arXiv subjects

Gernot Akemann

Publications and source records attributed to Gernot Akemann.

At least 55 records · Page 3Linked to original sources

arXiv2016

Hard edge limit of the product of two strongly coupled random matrices

We investigate the hard edge scaling limit of the ensemble defined by the squared singular values of the product of two coupled complex random matrices. When taking the coupling parameter to be dependent on the size of the product matrix, in a certain double scaling regime at the origin the two matrices become strongly coupled and we obtain a new hard edge limiting kernel. It interpolates between the classical Bessel-kernel describing the hard edge scaling limit of the Laguerre ensemble of a single matrix, and the Meijer G-kernel of Kuijlaars and Zhang describing the hard edge scaling limit for the product of two independent Gaussian complex matrices. It differs from the interpolating kernel of Borodin to which we compare as well.

math-ph↗

arXiv2016

Spectral correlation functions of the sum of two independent complex Wishart matrices with unequal covariances

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random matrices. Typically ensembles with correlations among the matrix elements are much more difficult to solve. Using a combination of supersymmetry, superbosonisation and bi-orthogonal functions we are able to determine all spectral k-point density correlation functions of H for arbitrary matrix size N. In the half-degenerate case, when one of the covariance matrices is proportional to the identity, the recent results by Kumar for the joint eigenvalue distribution of H serve as our starting point. In this case the ensemble has a bi-orthogonal structure and we explicitly determine its kernel, providing its exact solution for finite N. The kernel follows from computing the expectation value of a single characteristic polynomial. In the general non-degenerate case the generating function for the k-point resolvent is determined from a supersymmetric evaluation of the expectation value of k ratios of characteristic polynomials. Numerical simulations illustrate our findings for the spectral density at finite N and we also give indications how to do the asymptotic large-N analysis.

math-ph↗

arXiv2016

Random Matrix Theory and Quantum Chromodynamics

These notes are based on the lectures delivered at the Les Houches Summer School in July 2015. They are addressed at a mixed audience of physicists and mathematicians with some basic working knowledge of random matrix theory. The first part is devoted to the solution of the chiral Gaussian Unitary Ensemble in the presence of characteristic polynomials, using orthogonal polynomial techniques. This includes all eigenvalue density correlation functions, smallest eigenvalue distributions and their microscopic limit at the origin. These quantities are relevant for the description of the Dirac operator spectrum in Quantum Chromodynamics with three colours in four Euclidean space-time dimensions. In the second part these two theories are related based on symmetries, and the random matrix approximation is explained. In the last part recent developments are covered including the effect of finite chemical potential and finite space-time lattice spacing, and their corresponding orthogonal polynomials. We also give some open random matrix problems.

math-ph↗

arXiv2015

Dropping the independence: singular values for products of two coupled random matrices

We study the singular values of the product of two coupled rectangular random matrices as a determinantal point process. Each of the two factors is given by a parameter dependent linear combination of two independent, complex Gaussian random matrices, which is equivalent to a coupling of the two factors via an Itzykson-Zuber term. We prove that the squared singular values of such a product form a biorthogonal ensemble and establish its exact solvability. The parameter dependence allows us to interpolate between the singular value statistics of the Laguerre ensemble and that of the product of two independent complex Ginibre ensembles which are both known. We give exact formulae for the correlation kernel in terms of a complex double contour integral, suitable for the subsequent asymptotic analysis. In particular, we derive a Christoffel-Darboux type formula for the correlation kernel, based on a five term recurrence relation for our biorthogonal functions. It enables us to find its scaling limit at the origin representing a hard edge. The resulting limiting kernel coincides with the universal Meijer G-kernel found by several authors in different ensembles. We show that the central limit theorem holds for the linear statistics of the singular values and give the limiting variance explicitly.

math-ph↗

arXiv2015

The Smallest Eigenvalue Distribution in the Real Wishart-Laguerre Ensemble with Even Topology

