arXiv subjects

M. Y. Mo

Publications and source records attributed to M. Y. Mo.

14 recordsLinked to original sources

arXiv2020

Entanglement entropy of two disjoint intervals separated by one spin in a chain of free fermion

We calculate the entanglement entropy of a non-contiguous subsystem of a chain of free fermions. The starting point is a formula suggested by Jin and Korepin, \texttt{arXiv:1104.1004}, for the reduced density of states of two disjoint intervals with lattice sites $P=\{1,2,\dots,m\}\cup\{2m+1,2m+2,\dots, 3m\}$, which applies to this model. As a first step in the asymptotic analysis of this system, we consider its simplification to two disjoint intervals separated just by one site, and we rigorously calculate the mutual information between these two blocks and the rest of the chain. In order to compute the entropy we need to study the asymptotic behaviour of an inverse Toeplitz matrix with Fisher-Hartwig symbol using the the Riemann--Hilbert method.

math-ph↗

arXiv2013

A matrix model with a singular weight and Painleve' III

We investigate the matrix model with weight $w(x):=\exp(-z^2/2x^2 + t/x - x^2/2)$ and unitary symmetry. and unitary symmetry. In particular we study the double scaling limit as $N \to \infty$ and $(\sqrt{N} t, Nz^2 ) \to (u_1,u_2)$, where $N$ is the matrix dimension and the parameters $(u_1,u_2)$ remain finite. Using the Deift-Zhou steepest descent method we compute the asymptotics of the partition function when $z$ and $t$ are of order $O\bigl(N^{-1/2}\bigr)$. In this regime we discover a phase transition in the $(z,N)$-plane characterised by the Painleve' III equation. This is the first time that Painleve' III appears in studies of double scaling limits in Random Matrix Theory and is associated to the emergence of an essential singularity in the weighting function. The asymptotics of the partition function is expressed in terms of a particular solution of the Painleve' III equation. We derive explicitly the initial conditions in the limit $Nz^2\rightarrow u_2$ of this solution.

math-ph↗

arXiv2011

The rank 1 real Wishart spiked model

In this paper, we consider N-dimensional real Wishart matrices Y in the class $W_{\mathbb{R}}(Σ,M)$ in which all but one eigenvalues of $Σ$ is 1. Let the non-trivial eigenvalue of $Σ$ be $1+τ$, then as N, $M\rightarrow\infty$, with $M/N=γ^2$ finite and non-zero, the eigenvalue distribution of $Y$ will converge into the Marchenko-Pastur distribution inside a bulk region. When $τ$ increases from zero, one starts to see a stray eigenvalue of Y outside of the support of the Marchenko-Pastur density. As the this stray eigenvalue leaves the bulk region, a phase transition will occur in the largest eigenvalue distribution of the Wishart matrix. In this paper we will compute the asymptotics of the largest eigenvalue distribution when the phase transition occur. We will first establish the results that are valid for all N and M and will use them to carry out the asymptotic analysis. In particular, we have derived a contour integral formula for the Harish-Chandra Itzykson-Zuber integral $\int_{O(N)}e^{-\tr(XgYg^T)}g^T\D g$ when X, Y are real symmetric and Y is a rank 1 matrix. This allows us to write down a Fredholm determinant formula for the largest eigenvalue distribution and analyze it using orthogonal polynomial techniques. As a result, we obtain an integral formula for the largest eigenvalue distribution in the large N limit characterized by Painleve transcendents. The approach used in this paper is very different from a recent paper (Bloemendal and Virag ArXiv:1011.1877), in which the largest eigenvalue distribution was obtained using stochastic operator method. In particular, the Painleve formula for the largest eigenvalue distribution obtained in this paper is new.

