arXiv subjects

Mihail Poplavskyi

Publications and source records attributed to Mihail Poplavskyi.

8 recordsLinked to original sources

arXiv2023

Extreme eigenvalues and the emerging outlier in rank-one non-Hermitian deformations of the Gaussian Unitary Ensemble

Complex eigenvalues of random matrices $J=\text{GUE }+ iγ\diag (1, 0, \ldots, 0)$ provide the simplest model for studying resonances in wave scattering from a quantum chaotic system via a single open channel. It is known that in the limit of large matrix dimensions $N\gg 1$ the eigenvalue density of $J$ undergoes an abrupt restructuring at $γ= 1$, the critical threshold beyond which a single eigenvalue outlier (``broad resonance'') appears. We provide a detailed description of this restructuring transition, including the scaling with $N$ of the width of the critical region about the outlier threshold $γ=1$ and the associated scaling for the real parts (``resonance positions'') and imaginary parts (``resonance widths'') of the eigenvalues which are farthest away from the real axis. In the critical regime we determine the density of such extreme eigenvalues, and show how the outlier gradually separates itself from the rest of the extreme eigenvalues. Finally, we describe the fluctuations in the height of the eigenvalue outlier for large but finite $N$ in terms of the associated large deviation function.

math-ph↗

arXiv2019

On pure complex spectrum for truncations of random orthogonal matrices and Kac polynomials

Let $O(2n+\ell)$ be the group of orthogonal matrices of size $\left(2n+\ell\right)\times \left(2n+\ell\right)$ equipped with the probability distribution given by normalized Haar measure. We study the probability \begin{equation*} p_{2n}^{\left(\ell\right)} = \mathbb{P}\left[M_{2n} \, \mbox{has no real eigenvalues}\right], \end{equation*} where $M_{2n}$ is the $2n\times 2n$ left top minor of a $(2n+\ell)\times(2n+\ell)$ orthogonal matrix. We prove that this probability is given in terms of a determinant identity minus a weighted Hankel matrix of size $n\times n$ that depends on the truncation parameter $\ell$. For $\ell=1$ the matrix coincides with the Hilbert matrix and we prove \begin{equation*} p_{2n}^{\left(1\right)} \sim n^{-3/8}, \mbox{ when }n \to \infty. \end{equation*} We also discuss connections of the above to the persistence probability for random Kac polynomials.

math.PR↗

arXiv2018

Examples of interacting particle systems on $\mathbb{Z}$ as Pfaffian point processes: annihilating and coalescing random walks

A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $\mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices. For Brownian motions on $\mathbb{R}_{+}$ with absorbing or reflected boundary conditions at zero new interesting Pfaffan kernels appear. We illustrate the utility of the Pfaffan structure by determining the extreme statistics of the rightmost particle for the purely annihilating Brownian motions, and also computing the probability of overcrowded regions for all models.

math.PR↗

arXiv2018

Exact persistence exponent for the $2d$-diffusion equation and related Kac polynomials

We compute the persistence for the $2d$-diffusion equation with random initial condition, i.e., the probability $p_0(t)$ that the diffusion field, at a given point ${\bf x}$ in the plane, has not changed sign up to time $t$. For large $t$, we show that $p_0(t) \sim t^{-θ(2)}$ with $θ(2) = 3/16$. Using the connection between the $2d$-diffusion equation and Kac random polynomials, we show that the probability $q_0(n)$ that Kac polynomials, of (even) degree $n$, have no real root decays, for large $n$, as $q_0(n) \sim n^{-3/4}$. We obtain this result by using yet another connection with the truncated orthogonal ensemble of random matrices. This allows us to compute various properties of the zero-crossings of the diffusing field, equivalently of the real roots of Kac polynomials. Finally, we unveil a precise connection with a fourth model: the semi-infinite Ising spin chain with Glauber dynamics at zero temperature.

cond-mat.stat-mech↗

arXiv2015

What is the probability that a large random matrix has no real eigenvalues?

We study the large-$n$ limit of the probability $p_{2n,2k}$ that a random $2n\times 2n$ matrix sampled from the real Ginibre ensemble has $2k$ real eigenvalues. We prove that, $$\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k}=\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,0}= -\frac{1}{\sqrt{2π}}ζ\left(\frac{3}{2}\right),$$ where $ζ$ is the Riemann zeta-function. Moreover, for any sequence of non-negative integers $(k_n)_{n\geq 1}$, $$\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k_n}=-\frac{1}{\sqrt{2π}}ζ\left(\frac{3}{2}\right),$$ provided $\lim_{n\rightarrow \infty} \left(n^{-1/2}\log(n)\right) k_{n}=0$.

math.PR↗

arXiv2013

Bulk Universality for Unitary Matrix Models

We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in terms of polynomials orthogonal on the unit circle. We do not use asymptotics of orthogonal polynomials. We obtain the $sin$-kernel as a unique solution of a certain non-linear integro-differential equation.

math-ph↗

arXiv2013

Universality at the Edge for Unitary Matrix Models

Using the results on the $1/n$-expansion of the Verblunsky coefficients for a class of polynomials orthogonal on the unit circle with $n$ varying weight, we prove that the local eigenvalue statistic for unitary matrix models is independent of the form of the potential, determining the matrix model. Our proof is applicable to the case of four times differentiable potentials and of supports, consisting of one interval.

math-ph↗

arXiv2013

Asymptotic behavior of the Verblunsky coefficients for the OPUC with a varying weight

We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(\cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the equilibrium measure has a one interval support. We obtain the asymptotics as a solution of the system of "string" equations.

math-ph↗