Unirationality of instanton moduli space for small charges
The unirationality of the moduli space of mathematical instantons on the projective 3-space is proved for charges less than or equal to 7.
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arXiv subjects
Alexander Tikhomirov
Publications and source records attributed to Alexander Tikhomirov.
New moduli components of rank 2 bundles on projective space
We present a new family of monads whose cohomology is a stable rank two vector bundle on $\mathbb{P}^3$. We also study the irreducibility and smoothness together with a geometrical description of some of these families. These facts are used to construct a new infinite series of rational moduli components of stable rank two vector bundles with trivial determinant and growing second Chern class. We also prove that the moduli space of stable rank two vector bundles with trivial determinant and second Chern class equal to 5 has exactly three irreducible rational components.
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Local semicircle law under fourth moment condition
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent random variables with mean zero and unit variance. Assuming that $\max_{jk} {\mathbb E} |X_{jk}|^{4+δ} < \infty, δ> 0$, it was proved in [Götze, Naumov and Tikhomirov, Bernoulli, 2018] that with high probability the typical distance between the Stieltjes transforms $m_n(z), z = u + i v$, of the empirical spectral distribution (ESD) and the Stieltjes transforms $m_{sc}(z)$ of the semicircle law is of order $(nv)^{-1} \log n$. The aim of this paper is to remove $δ>0$ and show that this result still holds if we assume that $\max_{jk} {\mathbb E} |X_{jk}|^{4} < \infty$. We also discuss applications to the rate of convergence of the ESD to the semicircle law in the Kolmogorov distance, rates of localization of the eigenvalues around the classical positions and rates of delocalization of eigenvectors.
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On Local laws for non-Hermitian random matrices and their products
The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the entries $X_{jk}^{(q)}$ of non-Hermitian random matrices ${\bf X}^{(q)}, 1 \le j,k \le n, q = 1, \ldots, m, m \geq 1$ are i.i.d. r.v. with $\mathbb E X_{jk} =0, \mathbb E X_{jk}^2 = 1$ and $\mathbb E |X_{jk}|^{4+δ} < \infty$ for some $δ> 0$. It is shown that the local law holds on the optimal scale $n^{-1+2a}, a > 0$, up to some logarithmic factor. We further develop a Stein type method to estimate the perturbation of the equations for the Stieltjes transform of the limiting distribution. We also generalize the recent results [Bourgade--Yau-Yin, 2014], [Tao--Vu, 2015] and [Nemish, 2017]. An extension to the case of non-i.i.d. entries is discussed.
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Series of rational moduli components of stable rank 2 vector bundles on $\mathbb{P}^3$
We study the problem of rationality of an infinite series of components, the so-called Ein components, of the Gieseker-Maruyama moduli space $M(e,n)$ of rank 2 stable vector bundles with the first Chern class $e=0$ or -1 and all possible values of the second Chern class $n$ on the projective 3-space. The generalized null correlation bundles constituting open dense subsets of these components are defined as cohomology bundles of monads whose members are direct sums of line bundles of degrees depending on nonnegative integers $a,b,c$, where $b\ge a$ and $c>a+b$. We show that, in the wide range when $c>2a+b-e,\ b>a,\ (e,a)\ne(0,0)$, the Ein components are rational, and in the remaining cases they are at least stably rational. As a consequence, the union of the spaces $M(e,n)$ over all $n\ge1$ contains an infinite series of rational components for both $e=0$ and $e=-1$. Explicit constructions of rationality of Ein components under the above conditions on $e,a,b,c$ and, respectively, of their stable rationality in the remaining cases, are given. In the case of rationality, we construct universal families of generalized null correlation bundles over certain open subsets of Ein components showing that these subsets are fine moduli spaces. As a by-product of our construction, for $c_1=0$ and $n$ even, they provide, perhaps the first known, examples of fine moduli spaces not satisfying the condition "$n$ is odd", which is a usual sufficient condition for fineness.
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Construction of stable rank 2 vector bundles on $\mathbb{P}^3$ via symplectic bundles
In this article we study the Gieseker-Maruyama moduli spaces $\mathcal{B}(e,n)$ of stable rank 2 algebraic vector bundles with Chern classes $c_1=e\in\{-1,0\},\ c_2=n\ge1$ on the projective space $\mathbb{P}^3$. We construct two new infinite series $Σ_0$ and $Σ_1$ of irreducible components of the spaces $\mathcal{B}(e,n)$, for $e=0$ and $e=-1$, respectively. General bundles of these components are obtained as cohomology sheaves of monads, the middle term of which is a rank 4 symplectic instanton bundle in case $e=0$, respectively, twisted symplectic bundle in case $e=-1$. We show that the series $Σ_0$ contains components for all big enough values of $n$ (more precisely, at least for $n\ge146$). $Σ_0$ yields the next example, after the series of instanton components, of an infinite series of components of $\mathcal{B}(0,n)$ satisfying this property.
