arXiv subjects

Djalil Chafaï

Publications and source records attributed to Djalil Chafaï.

At least 19 recordsLinked to original sources

arXiv2026

An optimal Poincaré inequality for the complex Ginibre log-gas

We establish an optimal Poincaré inequality for real-valued symmetric observables of the complex Ginibre log-gas. Equality is attained by the real and imaginary parts of the center-of-mass observable. Equivalently, we determine the exact spectral gap of the associated overdamped Langevin dynamics, for real symmetric observables. The Hessian of the energy of this log-gas is unbounded below, so standard convexity arguments do not directly apply. The proof instead combines a Vandermonde transform, a holomorphic projection, and a complex Gaussian d-bar spectral-gap estimate, corresponding to the constant-curvature case of the Hörmander-Berndtsson estimate. It is short and self-contained. It remains valid, beyond the quadratic potential, for rotationally invariant additive plurisubharmonic potential perturbations. Additionally, we provide four alternative proofs, two of which yield sum-of-squares formulas for the deficit, based respectively on a Hermite expansion and on an integrated Bochner-Kodaira formula, the other two use the spectral analysis of a two-sided number-operator factorization and a Hermite-Slater polynomial expansion. We furthermore present new results related to linear statistics, Gaussian factorization, polynomial eigenfunctions, log-Sobolev inequalities, matrix lift and eigenvector overlaps, and non-quadratic potentials.

math.PR↗

arXiv2026

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↗

arXiv2026

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↗

arXiv2026

On cutoff via rigidity for high dimensional curved diffusions

We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the Dyson process from random matrix theory. We show that a cutoff phenomenon or abrupt convergence to equilibrium occurs in high dimension, at a critical time equal to the logarithm of the dimension divided by twice the spectral gap. This cutoff holds for Wasserstein distance, total variation, relative entropy, and Fisher information. A key observation is a relation to a spectral rigidity, linked to the presence of a Gaussian factor. A novelty is the extensive usage of functional inequalities, even for short-time regularization, and the reduction to Wasserstein. The proofs are short and conceptual. Since the product condition is satisfied, an Lp cutoff holds for all p. We moreover discuss a natural extension to Riemannian manifolds, a link with logarithmic gradient estimates in short-time for the heat kernel, and ask about stability by perturbation. Finally, beyond rigidity but still for diffusions, a discussion around the recent progress on the product condition for non-negatively curved diffusions leads us to introduce a new curvature product condition.

math.PR↗

arXiv2025

On the cutoff phenomenon for fast diffusion and porous medium equations

The cutoff phenomenon, conceptualized at the origin for finite Markov chains, states that for a parametric family of evolution equations, started from a point, the distance towards a long time equilibrium may become more and more abrupt for certain choices of initial conditions, when the parameter tends to infinity. This threshold phenomenon can be seen as a critical competition between trend to equilibrium and worst initial condition. In this note, we investigate this phenomenon beyond stochastic processes, in the context of the analysis of nonlinear partial differential equations, by proving cutoff for the fast diffusion and porous medium Fokker-Planck equations on the Euclidean space, when the dimension tends to infinity. We formulate the phenomenon using quadratic Wasserstein distance, as well as using specific relative entropy and Fisher information. Our high dimensional asymptotic analysis uses the exact solvability of the model involving Barenblatt profiles. It includes the Ornstein-Uhlenbeck dynamics as a special linear case.

math.AP↗

arXiv2024

Riesz Energy with a Radial External Field: When is the Equilibrium Support a Sphere?

