arXiv subjects

Horng-Tzer Yau

Publications and source records attributed to Horng-Tzer Yau.

At least 73 records · Page 4Linked to original sources

arXiv2012

A comment on the Wigner-Dyson-Mehta bulk universality conjecture for Wigner matrices

Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices. Tao and Vu \cite{TV5} gave a proof that for the special case of Hermitian Wigner matrices the convergence can be strengthened to vague convergence at any fixed energy in the bulk. In this article we show that this theorem is an immediate corollary of our earlier results. Indeed, a more general form of this theorem also follows directly from our work \cite{EKYY2}.

math.PR↗

arXiv2012

Universality of General $β$-Ensembles

We prove the universality of the $β$-ensembles with convex analytic potentials and for any $β>0$, i.e. we show that the spacing distributions of log-gases at any inverse temperature $β$ coincide with those of the Gaussian $β$-ensembles.

math.PR↗

arXiv2012

Universality of local spectral statistics of random matrices

The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the eigenvalue distributions are given by a log-gas with inverse temperature $β= 1, 2, 4$, corresponding to the orthogonal, unitary and symplectic ensembles. For $β\not \in \{1, 2, 4\}$, there is no matrix model behind this model, but the statistical physics interpretation of the log-gas is still valid for all $β> 0$. The universality conjecture for invariant ensembles asserts that the local eigenvalue statistics are independent of $V$. In this article, we review our recent solution to the universality conjecture for both invariant and non-invariant ensembles. We will also demonstrate that the local ergodicity of the Dyson Brownian motion is the intrinsic mechanism behind the universality. Furthermore, we review the solution of Dyson's conjecture on the local relaxation time of the Dyson Brownian motion. Related questions such as delocalization of eigenvectors and local version of Wigner's semicircle law will also be discussed.

math.PR↗

arXiv2011

Rigidity of Eigenvalues of Generalized Wigner Matrices

Consider $N\times N$ hermitian or symmetric random matrices $H$ with independent entries, where the distribution of the $(i,j)$ matrix element is given by the probability measure $ν_{ij}$ with zero expectation and with variance $σ_{ij}^2$. We assume that the variances satisfy the normalization condition $\sum_{i} σ^2_{ij} = 1$ for all $j$ and that there is a positive constant $c$ such that $c\le N σ_{ij}^2 \le c^{-1}$. We further assume that the probability distributions $ν_{ij}$ have a uniform subexponential decay. We prove that the Stieltjes transform of the empirical eigenvalue distribution of $H$ is given by the Wigner semicircle law uniformly up to the edges of the spectrum with an error of order $ (N η)^{-1}$ where $η$ is the imaginary part of the spectral parameter in the Stieltjes transform. There are three corollaries to this strong local semicircle law: (1) Rigidity of eigenvalues: If $γ_j =γ_{j,N}$ denotes the {\it classical location} of the $j$-th eigenvalue under the semicircle law ordered in increasing order, then the $j$-th eigenvalue $λ_j$ is close to $γ_j$ in the sense that for any $ξ>1$ there is a constant $L$ such that \[\mathbb P \Big (\exists \, j : \; |λ_j-γ_j| \ge (\log N)^L \Big [ \min \big (\, j, N-j+1 \, \big) \Big ]^{-1/3} N^{-2/3} \Big) \le C\exp{\big[-c(\log N)^ξ \big]} \] for $N$ large enough. (2) The proof of the {\it Dyson's conjecture} \cite{Dy} which states that the time scale of the Dyson Brownian motion to reach local equilibrium is of order $N^{-1}$. (3) The edge universality holds in the sense that the probability distributions of the largest (and the smallest) eigenvalues of two generalized Wigner ensembles are the same in the large $N$ limit provided that the second moments of the two ensembles are identical.

math-ph↗

arXiv2011

Bulk universality for generalized Wigner matrices

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $ν_{ij}$ with a subexponential decay. Let $σ_{ij}^2$ be the variance for the probability measure $ν_{ij}$ with the normalization property that $\sum_{i} σ^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N σ_{ij}^2 \le c^{-1}$ for some constant $c>0$, we prove that, in the limit $N \to \infty$, the eigenvalue spacing statistics of $H$ in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth $M$ the local semicircle law holds to the energy scale $M^{-1}$.

math-ph↗

arXiv2011

Universality for generalized Wigner matrices with Bernoulli distribution

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of probability measures excluded in \cite{EYY} are the Bernoulli measures. In this paper, we extend the universality result of \cite{EYY} to include the Bernoulli measures so that the only restrictions on the probability distributions of the matrix elements are the subexponential decay and the normalization condition that the variances in each row sum up to one. The new ingredient is a strong local semicircle law which improves the error estimate on the Stieltjes transform of the empirical measure of the eigenvalues from the order $(N η)^{-1/2}$ to $(N η)^{-1}$. Here $η$ is the imaginary part of the spectral parameter in the definition of the Stieltjes transform and $N$ is the size of the matrix.

