The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.
Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation functions at zero and at the edge of the spectrum edge. In addition, by using the universal result in the bulk for fixed trace Gaussian unitary ensemble, which has been obtained by G$\ddot{o}$tze and Gordin, we also prove universal limits of correlation functions for bounded trace Gaussian unitary ensemble.
The statistics of chiral matrix ensembles with uncorrelated but multivariate Gaussian distributed elements is intuitively expected to be driven by many parameters. Contrary to intuition, however, our theoretical analysis reveals the existence of a single parameter, a function of all ensemble parameters, which governs the dynamics of spectral statistics. The analysis not only extends the similar formulation (known as complexity parameter formulation) for the Hermitian ensembles without chirality to those with it but also reveals the underlying connection between chiral complex systems with seem…
We study the characteristic polynomials of both the Gaussian Orthogonal and Symplectic Ensembles. We show that for both ensembles, powers of the absolute value of the characteristic polynomials converge in law to Gaussian multiplicative chaos measures after normalization for sufficiently small real powers. The main tool is a new asymptotic relation between the fractional moments of the absolute characteristic polynomials of Gaussian Orthogonal, Unitary, and Symplectic Ensembles.
In this paper we prove two results related to the Gaussian optimizers conjecture for multimode bosonic system with gauge symmetry. First, we argue that the classical capacity of a Gaussian observable is attained on a Gaussian ensemble of coherent states. This generalizes results previously known for heterodyne measurement in one mode. By using this fact and continuous variable version of ensemble-observable duality, we prove an old conjecture that accessible information of a Gaussian ensemble is attained on the multimode generalization of the heterodyne measurement.
We compute the joint eigenvalue distribution for the rank one Hermitian and non-Hermitian perturbations of chiral Gaussian $β$-ensembles ($β>0$) of random matrices.
From random matrix theory it is known that for special values of the coupling constant the Calogero-Moser (CM) equation system is nothing but the radial part of a generalized harmonic oscillator Schroedinger equation. This allows an immediate construction of the solutions by means of a Rodriguez relation. The results are easily generalized to arbitrary values of the coupling constant. By this the CM equations become nearly trivial. As an application an expansion for <exp[i(XY)]> in terms of eigenfunctions of the CM equation system is obtained, where X and Y are matrices taken from one of the G…
We consider the deformed Gaussian Ensemble $H_n=M_n+H^{(0)}_n$ in which $H_n^{(0)}$ is a diagonal Hermitian matrix and $M_n$ is the Gaussian Unitary Ensemble (GUE) random matrix. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ (both non-random and random) converges weakly to a measure $N^{(0)}$ with a bounded support we prove universality of the local eigenvalue statistics in the bulk of the limiting spectrum of $H_n$.
We obtain the recursive identities for the joint moments of the traces of the powers of the resolvent for Gaussian ensembles of random matrices at the soft and hard edges of the spectrum. We also discuss the possible ways to extend these results to the non-Gaussian case.
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the limit of large matrix dimension. We show that as long as N(Q) is smaller than a critical value (at which the quadratic level repulsion of the Gaussian unitary ensemble of random matrices may be destroyed) all spectral fluctuation measures have the same form as for the Gaussian unitary ensemble.
In this paper we focus on the finite n probability distribution function of the largest eigenvalue in the classical Gaussian Ensemble of n by n matrices (GEn). We derive the finite n largest eigenvalue probability distribution function for the Gaussian Orthogonal and Symplectic Ensembles and also prove an Edgeworth type Theorem for the largest eigenvalue probability distribution function of Gaussian Symplectic Ensemble. The correction terms to the limiting probability distribution are expressed in terms of the same Painleve II functions appearing in the Tracy-Widom distribution.
Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles we derive formulas for the average level density for (i) the transition from the Gaussian orthogonal ensemble (GOE) to the Poisson ensemble and (ii) the transition from the GOE to $m$ GOEs.
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, in analogue to the approach of Nadal and Majumdar (NM) for the Gaussian unitary ensemble (GUE). Generalizing the techniques of Adler, Forrester, Nagao and van Moerbeke, and using "overlapping Pfaffian" identities due to Knuth, we explicitly construct these semi-classical skew-orthogonal polynomials in terms of the semi-classical orthogonal polynomials …
We investigate the statistical properties of eigenvalues of pseudo-Hermitian random matrices whose eigenvalues are real or complex conjugate. It is shown that when the spectrum splits into separated sets of real and complex conjugate eigenvalues, the real ones show characteristics of an intermediate incomplete spectrum, that is, of a so-called thinned ensemble. On the other hand, the complex ones show repulsion compatible with cubic-order repulsion of non normal matrices for the real matrices, but higher order repulsion for the complex and quaternion matrices.
