arXiv subjects

Peter J. Forrester

Publications and source records attributed to Peter J. Forrester.

At least 91 records · Page 5Linked to original sources

arXiv2017

Integrable structure of products of finite complex Ginibre random matrices

We consider the squared singular values of the product of $M$ standard complex Gaussian matrices. Since the squared singular values form a determinantal point process with a particular Meijer G-function kernel, the gap probabilities are given by a Fredholm determinant based on this kernel. It was shown by Strahov \cite{St14} that a hard edge scaling limit of the gap probabilities is described by Hamiltonian differential equations which can be formulated as an isomonodromic deformation system similar to the theory of the Kyoto school. We generalize this result to the case of finite matrices by first finding a representation of the finite kernel in integrable form. As a result we obtain the Hamiltonian structure for a finite size matrices and formulate it in terms of a $(M+1) \times (M+1)$ matrix Schlesinger system. The case $M=1$ reproduces the Tracy and Widom theory which results in the Painlevé V equation for the $(0,s)$ gap probability. Some integrals of motion for $M = 2$ are identified, and a coupled system of differential equations in two unknowns is presented which uniquely determines the corresponding $(0,s)$ gap probability.

math-ph↗

arXiv2017

Muttalib--Borodin ensembles in random matrix theory --- realisations and correlation functions

Muttalib--Borodin ensembles are characterised by the pair interaction term in the eigenvalue probability density function being of the form $\prod_{1 \le j < k \le N}(λ_k - λ_j) (λ_k^θ- λ_j^θ)$. We study the Laguerre and Jacobi versions of this model --- so named by the form of the one-body interaction terms --- and show that for $θ\in \mathbb Z^+$ they can be realised as the eigenvalue PDF of certain random matrices with Gaussian entries. For general $θ> 0$, realisations in terms of the eigenvalue PDF of ensembles involving triangular matrices are given. In the Laguerre case this is a recent result due to Cheliotis, although our derivation is different. We make use of a generalisation of a double contour integral formula for the correlation functions contained in a paper by Adler, van Moerbeke and Wang to analyse the global density (which we also analyse by studying characteristic polynomials), and the hard edge scaled correlation functions. For the global density functional equations for the corresponding resolvents are obtained; solving this gives the moments in terms of Fuss--Catalan numbers (Laguerre case --- a known result) and particular binomial coefficients (Jacobi case). For $θ\in \mathbb Z^+$ the Laguerre and Jacobi cases are closely related to the squared singular values for products of $θ$ standard Gaussian random matrices, and truncations of unitary matrices, respectively. At the hard edge the double contour integral formulas provide a double contour integral form of the scaled correlation kernel obtained by Borodin in terms of Wright's Bessel function.

math-ph↗

arXiv2017

Finite size effects for spacing distributions in random matrix theory: circular ensembles and Riemann zeros

According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular orthogonal, unitary and symplectic ensembles, denoted COE, CUE and CSE respectively. For each of these three ensembles and their thinned versions, whereby each eigenvalue is deleted independently with probability $1-ξ$, we take up the problem of calculating the first two terms in the scaled large $N$ expansion of the spacing distributions. It is well known that the leading term admits a characterisation in terms of both Fredholm determinants and Painlevé transcendents. We show that modifications of these characterisations also remain valid for the next to leading term, and that they provide schemes for high precision numerical computations. In the case of the CUE there is an application to the analysis of Odlyzko's data set for the Riemann zeros, and in that case some further statistics are similarly analysed.

math-ph↗

arXiv2017

Matrix Polar Decomposition and Generalisations of the Blaschke-Petkantschin Formula in Integral Geometry

