arXiv subjects

Gernot Akemann

Publications and source records attributed to Gernot Akemann.

At least 37 records · Page 2Linked to original sources

arXiv2021

Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels

Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their theory in providing an explicit construction of skew-orthogonal polynomials in terms of orthogonal polynomials that satisfy a three-term recurrence relation, for general weight functions in the complex plane. New examples for symplectic ensembles are provided, based on recent developments in orthogonal polynomials on planar domains or curves in the complex plane. Furthermore, Bergman-like kernels of skew-orthogonal Hermite and Laguerre polynomials are derived, from which the conjectured universality of the elliptic symplectic Ginibre ensemble and its chiral partner follow in the limit of strong non-Hermiticity at the origin. A Christoffel perturbation of skew-orthogonal polynomials as it appears in applications to quantum field theory is provided.

math-ph↗

arXiv2020

Universality of local spectral statistics of products of random matrices

We derive exact analytical expressions for correlation functions of singular values of the product of $M$ Ginibre matrices of size $N$ in the double scaling limit $M,N\rightarrow \infty$. The singular value statistics is described by a determinantal point process with a kernel that interpolates between GUE statistic and Dirac-delta (picket-fence) statistic. In the thermodynamic limit, $N\rightarrow \infty$, the interpolation parameter is given by the limiting quotient $a=N/M$. One of our goals is to find an explicit form of the kernel at the hard edge, in the bulk and at the soft edge for any $a$. We find that in addition to the standard scaling regimes, there is a new transitional regime which interpolates between the hard edge and the bulk. We conjecture that these results are universal, and that they apply to a broad class of products of random matrices from the Gaussian basin of attraction, including correlated matrices. We corroborate this conjecture by numerical simulations. Additionally, we show that the local spectral statistics of the considered random matrix products is identical with the local statistics of Dyson Brownian motion with the initial condition given by equidistant {positions,} with the crucial difference that this equivalence holds only locally. Finally, we have identified a mesoscopic spectral scale at the soft edge which is crucial for the unfolding of the spectrum.

math-ph↗

arXiv2020

A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality

We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+ν)$ are correlated through a non-Hermiticity parameter $τ\in[0,1]$. For general $ν=O(N)$ and $τ$ we obtain the global limiting density and its support, given by a shifted ellipse. It provides a non-Hermitian generalisation of the Marchenko-Pastur distribution, which is recovered at maximal correlation $X_1=X_2$ when $τ=1$. The square root of the complex Wishart eigenvalues, corresponding to the non-zero complex eigenvalues of the Dirac matrix $\mathcal{D}=\begin{pmatrix} 0 & X_1 \\ X_2^* & 0 \end{pmatrix},$ are supported in a domain parametrised by a quartic equation. It displays a lemniscate type transition at a critical value $τ_c,$ where the interior of the spectrum splits into two connected components. At multi-criticality we obtain the limiting local kernel given by the edge kernel of the Ginibre ensemble in squared variables. For the global statistics, we apply Frostman's equilibrium problem to the 2D Coulomb gas, whereas the local statistics follows from a saddle point analysis of the kernel of orthogonal Laguerre polynomials in the complex plane.

math.PR↗

arXiv2020

Territorial behaviour of buzzards versus random matrix spacing distributions

A deeper understanding of the processes underlying the distribution of animals in space is crucial for both basic and applied ecology. The Common buzzard (Buteo buteo) is a highly aggressive, territorial bird of prey that interacts strongly with its intra- and interspecific competitors. We propose and use random matrix theory to quantify the strength and range of repulsion as a function of the buzzard population density, thus providing a novel approach to model density dependence. As an indicator of territorial behaviour, we perform a large-scale analysis of the distribution of buzzard nests in an area of $300$ square kilometres around the Teutoburger Wald, Germany, as gathered over a period of $20$ years. The nearest and next-to-nearest neighbour spacing distribution between nests is compared to the two-dimensional Poisson distribution, originating from uncorrelated random variables, to the complex eigenvalues of random matrices, which are strongly correlated, and to a two-dimensional Coulomb gas interpolating between these two. A one-parameter fit to a time-moving average reveals a significant increase of repulsion between neighbouring nests, as a function of the observed increase in absolute population density over the monitored period of time, thereby proving an unexpected yet simple model for density-dependent spacing of predator territories. A similar effect is obtained for next-to-nearest neighbours, albeit with weaker repulsion, indicating a short-range interaction. Our results show that random matrix theory might be useful in the context of population ecology.

