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Giorgio Cipolloni

Publications and source records attributed to Giorgio Cipolloni.

At least 37 records · Page 2Linked to original sources
arXiv2024

Eigenstate thermalisation at the edge for Wigner matrices

We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier works of Cipolloni et. al. (Comm. Math. Phys. 388, 2021; Forum Math., Sigma 10, 2022) and Benigni et. al. (Comm. Math. Phys. 391, 2022; arXiv: 2303.11142) that were restricted either to the bulk of the spectrum or to special observables. As a main ingredient, we prove a new multi-resolvent local law that optimally accounts for the edge scaling.

math.PR↗
arXiv2024

Ruminations on Matrix Convexity and the Strong Subadditivity of Quantum Entropy

The familiar second derivative test for convexity, combined with resolvent calculus, is shown to yield a useful tool for the study of convex matrix-valued functions. We demonstrate the applicability of this approach on a number of theorems in this field. These include convexity principles which play an essential role in the Lieb-Ruskai proof of the strong subadditivity of quantum entropy.

quant-ph↗
arXiv2024

Quenched universality for deformed Wigner matrices

Following E. Wigner's original vision, we prove that sampling the eigenvalue gaps within the bulk spectrum of a fixed (deformed) Wigner matrix $H$ yields the celebrated Wigner-Dyson-Mehta universal statistics with high probability. Similarly, we prove universality for a monoparametric family of deformed Wigner matrices $H+xA$ with a deterministic Hermitian matrix $A$ and a fixed Wigner matrix $H$, just using the randomness of a single scalar real random variable $x$. Both results constitute quenched versions of bulk universality that has so far only been proven in annealed sense with respect to the probability space of the matrix ensemble.

math-ph↗
arXiv2024

Precise asymptotics for the spectral radius of a large random matrix

We consider the spectral radius of a large random matrix $X$ with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of $X$ in [29]. To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of $X-z$ for different complex shift parameters $z$ using the Dyson Brownian Motion.

math.PR↗
arXiv2024

Mesoscopic Central Limit Theorem for non-Hermitian Random Matrices

We prove that the mesoscopic linear statistics $\sum_i f(n^a(σ_i-z_0))$ of the eigenvalues $\{σ_i\}_i$ of large $n\times n$ non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any $H^{2}_0$-functions $f$ around any point $z_0$ in the bulk of the spectrum on any mesoscopic scale $0<a<1/2$. This extends our previous result [arXiv:1912.04100], that was valid on the macroscopic scale, $a=0$, to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of $X$ at spectral parameters $z_1, z_2$ with an improved error term in the entire mesoscopic regime $|z_1-z_2|\gg n^{-1/2}$. The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator.

math.PR↗
arXiv2024

Out-of-time-ordered correlators for Wigner matrices

We consider the time evolution of the out-of-time-ordered correlator (OTOC) of two general observables $A$ and $B$ in a mean field chaotic quantum system described by a random Wigner matrix as its Hamiltonian. We rigorously identify three time regimes separated by the physically relevant scrambling and relaxation times. The main feature of our analysis is that we express the error terms in the optimal Schatten (tracial) norms of the observables, allowing us to track the exact dependence of the errors on their rank. In particular, for significantly overlapping observables with low rank the OTOC is shown to exhibit a significant local maximum at the scrambling time, a feature that may not have been noticed in the physics literature before. Our main tool is a novel multi-resolvent local law with Schatten norms that unifies and improves previous local laws involving either the much cruder operator norm (cf. [G. Cipolloni, L. Erdős, D. Schröder. Elect. J. Prob. 27, 1-38, 2022]) or the Hilbert-Schmidt norm (cf. [G. Cipolloni, L. Erdős, D. Schröder. Forum Math., Sigma 10, E96, 2022]).

