arXiv subjects

Gernot Akemann

Publications and source records attributed to Gernot Akemann.

67 records · Page 4Linked to original sources

arXiv2010

Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are orthogonal with respect to a non-Gaussian weight including a modified Bessel function of the second kind, and we give an elementary proof for this. In the large $n$ limit, the eigenvalue statistics at the spectral edge close to the real axis are described by the same family of kernels interpolating between Airy and Poisson that was recently found by one of the authors for the elliptic Ginibre ensemble. We conclude that this scaling limit is universal, appearing for two different non-Hermitian random matrix ensembles with unitary symmetry. As a second result we give an equivalent form for the interpolating Airy kernel in terms of a single real integral, similar to representations for the asymptotic kernel in the bulk and at the hard edge of the spectrum. This makes its structure as a one-parameter deformation of the Airy kernel more transparent.

math-ph↗

arXiv2009

Universal Correlations and Power-Law Tails in Financial Covariance Matrices

Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical ensemble of asset-price covariances from a single instance of financial data sets. Local results for the smallest eigenvalue and individual spacings are very stable upon reshuffling the time windows and assets. They are in good agreement with the universal Tracy-Widom distribution and Wigner surmise, respectively. This suggests a strong degree of robustness especially in the low-lying sector of the spectra, most relevant for portfolio selections. Conversely, the global spectral density of a single covariance matrix as well as the average over all unfolded nearest-neighbour spacing distributions deviate from standard Gaussian random matrix predictions. The data are in fair agreement with a recently introduced generalised random matrix model, with correlations showing a power-law decay.

q-fin.ST↗

arXiv2007

Equivalence of QCD in the epsilon-regime and chiral Random Matrix Theory with or without chemical potential

We prove that QCD in the epsilon-regime of chiral Perturbation Theory is equivalent to chiral Random Matrix Theory for zero and both non-zero real and imaginary chemical potential mu. To this aim we prove a theorem that relates integrals over fermionic and bosonic variables to super-Hermitian or super-Unitary groups also called superbosonization. Our findings extend previous results for the equivalence of the partition functions, spectral densities and the quenched two-point densities. We can show that all k-point density correlation functions agree in both theories for an arbitrary number of quark flavors, for either mu=0 or mu=/=0 taking real or imaginary values. This implies the equivalence for all individual k-th eigenvalue distributions which are particularly useful to determine low energy constants from Lattice QCD with chiral fermions.

hep-th↗

arXiv2007

Distributions of individual Dirac eigenvalues for QCD at non-zero chemical potential: RMT predictions and lattice results

For QCD at non-zero chemical potential $μ$, the Dirac eigenvalues are scattered in the complex plane. We define a notion of ordering for individual eigenvalues in this case and derive the distributions of individual eigenvalues from random matrix theory (RMT). We distinguish two cases depending on the parameter $α=μ^2 F^2 V$, where $V$ is the volume and $F$ is the familiar low-energy constant of chiral perturbation theory. For small $α$, we use a Fredholm determinant expansion and observe that already the first few terms give an excellent approximation. For large $α$, all spectral correlations are rotationally invariant, and exact results can be derived. We compare the RMT predictions to lattice data and in both cases find excellent agreement in the topological sectors $ν=0,1,2$.

hep-lat↗

arXiv2007

A Generalisation of Dyson's Integration Theorem for Determinants

Dyson's integration theorem is widely used in the computation of eigenvalue correlation functions in Random Matrix Theory. Here we focus on the variant of the theorem for determinants, relevant for the unitary ensembles with Dyson index beta = 2. We derive a formula reducing the (n-k)-fold integral of an n x n determinant of a kernel of two sets of arbitrary functions to a determinant of size k x k. Our generalisation allows for sets of functions that are not orthogonal or bi-orthogonal with respect to the integration measure. In the special case of orthogonal functions Dyson's theorem is recovered.

math-ph↗

arXiv2007

Integrable Structure of Ginibre's Ensemble of Real Random Matrices and a Pfaffian Integration Theorem