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Local semicircle law under moment conditions. Part I: The Stieltjes transform
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ in which the upper triangular entries are independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_4 < \infty$ for some $δ> 0$. Under these conditions we show that the typical distance between the Stieltjes transform of the empirical spectral distribution (ESD) of the matrix $n^{-\frac{1}{2}} {\bf X}$ and Wigner's semicircle law is of order $(nv)^{-1}$, where $v$ is the distance in the complex plane to the real line. Furthermore we outline applications which are deferred to a subsequent paper, such as the rate of convergence in probability of the ESD to the distribution function of the semicircle law, rigidity of the eigenvalues and eigenvector delocalization.
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Local semicircle law under moment conditions. Part II: Localization and delocalization
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being independent identically distributed random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_{4+δ} < C$ for some $δ> 0$ and some absolute constant $C$. Under these conditions we show that the typical Kolmogorov distance between the empirical spectral distribution function of eigenvalues of $n^{-1/2} {\bf X}$ and Wigner's semicircle law is of order $1/n$ up to some logarithmic correction factor. As a direct consequence of this result we establish that the semicircle law holds on a short scale. Furthermore, we show for this finite moment ensemble rigidity of eigenvalues and delocalization properties of the eigenvectors. Some numerical experiments are included illustrating the influence of the tail behavior of the matrix entries when only a small number of moments exist.
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On the Local Semicircular Law for Wigner Ensembles
We consider a random symmetric matrix ${\bf X} = [X_{jk}]_{j,k=1}^n$ with upper triangular entries being i.i.d. random variables with mean zero and unit variance. We additionally suppose that $\mathbb E |X_{11}|^{4 + δ} =: μ_{4+δ} < \infty$ for some $δ> 0$. The aim of this paper is to significantly extend recent result of the authors [18] and show that with high probability the typical distance between the Stieltjes transform of the empirical spectral distribution (ESD) of the matrix $n^{-\frac{1}{2}} {\bf X}$ and Wigner's semicircle law is of order $(nv)^{-1} \log n$, where $v$ denotes the distance to the real line in the complex plane. We apply this result to the rate of convergence of the ESD to the distribution function of the semicircle law as well as to rigidity of eigenvalues and eigenvector delocalization significantly extending a recent result by Götze, Naumov and Tikhomirov [19]. The result on delocalization is optimal by comparison with GOE ensembles. Furthermore the techniques of this paper provide a new shorter proof for the optimal $O(n^{-1})$ rate of convergence of the expected ESD to the semicircle law.
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Singular Values Distribution of Squares of Elliptic Random Matrices and Type B Narayana Polynomials
We consider Gaussian elliptic random matrices $X$ of a size $N \times N$ with parameter $ρ$, i.e., matrices whose pairs of entries $(X_{ij}, X_{ji})$ are mutually independent Gaussian vectors, $E X_{ij} = 0$, $E X^2_{ij} = 1$ and $E X_{ij} X_{ji} = ρ$. We are interested in the asymptotic distribution of eigenvalues of the matrix $W =\frac{1}{N^2} X^2 X^{*2}$. We have shown that this distribution is defined by its moments and we provide a recurrent relation for these moments. We have proven that the (symmetrized) asymptotic distribution is determined by its free cumulants, which are Narayana polynomials of type B: $$c_{2n} = \sum_{k=0}^n \binom{n}{k}^2 ρ^{2k}.$$
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Distribution of Linear Statistics of Singular Values of the Product of Random Matrices
In this paper we consider the product of two independent random matrices $\mathbb X^{(1)}$ and $\mathbb X^{(2)}$. Assume that $X_{jk}^{(q)}, 1 \le j,k \le n, q = 1, 2,$ are i.i.d. random variables with $\mathbb E X_{jk}^{(q)} = 0, \mathbb E (X_{jk}^{(q)})^2 = 1$. Denote by $s_1, ..., s_n$ the singular values of $\mathbb W: = \frac{1}{n} \mathbb X^{(1)} \mathbb X^{(2)}$. We prove the central limit theorem for linear statistics of the squared singular values $s_1^2, ..., s_n^2$ showing that the limiting variance depends on $κ_4: = \mathbb E (X_{11}^{1})^4 - 3$.
