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David García-Zelada

Publications and source records attributed to David García-Zelada.

16 recordsLinked to original sources

On the Wasserstein distance between a hyperuniform point process and its mean

We study the existence of bounds on the expected $p$-Wasserstein distance between a random measure and its mean under the assumption that the $p$-th centered moments of the counting statistics are controlled uniformly in space. The average Wasserstein transport cost is shown to be bounded from above and from below by some multiples of the number of points. $D$-dimensional versions of those results are also obtained. As a corollary, we prove that for any value of $p\geq 1$ the Ginibre point process can be seen as a perturbed lattice with identically distributed perturbations with a finite $p$-th moment.

math.PR↗

On the spectral radius of the ratio of Girko matrices

Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two independent Girko matrices, its entries are dependent and heavy-tailed. Our main message is that divided by the square root of the dimension, the spectral radius of the ratio converges in distribution, when the dimension tends to infinity, to a universal heavy-tailed distribution. We provide a mathematical proof of this high-dimensional phenomenon, under a fourth moment matching with a Gaussian case known as the complex Ginibre ensemble. In this Gaussian case, the model is known as the spherical ensemble, and its spectrum is a determinantal planar Coulomb gas. Its image by the inverse stereographic projection is a rotationally invariant gas on the two-sphere. A crucial observation is the invariance in law of the model under inversion, related to its spherical symmetry, and that makes, in a sense, edge and bulk equivalent. Our approach involves Girko Hermitization, local law estimates for Wigner matrices, lower bound estimates on the smallest singular value, and convergence of kernels of determinantal point processes. The universality of the high-dimensional fluctuation of the spectral radius of the ratio of Girko matrices turns out to be remarkably more accessible mathematically than for a single Girko matrix!

math.PR↗

Singular central limit theorems for the spherical ensemble and beyond

We study the fluctuations of logarithmic Green singularities in the spherical ensemble, viewed as a random discretization of the two-sphere. Smooth observables exhibit the usual Sobolev or Gaussian free field fluctuations, whereas logarithmic singularities live on a larger logarithmic scale and asymptotically decouple in high-dimension, producing an explicit white-noise limit. The result gives precise asymptotics for logarithmic potentials and characteristic polynomials, with constants expressed through chordal geometry on the sphere.

math.PR↗

A positive formula for volumes of moduli spaces of flat unitary connections on compact surfaces

We provide a manifestly positive expression for the volume of the moduli spaces of flat $\mathrm{U}(n)$-valued connections on punctured compact oriented surfaces. This volume is obtained by summing volumes of explicit polytopes describing coloured honeycombs on a polygon, in the spirit of the work of Knutson and Tao describing the spectrum of the sum of two hermitian matrices. As a corollary, we also provide a positive formula for marginals of the $\mathrm{U}(n)$-valued Yang-Mills measure on a compact oriented surface in terms of the probability distribution of an explicit path process.

math.PR↗

Asymptotic analysis of the characteristic polynomial for the Elliptic Ginibre Ensemble

We consider the complex Elliptic Ginibre Ensemble, a family of random matrix models introduced by Girko that interpolates between the Ginibre Ensemble and the Gaussian Unitary Ensemble and such that its empirical spectral measure converges to the uniform measure on an ellipse. We show the convergence in law of its normalised characteristic polynomial outside of this ellipse. Our proof contains two main steps. We first show the tightness of the normalised characteristic polynomial using the link between the Elliptic Ginibre Ensemble and Hermite polynomials. This part relies on the uniform control of the Hermite kernel which is derived from the recent work of Akemann, Duits and Molag. In the second step, we identify the limiting object as the exponential of a Gaussian analytic function. The limit expression is derived from the convergence of traces of Chebyshev polynomials of random matrices by the method of moments. These traces of Chebyshev polynomials appear naturally as a kind of centered version, or normal ordering, of the traces of the monomials. This work answers the interpolation problem raised in the work of Bordenave, Chafa{ï} and the second author of this paper for the integrable case of the Elliptic Ginibre Ensemble and is therefore a fist step towards the conjectured universality of this result.

math.PR↗

Universality for outliers in weakly confined Coulomb-type systems

This work concerns weakly confined particle systems in the plane, characterized by a large number of outliers away from a droplet where the bulk of the particles accumulate in the many-particle limit. We are interested in the asymptotic behavior of outliers for two classes of point processes: Coulomb gases at determinantal inverse temperature confined by a regular background, and a class of random polynomials. We observe that the limiting outlier process only depends on the shape of the uncharged region containing them, and the global net excess charge. In particular, for a determinantal Coulomb gas confined by a sufficiently regular background measure, the outliers in a simply connected uncharged region converge to the corresponding Bergman point process. For a finitely connected uncharged region $Ω$, a family of limiting outlier processes arises, indexed by the (Pontryagin) dual of the fundamental group of $Ω$. Moreover, the outliers in different uncharged regions are asymptotically independent, even if the regions have common boundary points. The latter result is a manifestation of screening properties of the particle system.