math-ph↗

arXiv2010

Universality of Random Matrices and Local Relaxation Flow

We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $ν$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the spectrum for these matrices and for GOE are the same in the limit $N \to \infty$. Our approach is based on the study of the Dyson Brownian motion via a related new dynamics, the local relaxation flow.

math-ph↗

arXiv2010

The local relaxation flow approach to universality of the local statistics for random matrices

We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides with the local statistics of the corresponding Gaussian ensemble provided the distribution of the individual matrix element is smooth and the eigenvalues ${x_j}_{j=1}^N$ are close to their classical location ${γ_j}_{j=1}^N$ determined by the limiting density of eigenvalues. Under the scaling where the typical distance between neighboring eigenvalues is of order 1/N, the necessary apriori estimate on the location of eigenvalues requires only to know that $\E |x_j - γ_j |^2 \le N^{-1-\e}$ on average. This information can be obtained by well established methods for various matrix ensembles. We demonstrate the method by proving local spectral universality for Wishart matrices.

math-ph↗

arXiv2010

Bulk universality for Wigner hermitian matrices with subexponential decay

We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} = n^{-1/2} (x_{\ell k} + \sqrt{-1} y_{\ell k})$, where $x_{\ell k}, y_{\ell k}$ for $1 \leq \ell < k \leq n$ are i.i.d. random variables with mean zero and variance 1/2, $y_{\ell\ell}=0$ and $x_{\ell \ell}$ have mean zero and variance 1. We assume the distribution of $x_{\ell k}, y_{\ell k}$ to have subexponential decay. In a recent paper, four of the authors recently established that the gap distribution and averaged $k$-point correlation of these matrices were \emph{universal} (and in particular, agreed with those for GUE) assuming additional regularity hypotheses on the $x_{\ell k}, y_{\ell k}$. In another recent paper, the other two authors, using a different method, established the same conclusion assuming instead some moment and support conditions on the $x_{\ell k}, y_{\ell k}$. In this short note we observe that the arguments of these two papers can be combined to establish universality of the gap distribution and averaged $k$-point correlations for all Wigner matrices (with subexponentially decaying entries), with no extra assumptions.

math.PR↗

arXiv2010

Universality of sine-kernel for Wigner matrices with a small Gaussian perturbation

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+β}$ for some positive $β>0$. We prove that the local eigenvalue statistics follows the universal Dyson sine kernel.

math-ph↗

arXiv2009

Bulk Universality for Wigner Matrices

We consider $N\times N$ Hermitian Wigner random matrices $H$ where the probability density for each matrix element is given by the density $ν(x)= e^{- U(x)}$. We prove that the eigenvalue statistics in the bulk is given by Dyson sine kernel provided that $U \in C^6(\RR)$ with at most polynomially growing derivatives and $ν(x) \le C e^{- C |x|}$ for $x$ large. The proof is based upon an approximate time reversal of the Dyson Brownian motion combined with the convergence of the eigenvalue density to the Wigner semicircle law on short scales.

math-ph↗

arXiv2009

The Second Order Upper Bound for the Ground Energy of a Bose Gas

Consider $N$ bosons in a finite box $Λ= [0,L]^3\subset \mathbf R^3$ interacting via a two-body smooth repulsive short range potential. We construct a variational state which gives the following upper bound on the ground state energy per particle \[\bar\lim_{ρ\to0} \bar \lim_{L \to \infty, N/L^3 \to ρ} (\frac{e_0(ρ)- 4 πa ρ}{(4 πa)^{5/2}(ρ)^{3/2}})\leq \frac{16}{15π^2}, \] where $a$ is the scattering length of the potential. Previously, an upper bound of the form $C 16/15π^2$ for some constant $C > 1$ was obtained in \cite{ESY}. Our result proves the upper bound of the the prediction by Lee-Yang \cite{LYang} and Lee-Huang-Yang \cite{LHY}.

math-ph↗

arXiv2009

Semicircle law on short scales and delocalization of eigenvectors for Wigner random matrices

