounds on the Laplace transform of fluctuations.
The Airy$_β$ point process, $a_i \equiv N^{2/3} (λ_i-2)$, describes the eigenvalues $λ_i$ at the edge of the Gaussian $β$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability distribution function (PDF) of linear statistics ${\sf L}= \sum_i t φ(t^{-2/3} a_i)$ for large parameter $t$. We show the large deviation forms $\mathbb{E}_{{\rm Airy},β}[\exp(-{\sf L})] \sim \exp(- t^2 Σ[φ])$ and $P({\sf L}) \sim \exp(- t^2 G(L/t^2))$ for the cumulant generating function and the PDF. We obtain the exact rate function $Σ[φ]$ using four apparently different methods (i…
We study the transformed path measure arising from the self-interaction of a three-dimensional Brownian motion via an exponential tilt with the Coulomb energy of the occupation measures of the motion by time $t$. The logarithmic asymptotics of the partition function were identified in the 1980s by Donsker and Varadhan [DV83-P] in terms of a variational formula. Recently [MV14] a new technique for studying the path measure itself was introduced, which allows for proving that the normalized occupation measure asymptotically concentrates around the set of all maximizers of the formula. In the pre…
