arXiv subjects

Matthias Allard

Publications and source records attributed to Matthias Allard.

4 recordsLinked to original sources

arXiv2025

Birth of a gap: Critical phenomena in 2D Coulomb gas

We investigate a family of radially symmetric Coulomb gas systems at inverse temperature $\beta = 2$. The family is characterised by the property that the density of the equilibrium measure vanishes on a ring at radius $r_*$, which lies strictly inside the droplet. The large-$n$ expansion of the logarithm of the partition function is obtained up to the constant term and features a novel term of order $n^{1/4}$. We perform a double scaling limit of the correlation kernel at the $n^{1/4}$ scale and obtain a new limiting kernel in the bulk, which differs from the well-known Ginibre kernel.

math.PR↗

arXiv2025

Partition function of 2D Coulomb gases with radially symmetric potentials and a hard wall

The large $N$ asymptotic expansion of the partition function for the normal matrix model is predicted to have special features inherited from its interpretation as a two-dimensional Coulomb gas. However for the latter, it is most natural to include a hard wall at the boundary of the droplet. We probe how this affects the asymptotic expansion in the solvable case that the potential is radially symmetric and the droplet is a disk or an annulus. We allow too for the hard wall to be strictly inside the boundary of the droplet. It is observed the term of order $\log N$, has then a different rational number prefactor to that when the hard wall is at the droplet boundary. Also found are certain universal (potential independent) numerical constants given by definite integrals, both at order $\sqrt{N}$, and in the constant term.

math.PR↗

arXiv2025

Hard edge asymptotics of correlation functions between singular values and eigenvalues

Any square complex matrix of size $n\times n$ can be partially characterized by its $n$ eigenvalues and/or $n$ singular values. While no one-to-one correspondence exists between those two kinds of values on a deterministic level, for random complex matrices drawn from a bi-unitarily invariant ensemble, a bijection exists between the underlying singular value ensemble and the corresponding eigenvalue ensemble. This enabled the recent finding of an explicit formula for the joint probability density between $1$ eigenvalue and $k$ singular values, coined $1,k$-point function. We derive here the large $n$ asymptotic of the $1,k$-point function around the origin (hard edge) for a large subclass of bi-unitarily invariant ensembles called polynomial ensembles and its subclass P\'olya ensembles. This latter subclass contains all Meijer-G ensembles and, in particular, Muttalib-Borodin ensembles and the classical Wishart-Laguerre (complex Ginibre), Jacobi (truncated unitary), Cauchy-Lorentz ensembles. We show that the latter three ensembles share the same asymptotic of the $1,k$-point function around the origin. In the case of Jacobi ensembles, there exists another hard edge for the singular values, namely the upper edge of their support, which corresponds to a soft edge for the eigenvalue (soft-hard edge). We give the explicit large $n$ asymptotic of the $1,k$-point function around this soft-hard edge.

math.PR↗

arXiv2024

Correlation functions between singular values and eigenvalues

Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on $j$ eigenvalues and $k$ singular values that we coin $j,k$-point correlation measure. We find an expression for the $1,k$-point correlation measure which simplifies drastically when assuming that the singular values follow a polynomial ensemble, yielding a closed formula in terms of the kernel corresponding to the determinantal point process of the singular value statistics. These expressions simplify even further when the singular values are drawn from a P\'{o}lya ensemble and extend known results between the eigenvalue and singular value statistics of the corresponding bi-unitarily invariant ensemble.

math.PR↗