q-bio.PE↗

arXiv2020

Averages of products and ratios of characteristic polynomials in polynomial ensembles

Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external field, that may serve as schematic models of quantum field theories with temperature. We first analyse expectation values of ratios of an equal number of characteristic polynomials in general polynomial ensembles. Using Schur polynomials we show that polynomial ensembles constitute Giambelli compatible point processes, leading to a determinant formula for such ratios as in classical ensembles of random matrices. In the second part we introduce invertible polynomial ensembles given e.g. by random matrices with an external field. Expectation values of arbitrary ratios of characteristic polynomials are expressed in terms of multiple contour integrals. This generalises previous findings by one of the authors for a single ratio in the context of eigenvector statistics in the complex Ginibre ensemble.

math-ph↗

arXiv2020

Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality

We compute the average characteristic polynomial of the hermitised product of $M$ real or complex Wigner matrices of size $N\times N$ and the average of the characteristic polynomial of a product of $M$ such Wigner matrices times the characteristic polynomial of the conjugate matrix. Surprisingly, the results agree with that of the product of $M$ real or complex Ginibre matrices at finite-$N$, which have i.i.d. Gaussian entries. For the latter the average characteristic polynomial yields the orthogonal polynomial for the singular values of the product matrix, whereas the product of the two characteristic polynomials involves the kernel of complex eigenvalues. This extends the result of Forrester and Gamburd for one characteristic polynomial of a single random matrix and only depends on the first two moments. In the limit $M\to\infty$ at fixed $N$ we determine the locations of the zeros of a single characteristic polynomial, rescaled as Lyapunov exponents by taking the logarithm of the $M$th root. The position of the $j$th zero agrees asymptotically for large-$j$ with the position of the $j$th Lyapunov exponent for products of Gaussian random matrices, hinting at the universality of the latter.

math.PR↗

arXiv2020

Universal eigenvector correlations in quaternionic Ginibre ensembles

Non-Hermitian random matrices enjoy non-trivial correlations in the statistics of their eigenvectors. We study the overlap among left and right eigenvectors in Ginibre ensembles with quaternion valued Gaussian matrix elements. This concept was introduced by Chalker and Mehlig in the complex Ginibre ensemble. Using a Schur decomposition, for harmonic potentials we can express the overlap in terms of complex eigenvalues only, coming in conjugate pairs in this symmetry class. Its expectation value leads to a Pfaffian determinant, for which we explicitly compute the matrix elements for the induced Ginibre ensemble with $2α$ zero eigenvalues, for finite matrix size $N$. In the macroscopic large-$N$ limit in the bulk of the spectrum we recover the limiting expressions of the complex Ginibre ensemble for the diagonal and off-diagonal overlap, which are thus universal.

math-ph↗

arXiv2019

Determinantal structure and bulk universality of conditional overlaps in the complex Ginibre ensemble

In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure of orthogonal polynomials in the complex plane and its analogy to the determinantal structure of $k$-point complex eigenvalue correlation functions. The off-diagonal overlap is shown to follow from the diagonal overlap conditioned on $k\geq2$ complex eigenvalues. As a new result we present the local bulk scaling limit of the conditional overlaps away from the origin. It is shown to agree with the limit at the origin and is thus universal within this ensemble.

math-ph↗

arXiv2019

Universal Signature from Integrability to Chaos in Dissipative Open Quantum Systems

We study the transition between integrable and chaotic behaviour in dissipative open quantum systems, exemplified by a boundary driven quantum spin-chain. The repulsion between the complex eigenvalues of the corresponding Liouville operator in radial distance $s$ is used as a universal measure. The corresponding level spacing distribution is well fitted by that of a static two-dimensional Coulomb gas with harmonic potential at inverse temperature $β\in[0,2]$. Here, $β=0$ yields the two-dimensional Poisson distribution, matching the integrable limit of the system, and $β=2$ equals the distribution obtained from the complex Ginibre ensemble, describing the fully chaotic limit. Our findings generalise the results of Grobe, Haake and Sommers who derived a universal cubic level repulsion for small spacings $s$. We collect mathematical evidence for the universality of the full level spacing distribution in the fully chaotic limit at $β=2$. It holds for all three Ginibre ensembles of random matrices with independent real, complex or quaternion matrix elements.

cond-mat.stat-mech↗

arXiv2019

Families of two-dimensional Coulomb gases on an ellipse: correlation functions and universality

