arXiv subjects

Eugene Kanzieper

Publications and source records attributed to Eugene Kanzieper.

At least 19 recordsLinked to original sources

arXiv2026

On the asymptotic duality of spectral variances in random matrix theory and the "1/6" formula

A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $β=2$ Dyson symmetry class. Central to the proof is a previously unknown sum rule for the level spacing auto-covariances. Its derivation hinges on our previous work on the power spectrum description of eigenvalue fluctuations in random matrix theory. Analytical results for $β=2$ are complemented by conjectural extensions to the $β=1$ and $β=4$ symmetry classes. Our findings are corroborated by a comprehensive numerical analysis.

math-ph↗

arXiv2024

Statistics of local level spacings in single- and many-body quantum chaos

We introduce a notion of local level spacings and study their statistics within a random-matrix-theory approach. In the limit of infinite-dimensional random matrices, we determine universal sequences of mean local spacings and of their ratios which uniquely identify the global symmetries of a quantum system and its internal -- chaotic or regular -- dynamics. These findings, which offer a new framework to monitor single- and many-body quantum systems, are corroborated by numerical experiments performed for zeros of the Riemann zeta function, spectra of irrational rectangular billiards and many-body spectra of the Sachdev-Ye-Kitaev Hamiltonians.

math-ph↗

arXiv2023

Power spectra and autocovariances of level spacings beyond the Dyson conjecture

Introduced in the early days of random matrix theory, the autocovariances $δI^j_k={\rm cov}(s_j, s_{j+k})$ of level spacings $\{s_j\}$ accommodate a detailed information on correlations between individual eigenlevels. It was first conjectured by Dyson that the autocovariances of distant eigenlevels in the unfolded spectra of infinite-dimensional random matrices should exhibit a power-law decay $δI^j_k\approx -1/βπ^2k^2$, where $β$ is the symmetry index. In this Letter, we establish an exact link between the autocovariances of level spacings and their power spectrum, and show that, for $β=2$, the latter admits a representation in terms of a fifth Painlevé transcendent. This result is further exploited to determine an asymptotic expansion for autocovariances that reproduces the Dyson formula as well as provides the subleading corrections to it. High-precision numerical simulations lend independent support to our results.

math-ph↗

arXiv2022

Power spectrum of the circular unitary ensemble

We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth Painlevé function. In the limit of infinite-dimensional matrices, $N\rightarrow\infty$, we derive a ${\it\, concise\,}$ parameter-free formula for the power spectrum which involves a fifth Painlevé transcendent and interpret it in terms of the ${\rm Sine}_2$ determinantal random point field. Further, we discuss a universality of the predicted power spectrum law and tabulate it (follow http://eugenekanzieper.faculty.hit.ac.il/data.html) for easy use by random-matrix-theory and quantum chaos practitioners.

math-ph↗

arXiv2020

Power spectrum and form factor in random diagonal matrices and integrable billiards

Triggered by a controversy surrounding a universal behaviour of the power spectrum in quantum systems exhibiting regular classical dynamics, we focus on a model of random diagonal matrices (RDM), often associated with the Poisson spectral universality class, and examine how the power spectrum and the form factor get affected by two-sided truncations of RDM spectra. Having developed a nonperturbative description of both statistics, we perform their detailed asymptotic analysis to demonstrate explicitly how a traditional assumption (lying at the heart of the controversy) -- that the power spectrum is merely determined by the spectral form factor -- breaks down for truncated spectra. This observation has important consequences as we further argue that bounded quantum systems with integrable classical dynamics are described by heavily truncated rather than complete RDM spectra. High-precision numerical simulations of semicircular and irrational rectangular billiards lend independent support to these conclusions.