In the work [Bull, Austr. Math. Soc. 85 (2012), 315-234], S.R. Moghadasi has shown how the decomposition of the $N$-fold product of Lebesgue measure on $\mathbb R^n$ implied by matrix polar decomposition can be used to derive the Blaschke-Petkantschin decomposition of measure formula from integral geometry. We use known formulas from random matrix theory to give a simplified derivation of the decomposition of Lebesgue product measure implied by matrix polar decomposition, applying too to the cases of complex and real quaternion entries, and we give corresponding generalisations of the Blaschke--Petkantschin formula. A number of applications to random matrix theory and integral geometry are given, including to the calculation of the moments of the volume content of the convex hull of $k \le N+1$ points in $\mathbb R^N$, $\mathbb C^N$ or $\mathbb H^N$ with a Gaussian or uniform distribution.

math.PR↗

arXiv2016

A bilateral extension of the $q$-Selberg integral

A multi-dimensional bilateral $q$-series extending the $q$-Selberg integral is studied using concepts of truncation, regularization and connection formulae. Following Aomoto's method, which involves regarding the $q$-series as a solution of a $q$-difference equation fixed by its asymptotic behavior, an infinite product evaluation is obtained. The $q$-difference equation is derived applying the shifted symmetric polynomials introduced by Knop and Sahi. As a special case of the infinite product formula, Askey--Evans's $q$-Selberg integral evaluation and its generalization by Tarasov--Varchenko and Stokman is reclaimed, and an explanation in the context of Aomoto's setting is thus provided.

math.CV↗

arXiv2016

Octonions in random matrix theory

The octonions are one of the four normed division algebras, together with the real, complex and quaternion number systems. The latter three hold a primary place in random matrix theory, where in applications to quantum physics they are determined as the entries of ensembles of Hermitian random by symmetry considerations. Only for $N=2$ is there an existing analytic theory of Hermitian random matrices with octonion entries. We use a Jordan algebra viewpoint to provide an analytic theory for $N=3$. We then proceed to consider the matrix structure $X^\dagger X$, when $X$ has random octonion entries. Analytic results are obtained from $N=2$, but are observed to break down in the $3 \times 3$ case.

math-ph↗

arXiv2016

The scaling of boson sampling experiments

Boson sampling is the problem of generating a quantum bit stream whose average is the permanent of a $n\times n$ matrix. The bitstream is created as the output of a prototype quantum computing device with $n$ input photons. It is a fundamental challenge to verify boson sampling, and the question of how output count rates scale with matrix size $n$ is crucial. Here we apply results from random matrix theory to establish scaling laws for average count rates in boson sampling experiments with arbitrary inputs and losses. The results show that, even with losses included, verification of nonclassical behaviour at large $n$ values is indeed possible.

quant-ph↗

arXiv2016

Volumes for ${\rm SL}_N(\mathbb R)$, the Selberg integral and random lattices

There is a natural left and right invariant Haar measure associated with the matrix groups GL${}_N(\mathbb R)$ and SL${}_N(\mathbb R)$ due to Siegel. For the associated volume to be finite it is necessary to truncate the groups by imposing a bound on the norm, or in the case of SL${}_N(\mathbb R)$, by restricting to a fundamental domain. We compute the asymptotic volumes associated with the Haar measure for GL${}_N(\mathbb R)$ and SL${}_N(\mathbb R)$ matrices in the case of that the operator norm lies between $R_1$ and $1/R_2$ in the former, and this norm, or alternatively the 2-norm, is bounded by $R$ in the latter. By a result of Duke, Rundnick and Sarnak, such asymptotic formulas in the case of SL${}_N(\mathbb R)$ imply an asymptotic counting formula for matrices in SL${}_N(\mathbb Z)$. We discuss too the sampling of SL${}_N(\mathbb R)$ matrices from the truncated sets. By then using lattice reduction to a fundamental domain, we obtain histograms approximating the probability density functions of the lengths and pairwise angles of shortest length bases vectors in the case $N=2$ and 3, or equivalently of shortest linearly independent vectors in the corresponding random lattice. In the case $N=2$ these distributions are evaluated explicitly.