We consider Riesz energy problems with radial external fields. We study the question of whether or not the equilibrium is the uniform distribution on a sphere. We develop general necessary as well as general sufficient conditions on the external field that apply to powers of the Euclidean norm as well as certain Lennard--Jones type fields. Additionally, in the former case, we completely characterize the values of the power for which dimension reduction occurs in the sense that the support of the equilibrium measure becomes a sphere. We also briefly discuss the relation between these problems and certain constrained optimization problems. Our approach involves the Frostman characterization, the Funk--Hecke formula, and the calculus of hypergeometric functions.

math.CA↗

arXiv2024

Monotonicity of the logarithmic energy for random matrices

It is well-known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko--Pastur theorems. In this work, we shed the light on an intriguing phenomenon suggesting that this functional is monotonic along the mean empirical spectral distribution in terms of the matrix dimension. This is reminiscent of the monotonicity of the Boltzmann entropy along the Boltzmann equation, the monotonicity of the free energy along ergodic Markov processes, and the Shannon monotonicity of entropy or free entropy along the classical or free central limit theorem. While we only verify this monotonicity phenomenon for the Gaussian unitary ensemble, the complex Ginibre ensemble, and the square Laguerre unitary ensemble, numerical simulations suggest that it is actually more universal. We obtain along the way explicit formulas of the logarithmic energy of the mentioned models which can be of independent interest.

math.PR↗

arXiv2023

Threshold condensation to singular support for a Riesz equilibrium problem

We compute the equilibrium measure in dimension d=s+4 associated to a Riesz s-kernel interaction with an external field given by a power of the Euclidean norm. Our study reveals that the equilibrium measure can be a mixture of a continuous part and a singular part. Depending on the value of the power, a threshold phenomenon occurs and consists of a dimension reduction or condensation on the singular part. In particular, in the logarithmic case s=0 (d=4), there is condensation on a sphere of special radius when the power of the external field becomes quadratic. This contrasts with the case d=s+3 studied previously, which showed that the equilibrium measure is fully dimensional and supported on a ball. Our approach makes use, among other tools, of the Frostman or Euler-Lagrange variational characterization, the Funk-Hecke formula, the Gegenbauer orthogonal polynomials, and hypergeometric special functions.

math.PR↗

arXiv2022

On the solution of a Riesz equilibrium problem and integral identities for special functions

The aim of this note is to provide a full space quadratic external field extension of a classical result of Marcel Riesz for the equilibrium measure on a ball with respect to Riesz s-kernels. We address the case s=d-3 for arbitrary dimension d, in particular the logarithmic kernel in dimension 3. The equilibrium measure for this full space external field problem turns out to be a radial arcsine distribution supported on a ball with a special radius. As a corollary, we obtain new integral identities involving special functions such as elliptic integrals and more generally hypergeometric functions. It seems that these identities are not found in the existing tables for series and integrals, and are not recognized by advanced mathematical software. Among other ingredients, our proofs involve the Euler-Lagrange variational characterization, the Funk-Hecke formula, the Weyl regularity lemma, the maximum principle, and special properties of hypergeometric functions.

math.PR↗

arXiv2022

Universal cutoff for Dyson Ornstein Uhlenbeck process

We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to equilibrium of this process for various distances or divergences, including total variation, relative entropy, and transportation cost. When the number of particles is sent to infinity, we show that a cutoff phenomenon occurs: the distance to equilibrium vanishes abruptly at a critical time. A remarkable feature is that this critical time is independent of the parameter beta that controls the strength of the interaction, in particular the result is identical in the non-interacting case, which is nothing but the Ornstein-Uhlenbeck process. We also provide a complete analysis of the non-interacting case that reveals some new phenomena. Our work relies among other ingredients on convexity and functional inequalities, exact solvability, exact Gaussian formulas, coupling arguments, stochastic calculus, variational formulas and contraction properties. This work leads, beyond the specific process that we study, to questions on the high-dimensional analysis of heat kernels of curved diffusions.