nlin.CD↗

arXiv2020

Nonperturbative theory of power spectrum in complex systems

The power spectrum analysis of spectral fluctuations in complex wave and quantum systems has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate a nonperturbative theory of the power spectrum for complex systems whose eigenspectra -- not necessarily of the random-matrix-theory (RMT) type -- posses stationary level spacings. Motivated by potential applications in quantum chaology, we apply our formalism to calculate the power spectrum in a tuned circular ensemble of random $N \times N$ unitary matrices. In the limit of infinite-dimensional matrices, the exact solution produces a universal, parameter-free formula for the power spectrum, expressed in terms of a fifth Painlevé transcendent. The prediction is expected to hold universally, at not too low frequencies, for a variety of quantum systems with completely chaotic classical dynamics and broken time-reversal symmetry. On the mathematical side, our study brings forward a conjecture for a double integral identity involving a fifth Painlevé transcendent.

math-ph↗

arXiv2017

Power Spectrum of Long Eigenlevel Sequences in Quantum Chaotic Systems

We present a non-perturbative analysis of the power-spectrum of energy level fluctuations in fully chaotic quantum structures. Focussing on systems with broken time-reversal symmetry, we employ a finite-$N$ random matrix theory to derive an exact multidimensional integral representation of the power-spectrum. The $N\rightarrow \infty$ limit of the exact solution furnishes the main result of this study -- a universal, parameter-free prediction for the power-spectrum expressed in terms of a fifth Painlevé transcendent. Extensive numerics lends further support to our theory which, as discussed at length, invalidates a traditional assumption that the power-spectrum is merely determined by the spectral form factor of a quantum system.

nlin.CD↗

arXiv2015

Random matrix theory of quantum transport in chaotic cavities with non-ideal leads

We determine the joint probability density function (JPDF) of reflection eigenvalues in three Dyson's ensembles of normal-conducting chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Expressing the JPDF in terms of hypergeometric functions of matrix arguments (labeled by the Dyson index $β$), we further show that reflection eigenvalues form a determinantal ensemble at $β=2$ and a new type of a Pfaffian ensemble at $β=4$. As an application, we derive a simple analytic expression for the concurrence distribution describing production of orbitally entangled electrons in chaotic cavities with tunnel point contacts when time reversal symmetry is preserved.

cond-mat.mes-hall↗

arXiv2015

What is the probability that a large random matrix has no real eigenvalues?

We study the large-$n$ limit of the probability $p_{2n,2k}$ that a random $2n\times 2n$ matrix sampled from the real Ginibre ensemble has $2k$ real eigenvalues. We prove that, $$\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k}=\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,0}= -\frac{1}{\sqrt{2π}}ζ\left(\frac{3}{2}\right),$$ where $ζ$ is the Riemann zeta-function. Moreover, for any sequence of non-negative integers $(k_n)_{n\geq 1}$, $$\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k_n}=-\frac{1}{\sqrt{2π}}ζ\left(\frac{3}{2}\right),$$ provided $\lim_{n\rightarrow \infty} \left(n^{-1/2}\log(n)\right) k_{n}=0$.

math.PR↗

arXiv2014

Integrable Aspects of Universal Quantum Transport in Chaotic Cavities

The Painlevé transcendents discovered at the turn of the XX century by pure mathematical reasoning, have later made their surprising appearance -- much in the way of Wigner's "miracle of appropriateness" -- in various problems of theoretical physics. The notable examples include the two-dimensional Ising model, one-dimensional impenetrable Bose gas, corner and polynuclear growth models, one dimensional directed polymers, string theory, two dimensional quantum gravity, and spectral distributions of random matrices. In the present contribution, ideas of integrability are utilized to advocate emergence of an one-dimensional Toda Lattice and the fifth Painlevé transcendent in the paradigmatic problem of conductance fluctuations in quantum chaotic cavities coupled to the external world via ballistic point contacts. Specifically, the cumulants of the Landauer conductance of a cavity with broken time-reversal symmetry are proven to be furnished by the coefficients of a Taylor-expanded Painlevé V function. Further, the relevance of the fifth Painlevé transcendent for a closely related problem of sample-to-sample fluctuations of the noise power is discussed. Finally, it is demonstrated that inclusion of tunneling effects inherent in realistic point contacts does not destroy the integrability: in this case, conductance fluctuations are shown to be governed by a two-dimensional Toda Lattice.