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and time series analysis. We are particularly interested in the distribution of the smallest non-zero eigenvalue and the gap probability to find no eigenvalue in an interval $[0,t]$. While for odd topology $ν=n-p$ explicit closed results are known for finite and infinite matrix size, for even $ν>2$ only recursive expressions in $p$ are available.The smallest eigenvalue distribution as well as the gap probability for general even $ν$ is equivalent to expectation values of characteristic polynomials raised to a half-integer. The computation of such averages is done via a combination of skew-orthogonal polynomials and bosonisation methods. The results are given in terms of Pfaffian determinants both at finite $p$ and in the hard edge scaling limit ($p\to\infty$ and $ν$ fixed) for an arbitrary even topology $ν$. Numerical simulations for the correlated Wishart ensemble illustrate the universality of our results in this particular limit. These simulations point to a validity of the hard edge scaling limit beyond the invariant case.

math-ph↗

arXiv2015

Recent exact and asymptotic results for products of independent random matrices

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from ensembles of independent real, complex, or quaternionic Ginibre matrices, or truncated unitary matrices. Additional mixing within one ensemble between matrices and their inverses is also covered. Exact determinantal and Pfaffian expressions are given in terms of the respective kernels of orthogonal polynomials or functions. Here we list all known cases and some straightforward generalisations. The asymptotic results for large matrix size include new microscopic universality classes at the origin and a generalisation of weak non-unitarity close to the unit circle. So far in all other parts of the spectrum the known standard universality classes have been identified. In the limit of infinite products the Lyapunov and stability exponents share the same normal distribution. To leading order they both follow a permanental point processes. Our focus is on presenting recent developments in this rapidly evolving area of research.

math-ph↗

arXiv2014

Universal distribution of Lyapunov exponents for products of Ginibre matrices

Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite product. We show that for a large number $t$ of product matrices the distribution of each Lyapunov exponent is normal and compute its $t$-dependent variance as well as corrections in a $1/t$ expansion. Originally Lyapunov exponents are defined for singular values of the product matrix that represents a linear time evolution. Surprisingly a similar construction for the moduli of the complex eigenvalues yields the very same exponents and normal distributions to leading order. We discuss a general mechanism for $2\times 2$ matrices why the singular values and the radii of complex eigenvalues collapse onto the same value in the large-$t$ limit. Thereby we rederive Newman's triangular law which has a simple interpretation as the radial density of complex eigenvalues in the circular law and study the commutativity of the two limits $t\to\infty$ and $N\to\infty$ on the global and the local scale. As a mathematical byproduct we show that a particular asymptotic expansion of a Meijer G-function with large index leads to a Gaussian.

math-ph↗

arXiv2014

Universal microscopic correlation functions for products of truncated unitary matrices

We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such matrices are called truncated unitary matrices or random contractions. We first derive the joint probability distribution for the eigenvalues of the product matrix for fixed $N,\ L$, and $M$, given by a standard determinantal point process in the complex plane. The weight however is non-standard and can be expressed in terms of the Meijer G-function. The explicit knowledge of all eigenvalue correlation functions and the corresponding kernel allows us to take various large $N$ (and $L$) limits at fixed $M$. At strong non-unitarity, with $L/N$ finite, the eigenvalues condense on a domain inside the unit circle. At the edge and in the bulk we find the same universal microscopic kernel as for a single complex non-Hermitian matrix from the Ginibre ensemble. At the origin we find the same new universality classes labelled by $M$ as for the product of $M$ matrices from the Ginibre ensemble. Keeping a fixed size of truncation, $L$, when $N$ goes to infinity leads to weak non-unitarity, with most eigenvalues on the unit circle as for unitary matrices. Here we find a new microscopic edge kernel that generalizes the known results for M=1. We briefly comment on the case when each product matrix results from a truncation of different size $L_j$.

math-ph↗

arXiv2014

A singular-potential random matrix model arising in mean-field glassy systems

We consider an invariant random matrix model where the standard Gaussian potential is distorted by an additional single pole of order $m$. We compute the average or macroscopic spectral density in the limit of large matrix size, solving the loop equation with the additional constraint of vanishing trace on average. The density is generally supported on two disconnected intervals lying on the two sides of the pole. In the limit of having no pole, we recover the standard semicircle. Obtained in the planar limit, our results apply to matrices with orthogonal, unitary or symplectic symmetry alike. The orthogonal case with $m=2$ is motivated by an application to spin glass physics. In the Sherrington-Kirkpatrick mean-field model, in the paramagnetic phase and for sufficiently large systems the spin glass susceptibility is a random variable, depending on the realization of disorder. It is essentially given by a linear statistics on the eigenvalues of the coupling matrix. As such its large deviation function can be computed using standard Coulomb fluid techniques. The resulting free energy of the associated fluid precisely corresponds to the partition function of our random matrix model. Numerical simulations provide an excellent confirmation of our analytical results.