math-ph↗
arXiv2024

Fluctuation Around the Circular Law for Random Matrices with Real Entries

We extend our recent result [Cipolloni, Erdős, Schröder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real symmetry class. We find that the expectation and variance substantially differ from their complex counterparts, reflecting (i) the special spectral symmetry of real matrices onto the real axis; and (ii) the fact that real i.i.d. matrices have many real eigenvalues. Our result generalizes the previously known special cases where either the test function is analytic [O'Rourke, Renfrew 2016] or the first four moments of the matrix elements match the real Gaussian [Tao, Vu 2015; Kopel 2015]. The key element of the proof is the analysis of several weakly dependent Dyson Brownian motions (DBMs). The conceptual novelty of the real case compared with [Cipolloni, Erdős, Schröder 2019] is that the correlation structure of the stochastic differentials in each individual DBM is non-trivial, potentially even jeopardising its well-posedness.

math.PR↗
arXiv2024

Optimal Lower Bound on Eigenvector Overlaps for non-Hermitian Random Matrices

We consider large non-Hermitian $N\times N$ matrices with an additive independent, identically distributed (i.i.d.) noise for each matrix elements. We show that already a small noise of variance $1/N$ completely thermalises the bulk singular vectors, in particular they satisfy the strong form of Quantum Unique Ergodicity (QUE) with an optimal speed of convergence. In physics terms, we thus extend the Eigenstate Thermalisation Hypothesis, formulated originally by [Deutsch 1991] and proven for Wigner matrices in [Cipolloni, Erdős, Schröder 2020], to arbitrary non-Hermitian matrices with an i.i.d. noise. As a consequence we obtain an optimal lower bound on the diagonal overlaps of the corresponding non-Hermitian eigenvectors. This quantity, also known as the (square of the) eigenvalue condition number measuring the sensitivity of the eigenvalue to small perturbations, has notoriously escaped rigorous treatment beyond the explicitly computable Ginibre ensemble apart from the very recent upper bounds given in [arXiv:2005.08930] and [arXiv:2005.08908]. As a key tool, we develop a new systematic decomposition of general observables in random matrix theory that governs the size of products of resolvents with deterministic matrices in between.

math.PR↗
arXiv2023

Gaussian fluctuations in the Equipartition Principle for Wigner matrices

The total energy of an eigenstate in a composite quantum system tends to be distributed equally among its constituents. We identify the quantum fluctuation around this equipartition principle in the simplest disordered quantum system consisting of linear combinations of Wigner matrices. As our main ingredient, we prove the Eigenstate Thermalisation Hypothesis and Gaussian fluctuation for general quadratic forms of the bulk eigenvectors of Wigner matrices with an arbitrary deformation.

math-ph↗
arXiv2023

Central Limit Theorem for Linear Eigenvalue Statistics of non-Hermitian Random Matrices

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having $2+ε$ derivatives. Previously this result was known only for a few special cases; either the test functions were required to be analytic [Rider, Silverstein 2006], or the distribution of the matrix elements needed to be Gaussian [Rider, Virág 2007], or at least match the Gaussian up to the first four moments [Tao, Vu 2016; Kopel 2015]. We find the exact dependence of the limiting variance on the fourth cumulant that was not known before. The proof relies on two novel ingredients: (i) a local law for a product of two resolvents of the Hermitisation of $X$ with different spectral parameters and (ii) a coupling of several weakly dependent Dyson Brownian Motions. These methods are also the key inputs for our analogous results on the linear eigenvalue statistics of real matrices $X$ that are presented in the companion paper [Cipolloni, Erdős, Schröder 2019].

math.PR↗
arXiv2023

Rank-uniform local law for Wigner matrices

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general deterministic matrix $A$ on the bulk eigenvectors of a Wigner matrix has approximately Gaussian fluctuation. For the bulk spectrum, we thus generalize our previous result [arXiv:2103.06730] valid for test matrices $A$ of large rank as well as the result of Benigni and Lopatto [arXiv:2103.12013] valid for specific small rank observables.