In the recent publication [E. Kanzieper and G. Akemann, Phys. Rev. Lett. 95, 230201 (2005); arXiv: math-ph/0507058], an exact solution was reported for the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric matrix drawn at random from Ginibre's Orthogonal Ensemble (GinOE). In the present paper, we offer a detailed derivation of the above result by concentrating on the proof of the Pfaffian integration theorem, the key ingredient of our analysis of the statistics of real eigenvalues in the GinOE. We also initiate a study of the correlations of complex eigenvalues and derive a formula for the joint probability density function of all complex eigenvalues of a GinOE matrix restricted to have exactly "k" real eigenvalues. In the particular case of "k=0", all correlation functions of complex eigenvalues are determined.

math-ph↗

arXiv2005

Statistics of Real Eigenvalues in Ginibre's Ensemble of Random Real Matrices

The integrable structure of Ginibre's Orthogonal Ensemble of random matrices is looked at through the prism of the probability "p_{n,k}" to find exactly "k" real eigenvalues in the spectrum of an "n" by "n" real asymmetric Gaussian random matrix. The exact solution for the probability function "p_{n,k}" is presented, and its remarkable connection to the theory of symmetric functions is revealed. An extension of the Dyson integration theorem is a key ingredient of the theory presented.

math-ph↗

arXiv2005

Two-colour Lattice QCD with dynamical fermions at non-zero density versus Matrix Models

We provide first evidence that Matrix Models describe the low lying complex Dirac eigenvalues in a theory with dynamical fermions at non-zero density. Lattice data for gauge group SU(2) with staggered fermions are compared to detailed analytical results from Matrix Models in the corresponding symmetry class, the complex chiral Symplectic Ensemble. They confirm the predicted dependence on chemical potential, quark mass and volume.

hep-lat↗

arXiv2004

Density profiles of small Dirac operator eigenvalues for two color QCD at nonzero chemical potential compared to matrix models

We investigate the eigenvalue spectrum of the staggered Dirac matrix in two color QCD at finite chemical potential. The profiles of complex eigenvalues close to the origin are compared to a complex generalization of the chiral Gaussian Symplectic Ensemble, confirming its predictions for weak and strong non-Hermiticity. They differ from the QCD symmetry class with three colors by a level repulsion from both the real and imaginary axis.

hep-lat↗

arXiv2003

On the supersymmetric partition function in QCD-inspired random matrix models

We show that the expression for the supersymmetric partition function of the chiral Unitary Ensemble conjectured recently by Splittorff and Verbaarschot [Phys. Rev. Lett. v. 90, 041601 (2003)] follows from the general expression derived recently by Fyodorov and Strahov [ J. Phys. A: Math.Gen.} {\bf 36}(2003) 3203] .

cond-mat.mes-hall↗

arXiv1997

Universal correlators for multi-arc complex matrix models

The correlation functions of the multi-arc complex matrix model are shown to be universal for any finite number of arcs. The universality classes are characterized by the support of the eigenvalue density and are conjectured to fall into the same classes as the ones recently found for the hermitian model. This is explicitly shown to be true for the case of two arcs, apart from the known result for one arc. The basic tool is the iterative solution of the loop equation for the complex matrix model with multiple arcs, which provides all multi-loop correlators up to an arbitrary genus. Explicit results for genus one are given for any number of arcs. The two-arc solution is investigated in detail, including the double-scaling limit. In addition universal expressions for the string susceptibility are given for both the complex and hermitian model.

hep-th↗

arXiv1997

The Chiral Supereigenvalue Model

A supereigenvalue model with purely positive bosonic eigenvalues is presented and solved by considering its superloop equations. This model represents the supersymmetric generalization of the complex one matrix model, in analogy to the relation between the supereigenvalue and the hermitian one matrix model. Closed expressions for all planar multi-superloop correlation functions are found. Moreover an iterative scheme allows the calculation of higher genus contributions to the free energy and to the correlators. Explicit results for genus one are given.

hep-th↗

arXiv1995

Loop equations for multi-cut matrix models

The loop equation for the complex one-matrix model with a multi-cut structure is derived and solved in the planar limit. An iterative scheme for higher genus contributions to the free energy and the multi-loop correlators is presented for the two-cut model, where explicit results are given up to and including genus two. The double-scaling limit is analyzed and the relation to the one-cut solution of the hermitian and complex one-matrix model is discussed.

hep-th↗