We investigate a one-parameter family of Coulomb gases in two dimensions, which are confined to an ellipse, due to a hard wall constraint, and are subject to an additional external potential. At inverse temperature $β=2$ we can use the technique of planar orthogonal polynomials, borrowed from random matrix theory, to explicitly determine all $k$-point correlation functions for a fixed number of particles $N$. These are given by the determinant of the kernel of the corresponding orthogonal polynomials, which in our case are the Gegenbauer polynomials, or a subset of the asymmetric Jacobi polynomials, depending on the choice of external potential, as shown in a companion paper recently published by three of the authors. In the rotationally invariant case, when the ellipse becomes the unit disc, our findings agree with that of the ensemble of truncated unitary random matrices. The thermodynamical large-$N$ limit is investigated in the local scaling regime in the bulk and at the edge of the spectrum at weak and strong non-Hermiticity. We find new universality classes in these limits and recover the sine- and Bessel-kernel in the Hermitian limit. The limiting global correlation functions of particles in the interior of the ellipse are more difficult to obtain but found in the special cases corresponding to the Chebyshev polynomials.

math-ph↗

arXiv2019

On the determinantal structure of conditional overlaps for the complex Ginibre ensemble

We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eigenvectors for the complex $N\times N$ Ginibre ensemble, conditional on an arbitrary number $k=1,2,\ldots$ of complex eigenvalues.These objects provide the simplest generalisation of the expectations of the diagonal overlap ($k=1$) and the off-diagonal overlap ($k=2$) considered originally by Chalker and Mehlig. They also appear naturally in the problem of joint evolution of eigenvectors and eigenvalues for Brownian motions with values in complex matrices studied by the Krakow school. We find that these expectations possess a determinantal structure, where the relevant kernels can be expressed in terms of certain orthogonal polynomials in the complex plane. Moreover, the kernels admit a rather tractable expression for all $N \geq 2$. This result enables a fairly straightforward calculation of the conditional expectation of the overlap matrix in the local bulk and edge scaling limits as well as the proof of the exact algebraic decay and asymptotic factorisation of these expectations in the bulk.

math-ph↗

arXiv2019

From Integrable to Chaotic Systems: Universal Local Statistics of Lyapunov exponents

Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex Gaussian elements, the complex Ginibre ensemble. This model allows to explicitly compute the Lyapunov exponents and local correlations amongst them, when the number of factors $M$ becomes large. While the smallest eigenvalues always remain deterministic, which is also the case for many chaotic quantum systems, we identify a critical double scaling limit $N\sim M$ for the rest of the spectrum. It interpolates between the known deterministic behaviour of the Lyapunov exponents for $M\gg N$ (or $N$ fixed) and universal random matrix statistics for $M\ll N$ (or $M$ fixed), characterising chaotic behaviour. After unfolding this agrees with Dyson's Brownian Motion starting from equidistant positions in the bulk and at the soft edge of the spectrum. This universality statement is further corroborated by numerical experiments, multiplying different kinds of random matrices. It leads us to conjecture a much wider applicability in complex systems, that display a transition from deterministic to chaotic behaviour.

math-ph↗

arXiv2019

Preserving Topology while Breaking Chirality: From Chiral Orthogonal to Anti-symmetric Hermitian Ensemble

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of antisymmetric Hermitian random matrices (Cartan class B$|$D). It enjoys the special feature that, depending on the matrix dimension $N$, it has exactly $ν=0$ $(1)$ zero-mode for $N$ even (odd), throughout the symmetry transition. This "topological protection" is reminiscent of properties of topological insulators. We show that our ensemble represents a Pfaffian point process which is typical for such transition ensembles. On a technical level, our results follow from the applicability of the Harish-Chandra integral over the orthogonal group. The matrix valued kernel determining all eigenvalue correlation functions is explicitly constructed in terms of skew-orthogonal polynomials, depending on the topological index $ν=0,1$. These polynomials interpolate between Laguerre and even (odd) Hermite polynomials for $ν=0$ $(1)$, in terms of which the two limiting symmetry classes can be solved. Numerical simulations illustrate our analytical results for the spectral density and an expansion for the distribution of the smallest eigenvalue at finite $N$.