math.PR↗

arXiv2010

The rank 1 real Wishart spiked model I. Finite N analysis

This is the first part of a paper that studies the phase transition in the asymptotic limit of the rank 1 real Wishart spiked model. In this paper, we consider $N$-dimensional real Wishart matrices $S$ in the class $W_{\mathbb{R}}\left(Σ,M\right)$ in which all but one eigenvalues of $Σ$ is $1$. Let the non-trivial eigenvalue of $Σ$ be $1+τ$, then as $N$, $M\rightarrow\infty$, with $N/M=γ^2$ finite and non-zero, the eigenvalue distribution of $S$ will converge into the Machenko-Pastur distribution inside a bulk region. As $τ$ increases from zero, one starts seeing stray eigenvalues of $S$ outside of the support of the Machenko-Pastur density. As the first of these stray eigenvalues leaves the bulk region, a phase transition will occur in the largest eigenvalue distribution of the Wishart matrix. In this paper will compute the asymptotics of the largest eigenvalue distribution when the phase transition occur. In the this first half of the paper, we will establish the results that are valid for all $N$ and $M$ and will use them to carry out the asymptotic analysis in the second half of the paper, which will follow shortly. In particular, we have derived a formula for the integral $\int_{O(N)}e^{-\tr(XgYg^T)}g^T\D g$ when $X$, $Y$ are symmetric and $Y$ is a rank 1 matrix. This allows us to write down a Fredholm determinant formula for the largest eigenvalue distribution and analyze it using orthogonal polynomial techniques. This approach is very different from a recent paper by Bloemendal and Virag, in which the largest eigenvalue distribution was obtained using stochastic operator method.

math.PR↗

arXiv2009

Mesoscopic colonization of a spectral band

We consider the unitary matrix model in the limit where the size of the matrices become infinite and in the critical situation when a new spectral band is about to emerge. In previous works the number of expected eigenvalues in a neighborhood of the band was fixed and finite, a situation that was termed "birth of a cut" or "first colonization". We now consider the transitional regime where this microscopic population in the new band grows without bounds but at a slower rate than the size of the matrix. The local population in the new band organizes in a "mesoscopic" regime, in between the macroscopic behavior of the full system and the previously studied microscopic one. The mesoscopic colony may form a finite number of new bands, with a maximum number dictated by the degree of criticality of the original potential. We describe the delicate scaling limit that realizes/controls the mesoscopic colony. The method we use is the steepest descent analysis of the Riemann-Hilbert problem that is satisfied by the associated orthogonal polynomials.

math-ph↗

arXiv2009

On an average over the Gaussian Unitary Ensemble

We study the asymptotic limit for large matrix dimension N of the partition function of the unitary ensemble with weight exp(-z^2/2x^2 + t/x - x^2/2). We compute the leading order term of the partition function and of the coefficients of its Taylor expansion. Our results are valid in the range N^(-1/2) < z < N^(1/4). Such partition function contains all the information on a new statistics of the eigenvalues of matrices in the Gaussian Unitary Ensemble (GUE) that was introduced by Berry and Shukla (J. Phys. A: Math. Theor., Vol. 41 (2008), 385202, arXiv:0807.3474). It can also be interpreted as the moment generating function of a singular linear statistics.

math-ph↗

arXiv2008

Universality in Complex Wishart ensembles: The 1 cut case

We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be supported on 1 or 2 disjoint intervals. In our previous work the case when the support consists of 2 intervals was studied. This paper complements our previous analysis and studied the case when the support consists of a single interval. By using Riemann-Hilbert analysis, we have shown that under proper rescaling of the eigenvalues, the limiting correlation kernel is given by the sine kernel and the Airy kernel in the bulk and the edge of the spectrum respectively. As a consequence, the behavior of the largest eigenvalue in this model is described by the Tracy-Widom distribution.

math.PR↗

arXiv2008

Universality in the two matrix model with a monomial quartic and a general even polynomial potential

In this paper we studied the asymptotic eigenvalue statistics of the 2 matrix model with a quartic monomial and a general even polynomial potential. We studied the correlation kernel for the eigenvalues of one of the matrices in asymptotic limit. We extended the results of Duits and Kuijlaars to the case when the limiting eigenvalue density for one of the matrices is supported on multiple intervals. The results are achieved by constructing the parametrix to a Riemann-Hilbert problem obtained by Duits and Kuijlaars with theta functions and then showing that this parametrix is well-defined by studying the theta divisor.

math-ph↗

arXiv2008

Universality in Complex Wishart ensembles: The 2 cut case

We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the limiting eigenvalue distribution can be supported on 1 or 2 disjoint intervals. We obtained a necessary and sufficient condition on the parameters such that the limiting distribution is supported on 2 disjoint intervals and have computed the eigenvalue density in the limit. Furthermore, by using Riemann-Hilbert analysis, we have shown that under proper rescaling of the eigenvalues, the limiting correlation kernel is given by the sine kernel and the Airy kernel in the bulk and the edge of the spectrum respectively. As a consequence, the behavior of the largest eigenvalue in this model is described by the Tracy-Widom distribution.