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Symplectic instanton bundles on P3 and 't Hooft instantons
We study the moduli space $I_{n,r}$ of rank-$2r$ symplectic instanton vector bundles on $\mathbb{P}^3$ with $r\ge2$ and second Chern class $n\ge r+1,\ n-r\equiv 1(\mathrm{mod}2)$. We introduce the notion of tame symplectic instantons by excluding a kind of pathological monads and show that the locus $I^*_{n,r}$ of tame symplectic instantons is irreducible and has the expected dimension, equal to $4n(r+1)-r(2r+1)$. The proof is inherently based on a relation between the spaces $I^*_{n,r}$ and the moduli spaces of 't Hooft instantons
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On one generalization of the elliptic law for random matrices
We consider the products of $m\ge 2$ independent large real random matrices with independent vectors $(X_{jk}^{(q)},X_{kj}^{(q)})$ of entries. The entries $X_{jk}^{(q)},X_{kj}^{(q)}$ are correlated with $ρ=\mathbb E X_{jk}^{(q)}X_{kj}^{(q)}$. The limit distribution of the empirical spectral distribution of the eigenvalues of such products doesn't depend on $ρ$ and equals to the distribution of $m$th power of the random variable uniformly distributed on the unit disc.
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On the rate of convergence to the semi-circular law
Let $\mathbf X=(X_{jk})$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k$. We consider the rate of convergence of the empirical spectral distribution function of the matrix $\mathbf X$ to the semi-circular law assuming that $\mathbf E X_{jk}=0$, $\mathbf E X_{jk}^2=1$ and that the distributions of the matrix elements $X_{jk}$ have a uniform sub exponential decay in the sense that there exists a constant $\varkappa>0$ such that for any $1\le j\le k\le n$ and any $t\ge 1$ we have $$ \Pr\{|X_{jk}|>t\}\le \varkappa^{-1}\exp\{-t^{\varkappa}\}. $$ By means of a recursion argument it is shown that the Kolmogorov distance between the empirical spectral distribution of the Wigner matrix $\mathbf W=\frac1{\sqrt n}\mathbf X$ and the semicircular law is of order $O(n^{-1}\log^b n)$ with some positive constant $b>0$.
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On minimal singular values of random matrices with correlated entries
Let $\mathbf X$ be a random matrix whose pairs of entries $X_{jk}$ and $X_{kj}$ are correlated and vectors $ (X_{jk},X_{kj})$, for $1\le j 0$ and $Q\ge 0$. Let $s_n(\mathbf X+\mathbf M_n)$ denote the least singular value of the matrix $\mathbf X+\mathbf M_n$. It is shown that there exist positive constants $A$ and $B$ depending on $K,Q,ρ$ only such that $$ \mathbb{P}(s_n(\mathbf X+\mathbf M_n)\le n^{-A})\le n^{-B}. $$ As an application of this result we prove the elliptic law for this class of matrices with non identically distributed correlated entries.
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Uhlenbeck-Donaldson compactification for framed sheaves on projective surfaces
We construct a compactification $M^{μss}$ of the Uhlenbeck-Donaldson type for the moduli space of slope stable framed bundles. This is a kind of a moduli space of slope semistable framed sheaves. We show that there exists a projective morphism $γ\colon M^{ss} \to M^{μss}$, where $M^{ss}$ is the moduli space of S-equivalence classes of Gieseker-semistable framed sheaves. The space $M^{μss}$ has a natural set-theoretic stratification which allows one, via a Hitchin-Kobayashi correspondence, to compare it with the moduli spaces of framed ideal instantons.
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On the asymptotic distribution of singular values of products of large rectangular random matrices
We consider products of independent large random rectangular matrices with independent entries. The limit distribution of the expected empirical distribution of singular values of such products is computed. The distribution function is described by its Stieltjes transform, which satisfies some algebraic equation. In the particular case of square matrices we get a well-known distribution which moments are Fuss-Catalan numbers.
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On the Asymptotic Spectrum of Products of Independent Random Matrices
We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(ν)}_{jk},{}1\le j,r\le n$, $ν=1,...,m$ be mutually independent complex random variables with $\E X^{(ν)}_{jk}=0$ and $\E {|X^{(ν)}_{jk}|}^2=1$. Let $\mathbf X^{(ν)}$ denote an $n\times n$ matrix with entries $[\mathbf X^{(ν)}]_{jk}=\frac1{\sqrt{n}}X^{(ν)}_{jk}$, for $1\le j,k\le n$. Denote by $λ_1,...,λ_n$ the eigenvalues of the random matrix $\mathbf W:= \prod_{ν=1}^m\mathbf X^{(ν)}$ and define its empirical spectral distribution by $$ \mathcal F_n(x,y)=\frac1n\sum_{k=1}^n\mathbb I\{\re{λ_k}\le x,\im{λ_k\le y}\}, $$ where $\mathbb I\{B\}$ denotes the indicator of an event $B$. We prove that the expected spectral distribution $F_n^{(m)}(x,y)=\E \mathcal F_n^{(m)}(x,y)$ converges to the distribution function $G(x,y)$ corresponding to the $m$-th power of the uniform distribution on the unit disc in the plane $\mathbb R^2$.
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