We obtain large n asymptotics for products of powers of the absolute values of the characteristic polynomials in the Gaussian Unitary Ensemble of n\times n matrices. Our results can also be interpreted as asymptotics of the determinant of a Hankel matrix whose symbol is supported on the real line and possesses power-like (Fisher-Hartwig) singularities.
We report the similarity between the Nakagami-m fading distribution and the three Gaussian ensembles of random matrix theory. We provide a brief review of random matrix theory and wireless fading. We show that the Nakagami-m distribution serves as mapping between the three ensembles. The statistics of the wireless fading amplitude, as modeled by Nakagami-m distribution, provide a rare example of a classically chaotic system that exhibits a transition between the Gaussian orthogonal, Gaussian unitary, and Gaussian symplectic ensembles of random matrix theory.
We study the level statistics for two classes of 1-dimensional random Schrödinger operators : (1) for operators whose coupling constants decay as the system size becomes large, and (2) for operators with critically decaying random potential. As a byproduct of (2) with our previous result \cite{KN} imply the coincidence of the limits of circular and Gaussian beta ensembles.
Using supersymmetry techniques analytical expressions for the average of the fidelity amplitude f_epsilon(tau)=< psi(0)| exp(2 pi i H_epsilon tau) exp(-2 pi i H_0 tau)| psi(0) > are obtained, where H_epsilon=H_0+(sqrt{epsilon}/(2 pi) )*V, and H_0 and H_epsilon are taken from the Gaussian unitary ensemble (GUE) or the Gaussian orthogonal ensemble (GOE), respectively. As long as the perturbation strength is small compared to the mean level spacing, a Gaussian decay of the fidelity amplitude is observed, whereas for stronger perturbations a change to a single-exponential decay takes place, in acc…
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using the supersymmetry approach we calculate analytically the moments and the distribution function of the eigenvectors components for a generic matrix $W$. We show that specific choices of $W$ can modify significantly the nature of the eigenvectors changing them from extended to critical to localized. Our analytical results are supported by numerical simulations…
We consider the Gaussian unitary ensemble perturbed by a Fisher-Hartwig singularity simultaneously of both root type and jump type. In the critical regime where the singularity approaches the soft edge, namely, the edge of the support of the equilibrium measure for the Gaussian weight, the asymptotics of the Hankel determinant and the recurrence coefficients, for the orthogonal polynomials associated with the perturbed Gaussian weight, are obtained and expressed in terms of a family of smooth solutions to the Painlevé XXXIV equation and the $σ$-form of the Painlevé II equation. In addition, we…
Using the supersymmetric formalism we compute exactly at finite $N$ the expectation of the Wilson loop in the Gaussian Unitary Ensemble and derive an exact formula for the spectral density at finite $N$. We obtain the same result by a second method relying on enumerative combinatorics and show that it leads to a novel proof of the Harer-Zagier series formula.
We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ converges weakly (in probability if random) to a non-random measure $N^{(0)}$ with a bounded support and assuming some conditions on the convergence rate, we prove universality of the local eigenvalue statistics near the edge of the limiting spectrum of $H_n$.
We derive simple linear, inhomogeneous recurrences for the variance of the index by utilising the fact that the generating function for the distribution of the number of positive eigenvalues of a Gaussian unitary ensemble is a $τ$-function of the fourth Painlevé equation. From this we deduce a simple summation formula, several integral representations and finally an exact hypergeometric function evaluation for the variance.
The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian Unitary Ensemble and the GUE-corners process.
We consider those Gaussian Unitary Ensembles where the eigenvalues have prescribed multiplicities, and obtain joint probability density for the eigenvalues. In the simplest case where there is only one multiple eigenvalue t, this leads to orthogonal polynomials with the Hermite weight perturbed by a factor that has a multiple zero at t. We show through a pair of ladder operators, that the diagonal recurrence coefficients satisfy a particular Painleve IV equation for any real multiplicity. If the multiplicity is even they are expressed in terms of the generalized Hermite polynomials, with t as …
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…
The first two terms in the large $N$ asymptotic expansion of the $β$ moment of the characteristic polynomial for the Gaussian and Laguerre $β$-ensembles are calculated. This is used to compute the asymptotic expansion of the spectral density in these ensembles, in the exponentially small region outside the leading support, up to terms $o(1)$ . The leading form of the right tail of the distribution of the largest eigenvalue is given by the density in this regime. It is demonstrated that there is a scaling from this, to the right tail asymptotics for the distribution of the largest eigenvalue at…
We show that as $n$ changes, the characteristic polynomial of the $n\times n$ random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to Pólya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This gives another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.