math.PR↗
arXiv2023

The Dissipative Spectral Form Factor for I.I.D. Matrices

The Dissipative Spectral Form Factor (DSFF), recently introduced in [arXiv:2103.05001] for the Ginibre ensemble, is a key tool to study universal properties of dissipative quantum systems. In this work we compute the DSFF for a large class of random matrices with real or complex entries up to an intermediate time scale, confirming the predictions from [arXiv:2103.05001]. The analytic formula for the DSFF in the real case was previously unknown. Furthermore, we show that for short times the connected component of the DSFF exhibits a non-universal correction depending on the fourth cumulant of the entries. These results are based on the central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices [arXiv:2002.02438, arXiv:1912.04100].

math-ph↗
arXiv2023

On the rightmost eigenvalue of non-Hermitian random matrices

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to infinity. All terms in the expansion are universal.

math.PR↗
arXiv2023

Functional Central Limit Theorems for Wigner Matrices

We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of eigenvalues, we show that $\mathrm{Tr}[f(W)]$ is asymptotically normal for any non-trivial bounded deterministic matrix $A$. We identify three different and asymptotically independent modes of this fluctuation, corresponding to the tracial part, the traceless diagonal part and the off-diagonal part of $f(W)$ in the entire mesoscopic regime, where we find that the off-diagonal modes fluctuate on a much smaller scale than the tracial mode. In addition, we determine the fluctuations in the Eigenstate Thermalisation Hypothesis [Deutsch 1991], i.e. prove that the eigenfunction overlaps with any deterministic matrix are asymptotically Gaussian after a small spectral averaging. In particular, in the macroscopic regime our result generalises [Lytova 2013] to complex $W$ and to all crossover ensembles in between. The main technical inputs are the recent multi-resolvent local laws with traceless deterministic matrices from the companion paper [Cipolloni, Erdős, Schröder 2020].

math.PR↗
arXiv2023

On the Spectral Form Factor for Random Matrices

In the physics literature the spectral form factor (SFF), the squared Fourier transform of the empirical eigenvalue density, is the most common tool to test universality for disordered quantum systems, yet previous mathematical results have been restricted only to two exactly solvable models [Forrester 2020]. We rigorously prove the physics prediction on SFF up to an intermediate time scale for a large class of random matrices using a robust method, the multi-resolvent local laws. Beyond Wigner matrices we also consider the monoparametric ensemble and prove that universality of SFF can already be triggered by a single random parameter, extending the recently proven Wigner-Dyson universality [Cipolloni, Erdős, Schröder 2021] to some larger spectral scales. Remarkably, extensive numerics indicates that our formulas correctly predict the SFF in the entire slope-dip-ramp regime, as customarily called in physics.

math-ph↗
arXiv2023

Non-Hermitian Hamiltonians Violate the Eigenstate Thermalization Hypothesis

The Eigenstate Thermalization Hypothesis (ETH) represents a cornerstone in the theoretical understanding of the emergence of thermal behavior in closed quantum systems. The ETH asserts that expectation values of simple observables in energy eigenstates are accurately described by smooth functions of the thermodynamic parameters, with fluctuations and off-diagonal matrix elements exponentially suppressed in the entropy. We investigate to what extent the ETH holds in non-Hermitian many-body systems and come to the surprising conclusion that the fluctuations between eigenstates is of equal order to the average, indicating no thermalization. We support this conclusion with mathematically rigorous results in the Ginibre ensemble and numerical results in other ensembles, including the non-Hermitian Sachdev-Ye-Kitaev model, indicating universality in chaotic non-Hermitian quantum systems.

cond-mat.stat-mech↗
arXiv2023

Thermalisation for Wigner matrices

We compute the deterministic approximation of products of Sobolev functions of large Wigner matrices $W$ and provide an optimal error bound on their fluctuation with very high probability. This generalizes Voiculescu's seminal theorem [Voiculescu 1991] from polynomials to general Sobolev functions, as well as from tracial quantities to individual matrix elements. Applying the result to $\exp(\mathrm{i} tW)$ for large $t$, we obtain a precise decay rate for the overlaps of several deterministic matrices with temporally well separated Heisenberg time evolutions; thus we demonstrate the thermalisation effect of the unitary group generated by Wigner matrices.

math.PR↗