We show that entropy is globally concave with respect to energy for a rich class of mean field interactions, including regularizations of the the point-vortex model in the plane, plasmas and self-gravitating matter in 2D, as well as the higher dimensional logarithmic interactions appearing in conformal geometry and power laws. The proofs are based on a corresponding "microscopic" concavity result at finite N, shown by leveraging an unexpected link to Kahler geometry and plurisubharmonic functions. Under more restrictive homogeneity assumptions strict concavity is obtained using a uniqueness result for free energy minimizers, established in a companion paper. The results imply that thermodynamic equivalence of ensembles holds for this class of mean field models. As an application it is shown that the critical inverse negative temperatures - in the macroscopic as well as the microscopic setting - coincide with the asymptotic slope of the corresponding microcanonical entropies. Along the way we also extend previous results on the thermodynamic equivalence of ensembles for continuous weakly positive definite interactions, concerning positive temperature states, to the general non-continuous case. In particular, singular situations are exhibited where, somewhat surprisingly, thermodynamic equivalence of ensembles fails at energy levels sufficiently close to the minimum energy level.
We study the equivalence of microcanonical and canonical ensembles in continuous systems, in the sense of the convergence of the corresponding Gibbs measures. This is obtained by proving a local central limit theorem and a local large deviations principle. As an application we prove a formula due to Lebowitz-Percus-Verlet. It gives mean square fluctuations of an extensive observable, like the kinetic energy, in a classical micro canonical ensemble at fixed energy.
For random systems subject to a constraint, the microcanonical ensemble requires the constraint to be met by every realisation ("hard constraint"), while the canonical ensemble requires the constraint to be met only on average ("soft constraint"). It is known that for random graphs subject to topological constraints breaking of ensemble equivalence may occur when the size of the graph tends to infinity, signalled by a non-vanishing specific relative entropy of the two ensembles. We investigate to what extent breaking of ensemble equivalence is manifested through the largest eigenvalue of the a…
Breaking of ensemble equivalence between the microcanonical ensemble and the canonical ensemble may occur for random graphs whose size tends to infinity, and is signaled by a non-zero specific relative entropy of the two ensembles. In [3] and [4] it was shown that breaking occurs when the constraint is put on the degree sequence (configuration model). It is not known what is the effect on the relative entropy when the number of constraints is reduced, i.e., when only part of the nodes are constrained in their degree (and the remaining nodes are left unconstrained). Intuitively, the relative en…
This work explores fundamental statistical and thermodynamic properties of short-and long-range-interacting systems. The purpose of this study is twofold. Firstly, we rigorously prove that the probability distribution of arbitrary few-body observables is restricted by a Gaussian concentration bound (or Chernoff--Hoeffding inequality) above some threshold temperature. This bound is then derived for arbitrary Gibbs states of systems that include long-range interactions Secondly, we establish a quantitative relationship between the concentration bound of the Gibbs state and the equivalence of can…
We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight functions that can be interpreted as characteristic polynomial insertions. We show that the models, while having the same exact evaluation for fixed values of the parameter, may present a different phase structure. We find phase transitions of the second and third order, depending on the model. Other relationships, via direct mapping, between the unitary matrix mod…
For a random graph subject to a topological constraint, the microcanonical ensemble requires the constraint to be met by every realisation of the graph (`hard constraint'), while the canonical ensemble requires the constraint to be met only on average (`soft constraint'). It is known that breaking of ensemble equivalence may occur when the size of the graph tends to infinity, signalled by a non-zero specific relative entropy of the two ensembles. In this paper we analyse a formula for the relative entropy of generic discrete random structures recently conjectured by Squartini and Garlaschelli.…
We consider a one-dimensional lattice system of unbounded, real-valued spins with arbitrary strong, quadratic, finite-range interaction. We show the equivalence of correlations of the grand canonical (gce) and the canonical ensemble (ce). As a corollary we obtain that the correlations of the ce decay exponentially plus a volume correction term. Then, we use the decay of correlation to verify a conjecture that the infinite-volume Gibbs measure of the ce is unique on a one-dimensional lattice. For the equivalence of correlations, we modify a method that was recently used by the authors to show t…
The NS equation is considered (in 2 & 3 dimensions) with a fixed forcing on large scale; the stationary states form a family of probability distributions on the fluid velocity fields depending on a parameter R (Reynolds number). It is proposed that other equations could lead to -- exactly -- the same distributions via a mechanism closely analogous to the coincidence of the canonical and microcanonical averages of local observables in the statistical mechanics thermodynamic limit (proposed, here, to correspond to the limit in which the UV cut-off N, regularizing the equations, is removed to inf…
In this paper, we study the large $N$ behavior of the moment-generating function (MGF) of the linear statistics of $N\times N$ Hermitian matrices in the Gaussian unitary, symplectic, orthogonal ensembles (GUE, GSE, GOE) and Laguerre unitary, symplectic, orthogonal ensembles (LUE, LSE, LOE) at the edge of the spectrum. From the finite $N$ Fredholm determinant expression of the MGF of the linear statistics, we find the large $N$ asymptotics of the MGF associated with the Airy kernel in these Gaussian and Laguerre ensembles. Then we obtain the mean and variance of the suitably scaled linear stati…
