arXiv subjects
Publications and source records attributed to Céline Nadal.
Using loop equations, we compute the large deviation function of the maximum eigenvalue to the right of the spectrum in the Gaussian beta matrix ensembles, to all orders in 1/N. We then give a physical derivation of the all order asymptotic expansion of the right tail Tracy-Widom beta laws, for all positive beta, by studying the double scaling limit.
We compute the distribution of the purity for random density matrices (i.e.random mixed states) in a large quantum system, distributed according to the Bures measure. The full distribution of the purity is computed using a mapping to random matrix theory and then a Coulomb gas method. We find three regimes that correspond to two phase transitions in the associated Coulomb gas. The first transition is characterized by an explosion of the third derivative on the left of the transition point. The second transition is of first order, it is characterized by the detachement of a single charge of the Coulomb gas. A key remark in this paper is that the random Bures states are closely related to the O(n) model for n=1. This actually led us to study "generalized Bures states" by keeping $n$ general instead of specializing to n=1.
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not restricted to the standard values beta = 1 (hermitian matrices), beta = 1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This model allows to study the statistic of the maximum eigenvalue of random matrices. We compute the large deviation function to the left of the expected maximum. We specialize our results to the gaussian beta-ensembles and check them numerically. Our method is based on general results and procedures already developed in the literature to solve the Pastur equations (also called "loop equations"). It allows to compute the left tail of the analog of Tracy-Widom laws for any beta, including the constant term.
We study the probability distribution of the index ${\mathcal N}_+$, i.e., the number of positive eigenvalues of an $N\times N$ Gaussian random matrix. We show analytically that, for large $N$ and large $\mathcal{N}_+$ with the fraction $0\le c=\mathcal{N}_+/N\le 1$ of positive eigenvalues fixed, the index distribution $\mathcal{P}({\mathcal N}_+=cN,N)\sim\exp[-βN^2 Φ(c)]$ where $β$ is the Dyson index characterizing the Gaussian ensemble. The associated large deviation rate function $Φ(c)$ is computed explicitly for all $0\leq c \leq 1$. It is independent of $β$ and displays a quadratic form modulated by a logarithmic singularity around $c=1/2$. As a consequence, the distribution of the index has a Gaussian form near the peak, but with a variance $Δ(N)$ of index fluctuations growing as $Δ(N)\sim \log N/βπ^2$ for large $N$. For $β=2$, this result is independently confirmed against an exact finite $N$ formula, yielding $Δ(N)= \log N/2π^2 +C+\mathcal{O}(N^{-1})$ for large $N$, where the constant $C$ has the nontrivial value $C=(γ+1+3\log 2)/2π^2\simeq 0.185248...$ and $γ=0.5772...$ is the Euler constant. We also determine for large $N$ the probability that the interval $[ζ_1,ζ_2]$ is free of eigenvalues. Part of these results have been announced in a recent letter [\textit{Phys. Rev. Lett.} {\bf 103}, 220603 (2009)].
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a substrate that induces an external confining potential for each interface. We show that, for a large system and with an appropriate choice of the external confining potential, the joint distribution of the heights of the $N$ non-intersecting interfaces at a fixed point on the substrate can be mapped to the joint distribution of the eigenvalues of a Wishart matrix of size $N$ with complex entries (Dyson index $β=2$), thus providing a physical realization of the Wishart matrix. Exploiting this analogy to random matrix, we calculate analytically (i) the average density of states of the interfaces (ii) the height distribution of the uppermost and lowermost interfaces (extrema) and (iii) the asymptotic (large $N$) distribution of the center of mass of the interfaces. In the last case, we show that the probability density of the center of mass has an essential singularity around its peak which is shown to be a direct consequence of a phase transition in an associated Coulomb gas problem.