math-ph↗

arXiv2013

Integrability of zero-dimensional replica field theories at beta=1

Building on insights from the theory of integrable lattices, the integrability is claimed for nonlinear replica sigma models derived in the context of real symmetric random matrices. Specifically, the fermionic and the bosonic replica partition functions are proven to form a single (supersymmetric) Pfaff-KP hierarchy whose replica limit is shown to reproduce the celebrated nonperturbative formula for the density-density eigenvalue correlation function in the infinite-dimensional Gaussian Orthogonal Ensemble. Implications of the formalism outlined are briefly discussed.

math-ph↗

arXiv2012

Statistics of reflection eigenvalues in chaotic cavities with non-ideal leads

The scattering matrix approach is employed to determine a joint probability density function of reflection eigenvalues for chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Derived under assumption of broken time-reversal symmetry, this result is further utilised to (i) calculate the density and correlation functions of reflection eigenvalues, and (ii) analyse fluctuations properties of the Landauer conductance for the illustrative example of asymmetric chaotic cavity. Further extensions of the theory are pinpointed.

cond-mat.mes-hall↗

arXiv2010

Non-Hermitean Wishart random matrices (I)

A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex systems. The first paper in a series provides a detailed spectral theory of non-Hermitean Wishart random matrices composed of complex valued entries. The great emphasis is placed on an asymptotic analysis of the mean eigenvalue density for which we derive, among other results, a complex-plane analogue of the Marchenko-Pastur law. A surprising connection with a class of matrix models previously invented in the context of quantum chromodynamics is pointed out.

math-ph↗

arXiv2010

Correlations of RMT Characteristic Polynomials and Integrability: Hermitean Matrices

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general theory of tau-functions, we (i) identify a zoo of hierarchical relations satisfied by tau-functions in an abstract infinite-dimensional space, and (ii) present a technology to translate these relations into hierarchically structured nonlinear differential equations describing the correlation functions of characteristic polynomials in the physical, spectral space. Implications of this formalism for fermionic, bosonic, and supersymmetric variations of zero-dimensional replica field theories are discussed at length. A particular emphasis is placed on the phenomenon of fermionic-bosonic factorisation of random-matrix-theory correlation functions.

math-ph↗

arXiv2009

Replica Approach in Random Matrix Theory

This Chapter outlines the replica approach in Random Matrix Theory. Both fermionic and bosonic versions of the replica limit are introduced and its trickery is discussed. A brief overview of early heuristic treatments of zero-dimensional replica field theories is given to advocate an exact approach to replicas. The latter is presented in two elaborations: by viewing the $β=2$ replica partition function as the Toda Lattice and by embedding the replica partition function into a more general theory of $τ$ functions.

cond-mat.dis-nn↗

arXiv2009

Statistics of thermal to shot noise crossover in chaotic cavities

Recently formulated integrable theory of quantum transport [Osipov and Kanzieper, Phys. Rev. Lett. 101, 176804 (2008); arXiv:0806.2784] is extended to describe sample-to-sample fluctuations of the noise power in chaotic cavities with broken time-reversal symmetry. Concentrating on the universal transport regime, we determine dependence of the noise power cumulants on the temperature, applied bias voltage, and the number of propagating modes in the leads. Intrinsic connection between statistics of thermal to shot noise crossover and statistics of Landauer conductance is revealed and briefly discussed.

cond-mat.mes-hall↗

arXiv2008

Integrable theory of quantum transport in chaotic cavities

The problem of quantum transport in chaotic cavities with broken time-reversal symmetry is shown to be completely integrable in the universal limit. This observation is utilised to determine the cumulants and the distribution function of conductance for a cavity with ideal leads supporting an arbitrary number $n$ of propagating modes. Expressed in terms of solutions to the fifth Painlevé transcendent and/or the Toda lattice equation, the conductance distribution is further analysed in the large-$n$ limit that reveals long exponential tails in the otherwise Gaussian curve.

cond-mat.mes-hall↗

arXiv2007

A Note on the Pfaffian Integration Theorem

Two alternative, fairly compact proofs are presented of the Pfaffian integration theorem that is surfaced in the recent studies of spectral properties of Ginibre's Orthogonal Ensemble. The first proof is based on a concept of the Fredholm Pfaffian; the second proof is purely linear-algebraic.

math-ph↗