math.PR↗

arXiv2021

Aspects of Coulomb gases

Coulomb gases are special probability distributions, related to potential theory, that appear at many places in pure and applied mathematics and physics. In these short expository notes, we focus on some models, ideas, and structures. We present briefly selected mathematical aspects, mostly related to exact solvability, and to first and second order global asymptotics. A particular attention is devoted to two-dimensional exactly solvable models of random matrix theory such as the Ginibre model. Thematically, these notes lie between probability theory, mathematical analysis, and statistical physics, and aim to be very accessible. They form a contribution to a volume of the "Panoramas et Synthèses" series around the workshop "États de la recherche en mécanique statistique", organized by Société Mathématique de France, held at Institut Henri Poincaré, Paris, in the fall of 2018 (http://statmech2018.sciencesconf.org).

math.PR↗

arXiv2021

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↗

arXiv2021

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↗

arXiv2020

Coulomb gases under constraint: some theoretical and numerical results

We consider Coulomb gas models for which the empirical measure typically concentrates, when the number of particles becomes large, on an equilibrium measure minimizing an electrostatic energy. We study the behavior when the gas is conditioned on a rare event. We first show that the special case of quadratic confinement and linear constraint is exactly solvable due to a remarkable factorization, and that the conditioning has then the simple effect of shifting the cloud of particles without deformation. To address more general cases, we perform a theoretical asymptotic analysis relying on a large deviations technique known as the Gibbs conditioning principle. The technical part amounts to establishing that the conditioning ensemble is an I-continuity set of the energy. This leads to characterizing the conditioned equilibrium measure as the solution of a modified variational problem. For simplicity, we focus on linear statistics and on quadratic statistics constraints. Finally, we numerically illustrate our predictions and explore cases in which no explicit solution is known. For this, we use a Generalized Hybrid Monte Carlo algorithm for sampling from the conditioned distribution for a finite but large system.

math.PR↗

arXiv2020

On logarithmic Sobolev inequalities for the heat kernel on the Heisenberg group

In this note, we derive a new logarithmic Sobolev inequality for the heat kernel on the Heisenberg group. The proof is inspired from the historical method of Leonard Gross with the Central Limit Theorem for a random walk. Here the non commutative nature of the increments produces a new gradient which naturally involves a Brownian bridge on the Heisenberg group. This new inequality contains the optimal logarithmic Sobolev inequality for the Gaussian distribution in two dimensions. We compare this new inequality with the sub-elliptic logarithmic Sobolev inequality of Hong-Quan Li and with the more recent inequality of Fabrice Baudoin and Nicola Garofalo obtained using a generalized curvature criterion. Finally, we extend this inequality to the case of homogeneous Carnot groups of rank two.

math.DG↗

arXiv2020

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↗

arXiv2019

Simulating Coulomb gases and log-gases with hybrid Monte Carlo algorithms

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such gases. It is an instance of the Hybrid or Hamiltonian Monte Carlo algorithm, in other words a Metropolis-Hastings algorithm with proposals produced by a kinetic or underdamped Langevin dynamics. This algorithm has excellent numerical behavior despite the singular interaction, in particular when the number of particles gets large. It is more efficient than the well known overdamped version previously used for such problems, and allows new numerical explorations. It suggests for instance to conjecture a universality of the Gumbel fluctuation at the edge of beta Ginibre ensembles for all beta.

math.PR↗

arXiv2017

Spectrum of large random Markov chains: heavy-tailed weights on the oriented complete graph

We consider the random Markov matrix obtained by assigning i.i.d. non-negative weights to each edge of the complete oriented graph. In this study, the weights have unbounded first moment and belong to the domain of attraction of an alpha-stable law. We prove that as the dimension tends to infinity, the empirical measure of the singular values tends to a probability measure which depends only on alpha, characterized as the expected value of the spectral measure at the root of a weighted random tree. The latter is a generalized two-stage version of the Poisson weighted infinite tree (PWIT) introduced by David Aldous. Under an additional smoothness assumption, we show that the empirical measure of the eigenvalues tends to a non-degenerate isotropic probability measure depending only on alpha and supported on the unit disc of the complex plane. We conjecture that the limiting support is actually formed by a strictly smaller disc.

math.SP↗