math.PR↗

Generalized transport inequalities and concentration bounds for Riesz-type gases

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.

math.PR↗

Fluctuations of the process of moduli for the Ginibre and hyperbolic ensembles

We investigate the point process of moduli of the Ginibre and hyperbolic ensembles. We show that far from the origin and at an appropriate scale, these processes exhibit Gaussian and Poisson fluctuations. Among the possible Gaussian fluctuations, we can find white noise but also fluctuations with non-trivial covariance at a particular scale.

math.PR↗

Convergence of the spectral radius of a random matrix through its characteristic polynomial

Consider a square random matrix with independent and identically distributed entries of mean zero and unit variance. We show that as the dimension tends to infinity, the spectral radius is equivalent to the square root of the dimension in probability. This result can also be seen as the convergence of the support in the circular law theorem under optimal moment conditions. In the proof we establish the convergence in law of the reciprocal characteristic polynomial to a random analytic function outside the unit disc, related to a hyperbolic Gaussian analytic function. The proof is short and differs from the usual approaches for the spectral radius. It relies on a tightness argument and a joint central limit phenomenon for traces of fixed powers.

math.PR↗

At the edge of a one-dimensional jellium

We consider a one-dimensional classical Wigner jellium, not necessarily charge neutral, for which the electrons are allowed to exist beyond the support of the background charge. The model can be seen as a one-dimensional Coulomb gas in which the external field is generated by a smeared background on an interval. It is a true one-dimensional Coulomb gas and not a one-dimensional log-gas. The system exists if and only if the total background charge is greater than the number of electrons minus one. For various backgrounds, we show convergence to point processes, at the edge of the support of the background. In particular, this provides asymptotic analysis of the fluctuations of the right-most particle. Our analysis reveals that these fluctuations are not universal, in the sense that depending on the background, the tails range anywhere from exponential to Gaussian-like behavior, including for instance Tracy-Widom-like behavior. We also obtain a Renyi-type probabilistic representation for the order statistics of the particle system beyond the support of the background.

math.PR↗

Brenier-Schr{ö}dinger problem on compact manifold with boundary

We consider the Brenier-Schr{ö}dinger problem on compact manifolds with boundary. In the spirit of a work by Arnaudon, Cruzeiro, L{é}onard and Zambrini, we study the kinetic property of regular solutions and obtain a link to the Navier-Stokes equations with an impermeability condition. We also enhance the class of models for which the problem admits a unique solution. This involves a method of taking quotients by reflection groups for which we give several examples.

math.PR↗

Edge fluctuations for random normal matrix ensembles

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis of the edge, and leads in particular to the Gumbel fluctuation of the spectral radius when the potential is quadratic. In the present work, we show that a wide variety of laws of fluctuation are possible, beyond the already known cases, including for instance Gumbel and exponential laws at unusual speeds. We study the convergence in law of the spectral radius as well as the limiting point process at the edge. Our work can also be seen as the asymptotic analysis of the edge of two-dimensional determinantal Coulomb gases and the identification of the limiting kernels.

math.PR↗

Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background

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 origin. Furthermore, in some cases, the appearance of outliers is observed, and the zeros of random polynomials and the Coulomb gases are seen to exhibit exactly the same behavior, which is related to the unweighted Bergman kernel.

math.PR↗

Macroscopic and edge behavior of a planar jellium

We consider a planar Coulomb gas in which the external potential is generated by a smeared uniform background of opposite-sign charge on a disc. This model can be seen as a two-dimensional Wigner jellium, not necessarily charge neutral, and with particles allowed to exist beyond the support of the smeared charge. The full space integrability condition requires low enough temperature or high enough total smeared charge. This condition does not allow at the same time, total charge neutrality and determinantal structure. The model shares similarities with both the complex Ginibre ensemble and the Forrester--Krishnapur spherical ensemble of random matrix theory. In particular, for a certain regime of temperature and total charge, the equilibrium measure is uniform on a disc as in the Ginibre ensemble, while the modulus of the farthest particle has heavy-tailed fluctuations as in the Forrester--Krishnapur spherical ensemble. We also touch on a higher temperature regime producing a crossover equilibrium measure, as well as a transition to Gumbel edge fluctuations. More results in the same spirit on edge fluctuations are explored by the second author together with Raphael Butez.

math.PR↗

A large deviation principle for empirical measures on Polish spaces: Application to singular Gibbs measures on manifolds

We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We consider three main applications: Conditional Gibbs measures on compact spaces, Coulomb gases on compact Riemannian manifolds and the usual Gibbs measures in the Euclidean space. Finally, we study the generalization of Fekete points and prove a deterministic version of the Laplace principle known as $Γ$-convergence. The approach is partly inspired by the works of Dupuis and co-authors. It is remarkably natural and general compared to the usual strategies for singular Gibbs measures.

math.PR↗

Concentration for Coulomb gases on compact manifolds

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 function. This last ingredient is not available on a manifold. We solve this problem by using the heat kernel and its short-time asymptotic behavior.

math.PR↗