Introducing sets of constraints, we define new classes of random-matrix ensembles, the constrained Gaussian unitary (CGUE) and the deformed Gaussian unitary (DGUE) ensembles. The latter interpolate between the GUE and the CGUE. We derive a sufficient condition for GUE-type level repulsion to persist in the presence of constraints. For special classes of constraints, we extend this approach to the orthogonal and to the symplectic ensembles. A generalized Fourier theorem relates the spectral properties of the constraining ensembles with those of the constrained ones. We find that in the DGUEs, l…
In this review paper we consider the polynuclear growth (PNG) model in one spatial dimension and its relation to random matrix ensembles. For curved and flat growth the scaling functions of the surface fluctuations coincide with limit distribution functions coming from certain Gaussian ensembles of random matrices. This connection can be explained via point processes associated to the PNG model and the random matrices ensemble by an extension to the multilayer PNG and multi-matrix models, respectively. We also explain other models which are equivalent to the PNG model: directed polymers, the l…
Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma gives an estimate for the characteristic functions of the linear statistics; this estimate is uniform over the growing interval. The proof of the lemma relies on the Riemann--Hilbert approach.
An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry properties of the ensemble of second derivative matrices of isotropic Gaussian random fields akin to those of the Gaussian orthogonal ensemble.
In the context of the mixing dynamical systems we present a derivation of the Gaussian ensembles distributions from mixing quantum systems having a classical analog that is mixing. We find that mixing factorization property is satisfied for the mixing quantum systems expressed as a factorization of quantum mean values. For the case of the kicked rotator and in its fully chaotic regime, the factorization property links decoherence by dephasing with Gaussian ensembles in terms of the weak limit, interpreted as a decohered state. Moreover, a discussion about the connection between random matrix t…
In a recent study we have obtained correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk and at the soft edge of the spectrum. In the present study these results are used to similarly analyze the eigenvalue density for Gaussian and Laguerre random matrix ensembles with orthogonal and symplectic symmetry. As in the case of unitary symmetry, a matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion …
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(β= 1)$, complex ($β= 2)$ and real quaternion $(β= 4$) elements. We use the Dyson Brownian motion model to give a meaning for general $β> 0$. In the Gaussian case a further construction valid for $β> 0$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. Th…
We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of its Taylor expansion. Our results are valid in the range N^(-1/2) < z < N^(1/4). Such partition function contains all the information on a new statistics of the eigenvalues of matrices in the Gaussian Unitary Ensemble (GUE) that was introduced by Berry and Shukla (J. Phys. A: Math. Theor., Vol. 41 (2008), 385202, arXiv:0807.3474). It can also be interpreted as…
The fidelity susceptibility measures sensitivity of eigenstates to a change of an external parameter. It has been fruitfully used to pin down quantum phase transitions when applied to ground states (with extensions to thermal states). Here we propose to use the fidelity susceptibility as a useful dimensionless measure for complex quantum systems. We find analytically the fidelity susceptibility distributions for Gaussian orthogonal and unitary universality classes for arbitrary system size. The results are verified by a comparison with numerical data.
The $β$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are known in terms of certain $β$ dimensional integrals. We study the large $N$ asymptotics of the density with a soft edge scaling. In the Laguerre case, this is done with both the parameter $a$ fixed, and with $a$ proportional to $N$. It is found in all these cases that by appropriately centring the scaled variable, the leading correction term to the limiting densi…
The purpose of the article is to provide partial proofs for two conjectures given by Witte and Forrester in "Moments of the Gaussian $β$ Ensembles and the large $N$ expansion of the densities" with the use of the topological recursion adapted for general $β$ Gaussian case. In particular, the paper uses a version at coinciding points that provides a simple proof for some of the coefficients involved in the conjecture. Additionally, we propose a generalized version of the conjectures for all correlation functions evaluated at coinciding points.