We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on microscopic energy scales $η\ll1$ and (de)localization properties of the eigenvectors. Under suitable assumptions on the distribution of the single matrix elements, we first give an upper bound on the density of states on short energy scales of order $η\sim\log N/N$. We then prove that the density of states concentrates around the Wigner semicircle law on energy scales $η\gg N^{-2/3}$. We show that most eigenvectors are fully delocalized in the sense that their $\ell^p$-norms are comparable with $N^{{1}/{p}-{1}/{2}}$ for $p\ge2$, and we obtain the weaker bound $N^{{2}/{3}({1}/{p}-{1}/{2})}$ for all eigenvectors whose eigenvalues are separated away from the spectral edges. We also prove that, with a probability very close to one, no eigenvector can be localized. Finally, we give an optimal bound on the second moment of the Green function.

math-ph↗

arXiv2009

Wegner estimate and level repulsion for Wigner random matrices

We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). The matrices are normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. Under suitable assumptions on the distribution of the single matrix element, we first prove that, away from the spectral edges, the empirical density of eigenvalues concentrates around the Wigner semicircle law on energy scales $η\gg N^{-1}$. This result establishes the semicircle law on the optimal scale and it removes a logarithmic factor from our previous result \cite{ESY2}. We then show a Wegner estimate, i.e. that the averaged density of states is bounded. Finally, we prove that the eigenvalues of a Wigner matrix repel each other, in agreement with the universality conjecture.

math-ph↗

arXiv2009

Lower bounds on the blow-up rate of the axisymmetric Navier-Stokes equations II

Consider axisymmetric strong solutions of the incompressible Navier-Stokes equations in $\R^3$ with non-trivial swirl. Let $z$ denote the axis of symmetry and $r$ measure the distance to the z-axis. Suppose the solution satisfies either $|v (x,t)| \le C_*{|t|^{-1/2}} $ or, for some $\e > 0$, $|v (x,t)| \le C_* r^{-1+ε} |t|^{-ε/2}$ for $-T_0\le t < 0$ and $0<C_*<\infty$ allowed to be large. We prove that $v$ is regular at time zero.

math.AP↗

arXiv2009

Rigorous Derivation of the Gross-Pitaevskii Equation with a Large Interaction Potential

Consider a system of $N$ bosons in three dimensions interacting via a repulsive short range pair potential $N^2V(N(x_i-x_j))$, where $\bx=(x_1, >..., x_N)$ denotes the positions of the particles. Let $H_N$ denote the Hamiltonian of the system and let $ψ_{N,t}$ be the solution to the Schrödinger equation. Suppose that the initial data $ψ_{N,0}$ satisfies the energy condition \[ < ψ_{N,0}, H_N ψ_{N,0} > \leq C N >. \] and that the one-particle density matrix converges to a projection as $N \to \infty$. Then, we prove that the $k$-particle density matrices of $ψ_{N,t}$ factorize in the limit $N \to \infty$. Moreover, the one particle orbital wave function solves the time-dependent Gross-Pitaevskii equation, a cubic non-linear Schrödinger equation with the coupling constant proportional to the scattering length of the potential $V$. In \cite{ESY}, we proved the same statement under the condition that the interaction potential $V$ is sufficiently small; in the present work we develop a new approach that requires no restriction on the size of the potential.

math-ph↗

arXiv2009

The ground state energy of a low density Bose gas: a second order upper bound

Consider $N$ bosons in a finite box $Λ= [0,L]^3\subset \bR^3$ interacting via a two-body nonnegative soft potential $V= λ\tilde V$ with $\tilde V$ fixed and $λ>0$ small. We will take the limit $L, N \to \infty$ by keeping the density $\varrho= N/L^{3}$ fixed and small. We construct a variational state which gives an upper bound on the ground state energy per particle $\e$ $$ \e \le 4π\varrho a \Big [1+ \frac{128}{15\sqrtπ}(\varrho a^3)^{1/2}S_λ\Big ] + O(\varrho^2|\log\varrho|), \quad {as $\varrho\to 0$} $$ with a constant satisfying $$ 1\leq S_λ\leq 1+Cλ. $$ Here $a$ is the scattering length of $V$ and thus depends on $λ$. In comparison, the prediction by Lee-Yang \cite{LYang} and Lee-Huang-Yang \cite{LHY} asserts that $S_λ=1$ independent of $λ$.

math-ph↗

arXiv2008

Local semicircle law and complete delocalization for Wigner random matrices

We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the distribution of the single matrix element, we prove that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales $η\gg N^{-1} (\log N)^8$. Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. We also prove that for all eigenvalues away from the spectral edges, the $\ell^\infty$-norm of the corresponding eigenvectors is of order $O(N^{-1/2})$, modulo logarithmic corrections. The upper bound $O(N^{-1/2})$ implies that every eigenvector is completely delocalized, i.e., the maximum size of the components of the eigenvector is of the same order as their average size. In the Appendix, we include a lemma by J. Bourgain which removes one of our assumptions on the distribution of the matrix elements.

math-ph↗