math-ph↗

arXiv2013

Products of Rectangular Random Matrices: Singular Values and Progressive Scattering

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint probability density function is obtained using the Harish-Chandra--Itzykson--Zuber integration formula. Explicit expressions for all correlation functions and moments for finite matrix sizes are obtained using a two-matrix model and the method of bi-orthogonal polynomials. This generalises the classical result for the so-called Wishart--Laguerre Gaussian unitary ensemble (or chiral unitary ensemble) at M=1, and previous results for the product of square matrices. The correlation functions are given by a determinantal point process, where the kernel can be expressed in terms of Meijer $G$-functions. We compare the results with numerical simulations and known results for the macroscopic level density in the limit of large matrices. The location of the endpoints of support for the latter are analysed in detail for general $M$. Finally, we consider the so-called ergodic mutual information, which gives an upper bound for the spectral efficiency of a MIMO communication channel with multi-fold scattering.

math-ph↗

arXiv2013

Singular value correlation functions for products of Wishart random matrices

Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary Ensemble with M=1. In this paper we first compute the joint probability distribution for the singular values of the product matrix when the matrix size $N$ and the number $M$ are fixed but arbitrary. This leads to a determinantal point process which can be realised in two different ways. First, it can be written as a one-matrix singular value model with a non-standard Jacobian, or second, for $M\geq2$, as a two-matrix singular value model with a set of auxiliary singular values and a weight proportional to the Meijer $G$-function. For both formulations we determine all singular value correlation functions in terms of the kernels of biorthogonal polynomials which we explicitly construct. They are given in terms of hypergeometric and Meijer $G$-functions, generalising the Laguerre polynomials. Our investigation was motivated from applications in telecommunication of multi-layered scattering MIMO channels. We present the ergodic mutual information for finite-$N$ for such a channel model with $M-1$ layers of scatterers as an example.

math-ph↗

arXiv2013

Exploring the Aoki regime

We compute next-to-leading order (NLO) corrections in the ε-regime of Wilson (WChPT) and Staggered Chiral Perturbation Theory (SChPT). A difference between the two is that in WChPT already at NLO, that is at O(ε^2), new low energy constants (LECs) contribute, whereas in SChPT they only enter at O(ε^4). We first determine the NLO corrections in WChPT for SU(2), and for U(N_f) at fixed index. This implies finite-volume corrections to the phase boundary between the Aoki phase and the Sharpe-Singleton scenario via corrections to the mean field potential. We also compute NLO corrections to the two-point function in the scalar and pseudo-scalar sector in WChPT. Turning to SChPT we determine the NLO corrections to the LECs and their effect on the taste splitting. Here the NLO partition function can be written as the leading order one with renormalized couplings, thus preserving the equivalence to staggered chiral random matrix theory at NLO for any number of flavors N_f. In WChPT this relation only appears to hold for SU(2).

hep-lat↗

arXiv2012

Finite volume corrections to LECs in Wilson and staggered ChPT

We study the simultaneous effect of finite volume and finite lattice spacing corrections in the framework of chiral perturbation theory (ChPT) in the epsilon regime, for both the Wilson and staggered formulations. In particular the finite volume corrections to the low energy constants (LECs) in Wilson and staggered ChPT are computed to next-to-leading order (NLO) in the ε-expansion. For Wilson with N_f = 2 flavours and staggered with generic N_f the partition function at NLO can be rewritten as the LO partition function with renormalized effective LECs.

hep-lat↗

arXiv2012

Higher Order Analogues of Tracy-Widom Distributions via the Lax Method

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through the norms of orthogonal polynomials on a semi-infinite interval, as an alternative to using Fredholm determinants. They satisfy non-linear recurrence relations which we show form a Lax pair, making contact to the string literature in the early 1990's. The technique of pseudo-differential operators allows us to give compact expressions for the logarithm of the gap probability in terms of the Painleve XXXIV hierarchy. These are the higher order analogues of the Tracy-Widom distribution which has k=1. Using known Backlund transformations we show how to simplify earlier equivalent results that are derived from Fredholm determinant theory, valid for even k in terms of the Painleve II hierarchy.