math.PR↗

arXiv2008

Entanglement entropy in quantum spin chains with finite range interaction

We study the entropy of entanglement of the ground state in a wide family of one-dimensional quantum spin chains whose interaction is of finite range and translation invariant. Such systems can be thought of as generalizations of the XY model. The chain is divided in two parts: one containing the first consecutive L spins; the second the remaining ones. In this setting the entropy of entanglement is the von Neumann entropy of either part. At the core of our computation is the explicit evaluation of the leading order term as L tends to infinity of the determinant of a block-Toeplitz matrix whose symbol belongs to a general class of 2 x 2 matrix functions. The asymptotics of such determinant is computed in terms of multi-dimensional theta-functions associated to a hyperelliptic curve of genus g >= 1, which enter into the solution of a Riemann-Hilbert problem. Phase transitions for thes systems are characterized by the branch points of the hyperelliptic curve approaching the unit circle. In these circumstances the entropy diverges logarithmically. We also recover, as particular cases, the formulae for the entropy discovered by Jin and Korepin (2004) for the XX model and Its, Jin and Korepin (2005,2006) for the XY model.

math-ph↗

arXiv2007

Commuting difference operators, spinor bundles and the asymptotics of orthogonal polynomials with respect to varying complex weights

The paper has three parts. In the first part we apply the theory of commuting pairs of (pseudo) difference operators to the (formal) asymptotics of orthogonal polynomials: using purely geometrical arguments we show heuristically that the asymptotics, for large degrees, of orthogonal polynomial with respect to varying weights is intimately related to certain spinor bundles on a hyperelliptic algebraic curve reproducing formulae appearing in the works of Deift et al. on the subject. In the second part we show that given an arbitrary nodal hyperelliptic curve satisfying certain conditions of admissibility we can reconstruct a sequence of polynomials orthogonal with respect to semiclassical complex varying weights supported on several curves in the complex plane. The strong asymptotics of these polynomials will be shown to be given by the spinors introduced in the first part using a Riemann-Hilbert analysis. In the third part we use Strebel theory of quadratic differentials and the procedure of welding to reconstruct arbitrary admissible hyperelliptic curves. As a result we can obtain orthogonal polynomials whose zeroes may become dense on a collection of Jordan arcs forming an arbitrary forest of trivalent loop-free trees.

math-ph↗

arXiv2007

The Riemann-Hilbert approach to double scaling limit of random matrix eigenvalues near the "birth of a cut" transition

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by using the Riemann-Hilbert approach. We have shown that the kernel near the critical point is given by the correlation kernel of a random unitary matrix ensemble with weight $e^{-x^{2ν}}$. This provides a rigorous proof of the previous results of Eynard.

math-ph↗

arXiv2006

Surfaces associated with theta function solutions of the periodic 2D-Toda lattice

The objective of this paper is to present some geometric aspects of surfaces associated with theta function solutions of the periodic 2D-Toda lattice. For this purpose we identify the $(N^2-1)$-dimensional Euclidean space with the ${\frak su}(N)$ algebra which allows us to construct the generalized Weierstrass formula for immersion for such surfaces. The elements characterizing surface like its moving frame, the Gauss-Weingarten and the Gauss-Codazzi-Ricci equations, the Gaussian curvature, the mean curvature vector and the Wilmore functional of a surface are expressed explicitly in terms of any theta function solution of the Toda lattice model. We have shown that these surfaces are all mapped into subsets of a hypersphere in $\mathbb{R}^{N^2-1}$. A detailed implementations of the obtained results are presented for surfaces immersed in the ${\frak su}(2)$ algebra and we show that different Toda lattice data correspond to different subsets of a sphere in $\mathbb{R}^3$.

math.DG↗

arXiv2005

The twistor theory of Whitham hierarchy

We have established a 1-1 correspondence between a solution of the universal Whitham hierarchy and a twistor space. The twistor space consists of a complex surface and a family of complex curves together with a meromorphic 2-form. The solution of the Whitham hierarchy is given by deforming the curve in the surface. By treating the family of algebraic curves in $CP^1 X CP^1$ as a twistor space, we were able to express the deformations of the isomonodromic spectral curve in terms of the deformations generated by the Whitham hierarchy.

nlin.SI↗