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we study in most detail Gaussian Unitary Ensemble (GUE) as a paradigmatic example. In particular, we discuss Plancherel-Rotach asymptotics of Hermite polynomials in various regimes and employ it in spectral analysis of the GUE. In the last part of the course we discuss general relations between orthogonal polynomials and characteristic polynomials of random mat…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve two families of multivariate functions of Airy and Gaussian types. The precise form of the limiting correlations depends on the strength of the nonzero eigenvalues of the external source. A critical value for the latter is obtained and a phase transition phenomenon similar to that of arXiv:math/0403022 is established. The derivation of our results relies mai…
The present paper studies a Gaussian Hermitian random matrix ensemble with external source, given by a fixed diagonal matrix with two eigenvalues a and -a. As a first result, the probability that the eigenvalues of the ensemble belong to a set satisfies a fourth order PDE with quartic non-linearity; the variables being the eigenvalue a and the boundary points of the set. This equation enables one to find a PDE for the Pearcey distribution. The latter describes the statistics of the eigenvalues near the closure of a gap; i.e., when the support of the equilibrium measure for large size random ma…
The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in terms of a particular Painleve II function. Comparisons are made with finite N simulations as well as a discussion of the universality of these distribution functions.
We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum can be asymptotically described in terms of a logarithmically correlated Gaussian field. We also discuss briefly connections between different objects in RMT giving rise to log-correlated fields: the logarithm of the absolute value of the characteristic polynomial, the eigenvalue counting function, and the field of fluctuations of the eigenvalues around their …
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$β$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as $N\to\infty$. The covariance is universal and coincides with its counterpart in random matrix theory. Our main tool is an appropriate discrete version of the Schwinger-Dyson (or loop) equations, which originates in the work…
In this paper, we address a class of problems in unitary ensembles. Specifically, we study the probability that a gap symmetric about 0, i.e. $(-a,a)$ is found in the Gaussian unitary ensembles (GUE) and the Jacobi unitary ensembles (JUE) (where in the JUE, we take the parameters $α=β$). By exploiting the even parity of the weight, a doubling of the interval to $(a^2,\infty)$ for the GUE, and $(a^2,1)$, for the (symmetric) JUE, shows that the gap probabilities maybe determined as the product of the smallest eigenvalue distributions of the LUE with parameter $α=-1/2,$ and $α=1/2$ and the (shift…
We investigate the problem of optimally reversing the action of an arbitrary quantum channel C which acts independently on each component of an ensemble of n identically prepared d-dimensional quantum systems. In the limit of large ensembles, we construct the optimal reversing channel R* which has to be applied at the output ensemble state, to retrieve a smaller ensemble of m systems prepared in the input state, with the highest possible rate m/n. The solution is found by mapping the problem into the optimal reversal of Gaussian channels on quantum-classical continuous variable systems, which …
We characterize the phenomenon of "crowding" near the largest eigenvalue $λ_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $β$-ensemble of random matrix theory, including in particular the Gaussian orthogonal ($β=1$), unitary ($β=2$) and symplectic ($β= 4$) ensembles. We focus on two distinct quantities: (i) the density of states (DOS) near $λ_{\max}$, $ρ_{\rm DOS}(r,N)$, which is the average density of eigenvalues located at a distance $r$ from $λ_{\max}$ (or the density of eigenvalues seen from $λ_{\max}$) and (ii) the probability density function of the gap between the fi…
We consider four nontrivial ensembles involving Gaussian Wigner and Wishart matrices. These are relevant to problems ranging from multiantenna communication to random supergravity. We derive the matrix probability density, as well as the eigenvalue densities for these ensembles. In all cases the joint eigenvalue density exhibits a biorthogonal structure. A determinantal representation, based on a generalization of Andréief's integration formula, is used to compactly express the $r$-point correlation function of eigenvalues. This representation circumvents the complications encountered in the u…
We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a $N\times N$ random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding an Itzykson-Zuber type integral for matrices from the non-compact manifold ${\sf{Gl(n,{\mathcal{C}})/U(1)\times ...\times U(1)}}$ (matrix Macdonald function). The correlation function is shown to be always represented in a determinant form generalising the known expressions for only positive moments. Finally, we present the asymptotic formula for the correlation fun…
Consider a $n \times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $(Δ_{i,n},\ 1\leq i\leq p)$, properly rescaled, and eventually included in any neighbourhood of the support of Wigner's semi-circle law, we prove that the related counting measures $({\mathcal N}_n(Δ_{i,n}), 1\leq i\leq p)$, where ${\mathcal N}_n(Δ)$ represents the number of eigenvalues within $Δ$, are asymptotically independent as the size $n$ goes to infinity, $p$ being fixed. As a consequence, we prove that the largest and smallest eigenvalues, properly cent…