math-ph↗

arXiv2012

Hole probabilities and overcrowding estimates for products of complex Gaussian matrices

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a determinantal point process on the complex plane (Akemann and Burda J. Phys A: Math. Theor. 45 (2012) 465201), which can be understood as a generalization of the finite Ginibre ensemble. As N\rightarrow\infty, a generalized infinite Ginibre ensemble arises. We show that the set of absolute values of the points of this determinantal process has the same distribution as {R_1^{(n)},R_2^{(n)},...}, where R_k^{(n)} are independent, and (R_k^{(n)})^2 is distributed as the product of n independent Gamma variables Gamma(k,1). This enables us to find the asymptotics for the hole probabilities, i.e. for the probabilities of the events that there are no points of the process in a disc of radius r with its center at 0, as r\rightarrow\infty. In addition, we solve the relevant overcrowding problem: we derive an asymptotic formula for the probability that there are more than m points of the process in a fixed disk of radius r with its center at 0, as m\rightarrow\infty.

math-ph↗

arXiv2011

Random Matrix Theory for the Hermitian Wilson Dirac Operator and the chGUE-GUE Transition

We introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary Ensemble (GUE), respectively. In the microscopic large-n limit in the vicinity of the chGUE (which we denote by weakly non-chiral limit) this theory is in one to one correspondence to the partition function of Wilson chiral perturbation theory in the epsilon regime, such as the related two matrix-model previously introduced in refs. [20,21]. For a generic number of flavours and rectangular block matrices in the chGUE part we derive an eigenvalue representation for the partition function displaying a Pfaffian structure. In the quenched case with nu=0,1 we derive all spectral correlations functions in our model for finite-n, given in terms of skew-orthogonal polynomials. The latter are expressed as Gaussian integrals over standard Laguerre polynomials. In the weakly non-chiral microscopic limit this yields all corresponding quenched eigenvalue correlation functions of the Hermitian Wilson operator.

math-ph↗

arXiv2011

Compact smallest eigenvalue expressions in Wishart-Laguerre ensembles with or without fixed-trace

The degree of entanglement of random pure states in bipartite quantum systems can be estimated from the distribution of the extreme Schmidt eigenvalues. For a bipartition of size M\geq N, these are distributed according to a Wishart-Laguerre ensemble (WL) of random matrices of size N x M, with a fixed-trace constraint. We first compute the distribution and moments of the smallest eigenvalue in the fixed trace orthogonal WL ensemble for arbitrary M\geq N. Our method is based on a Laplace inversion of the recursive results for the corresponding orthogonal WL ensemble by Edelman. Explicit examples are given for fixed N and M, generalizing and simplifying earlier results. In the microscopic large-N limit with M-N fixed, the orthogonal and unitary WL distributions exhibit universality after a suitable rescaling and are therefore independent of the constraint. We prove that very recent results given in terms of hypergeometric functions of matrix argument are equivalent to more explicit expressions in terms of a Pfaffian or determinant of Bessel functions. While the latter were mostly known from the random matrix literature on the QCD Dirac operator spectrum, we also derive some new results in the orthogonal symmetry class.

math-ph↗

arXiv2011

Non-Hermitian extensions of Wishart random matrix ensembles

We briefly review the solution of three ensembles of non-Hermitian random matrices generalizing the Wishart-Laguerre (also called chiral) ensembles. These generalizations are realized as Gaussian two-matrix models, where the complex eigenvalues of the product of the two independent rectangular matrices are sought, with the matrix elements of both matrices being either real, complex or quaternion real. We also present the more general case depending on a non-Hermiticity parameter, that allows us to interpolate between the corresponding three Hermitian Wishart ensembles with real eigenvalues and the maximally non-Hermitian case. All three symmetry classes are explicitly solved for finite matrix size NxM for all complex eigenvalue correlations functions (and real or mixed correlations for real matrix elements). These are given in terms of the corresponding kernels built from orthogonal or skew-orthogonal Laguerre polynomials in the complex plane. We then present the corresponding three Bessel kernels in the complex plane in the microscopic large-N scaling limit at the origin, both at weak and strong non-Hermiticity with M-N greater or equal to 0 fixed.

math-ph↗