math-ph↗

arXiv2018

The high temperature crossover for general 2D Coulomb gases

We consider $N$ particles in the plane influenced by a general external potential that are subject to the Coulomb interaction in two dimensions at inverse temperature $β$. At large temperature, when scaling $β=2c/N$ with some fixed constant $c>0$, in the large-$N$ limit we observe a crossover from Ginibre's circular law or its generalization to the density of non-interacting particles at $β=0$. Using several different methods we derive a partial differential equation of generalized Liouville type for the crossover density. For radially symmetric potentials we present some asymptotic results and give examples for the numerical solution of the crossover density. These findings generalise previous results when the interacting particles are confined to the real line. In that situation we derive an integral equation for the resolvent valid for a general potential and present the analytic solution for the density in case of a Gaussian plus logarithmic potential.

math-ph↗

arXiv2018

Product matrix processes for coupled multi-matrix models and their hard edge scaling limits

Product matrix processes are multi-level point processes formed by the singular values of random matrix products. In this paper we study such processes where the products of up to $m$ complex random matrices are no longer independent, by introducing a coupling term and potentials for each product. We show that such a process still forms a multi-level determinantal point processes, and give formulae for the relevant correlation functions in terms of the corresponding kernels. For a special choice of potential, leading to a Gaussian coupling between the $m$th matrix and the product of all previous $m-1$ matrices, we derive a contour integral representation for the correlation kernels suitable for an asymptotic analysis of large matrix size $n$. Here, the correlations between the first $m-1$ levels equal that of the product of $m-1$ independent matrices, whereas all correlations with the $m$th level are modified. In the hard edge scaling limit at the origin of the spectra of all products we find three different asymptotic regimes. The first regime corresponding to weak coupling agrees with the multi-level process for the product of $m$ independent complex Gaussian matrices for all levels, including the $m$-th. This process was introduced by one of the authors and can be understood as a multi-level extension of the Meijer $G$-kernel introduced by Kuijlaars and Zhang. In the second asymptotic regime at strong coupling the point process on level $m$ collapses onto level $m-1$, thus leading to the process of $m-1$ independent matrices. Finally, in an intermediate regime where the coupling is proportional to $n^{\frac12}$, we obtain a family of parameter dependent kernels, interpolating between the limiting processes in the weak and strong coupling regime. These findings generalise previous results of the authors and their coworkers for $m=2$.

math-ph↗

arXiv2018

Products of random matrices from fixed trace and induced Ginibre ensembles

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of $m$ induced Ginibre matrices with a fixed trace constraint - which are clearly non-Gaussian - and $M-m$ such Ginibre matrices without constraint. Using an $m$-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed $m$ and $M$. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of $M$ independent induced Ginibre ensembles.

math-ph↗

arXiv2018

Finite rank perturbations in products of coupled random matrices: From one correlated to two Wishart ensembles

We compare finite rank perturbations of the following three ensembles of complex rectangular random matrices: First, a generalised Wishart ensemble with one random and two fixed correlation matrices introduced by Borodin and Péché, second, the product of two independent random matrices where one has correlated entries, and third, the case when the two random matrices become also coupled through a fixed matrix. The singular value statistics of all three ensembles is shown to be determinantal and we derive double contour integral representations for their respective kernels. Three different kernels are found in the limit of infinite matrix dimension at the origin of the spectrum. They depend on finite rank perturbations of the correlation and coupling matrices and are shown to be integrable. The first kernel (I) is found for two independent matrices from the second, and two weakly coupled matrices from the third ensemble. It generalises the Meijer $G$-kernel for two independent and uncorrelated matrices. The third kernel (III) is obtained for the generalised Wishart ensemble and for two strongly coupled matrices. It further generalises the perturbed Bessel kernel of Desrosiers and Forrester. Finally, kernel (II), found for the ensemble of two coupled matrices, provides an interpolation between the kernels (I) and (III), generalising previous findings of part of the authors.

math-ph↗

arXiv2017

Universality at weak and strong non-Hermiticity beyond the elliptic Ginibre ensemble

We consider non-Gaussian extensions of the elliptic Ginibre ensemble of complex non-Hermitian random matrices by fixing the trace $\operatorname{Tr}(XX^*)$ of the matrix $X$ with a hard or soft constraint. These ensembles have correlated matrix entries and non-determinantal joint densities of the complex eigenvalues. We study global and local bulk statistics in these ensembles, in particular in the limit of weak non-Hermiticity introduced by Fyodorov, Khoruzhenko and Sommers. Here, the support of the limiting measure collapses to the real line. This limit was motivated by physics applications and interpolates between the celebrated sine and Ginibre kernel. Our results constitute a first proof of universality of the interpolating kernel. Furthermore, in the limit of strong non-Hermiticity, where the support of the limiting measure remains an ellipse, we obtain local Ginibre statistics in the bulk of the spectrum.

math.PR↗