math-ph↗

arXiv2016

A. Hurwitz and the origins of random matrix theory in mathematics

The purpose of this article is to put forward the claim that Hurwitz's paper "Uber die Erzeugung der Invarianten durch Integration." [Gott. Nachrichten (1897), 71-90] should be regarded as the origin of random matrix theory in mathematics. Here Hurwitz introduced and developed the notion of an invariant measure for the matrix groups $SO(N)$ and $U(N)$. He also specified a calculus from which the explicit form of these measures could be computed in terms of an appropriate parametrisation - Hurwitz chose to use Euler angles. This enabled him to define and compute invariant group integrals over $SO(N)$ and $U(N)$. His main result can be interpreted probabilistically: the Euler angles of a uniformly distributed matrix are independent with beta distributions (and conversely). We use this interpretation to give some new probability results. How Hurwitz's ideas and methods show themselves in the subsequent work of Weyl, Dyson and others on foundational studies in random matrix theory is detailed.

math-ph↗

arXiv2015

Analogies between random matrix ensembles and the one-component plasma in two-dimensions

The eigenvalue PDF for some well known classes of non-Hermitian random matrices --- the complex Ginibre ensemble for example --- can be interpreted as the Boltzmann factor for one-component plasma systems in two-dimensional domains. We address this theme in a systematic fashion, identifying the plasma system for the Ginibre ensemble of non-Hermitian Gaussian random matrices $G$, the spherical ensemble of the product of an inverse Ginibre matrix and a Ginibre matrix $G_1^{-1} G_2$, and the ensemble formed by truncating unitary matrices, as well as for products of such matrices. We do this when each has either real, complex or real quaternion elements. One consequence of this analogy is that the leading form of the eigenvalue density follows as a corollary. Another is that the eigenvalue correlations must obey sum rules known to characterise the plasma system, and this leads us to a exhibit an integral identity satisfied by the two-particle correlation for real quaternion matrices in the neighbourhood of the real axis. Further random matrix ensembles investigated from this viewpoint are self dual non-Hermitian matrices, in which a previous study has related to the one-component plasma system in a disk at inverse temperature $β= 4$, and the ensemble formed by the single row and column of quaternion elements from a member of the circular symplectic ensemble.

math-ph↗

arXiv2015

Diffusion processes and the asymptotic bulk gap probability for the real Ginibre ensemble

It is known that the bulk scaling limit of the real eigenvalues for the real Ginibre ensemble is equal in distribution to the rescaled $t \to \infty$ limit of the annihilation process $A + A \to \emptyset$. Furthermore, deleting each particle at random in the rescaled $t \to \infty$ limit of the coalescence process $A + A \to A$, a process equal in distribution to the annihilation process results. We use these inter-relationships to deduce from the existing literature the asymptotic small and large distance form of the gap probability for the real Ginibre ensemble. In particular, the leading form of the latter is shown to be equal to $\exp(-(ζ(3/2)/(2 \sqrt{2 π}))s)$, where $s$ denotes the gap size and $ζ(z)$ denotes the Riemann zeta function. It is shown how this can be rigorously established using an asymptotic formula for matrix Fredholm operators. A determinant formula is derived for the gap probability in the finite $N$ case, and this is used to illustrate the asymptotic formulas against numerical computations.

math-ph↗

arXiv2015

Singular values for products of complex Ginibre matrices with a source: hard edge limit and phase transition

The singular values squared of the random matrix product $Y = G_r G_{r-1} \cdots G_1 (G_0 + A)$, where each $G_j$ is a rectangular standard complex Gaussian matrix while $A$ is non-random, are shown to be a determinantal point process with correlation kernel given by a double contour integral. When all but finitely many eigenvalues of $A^*A$ are equal to $bN$, the kernel is shown to admit a well-defined hard edge scaling, in which case a critical value is established and a phase transition phenomenon is observed. More specifically, the limiting kernel in the subcritical regime of $0 1$ with two distinct scaling rates. Similar results also hold true for the random matrix product $T_r T_{r-1} \cdots T_1 (G_0 + A)$, with each $T_j$ being a truncated unitary matrix.

math.PR↗

arXiv2015

Finite size corrections in random matrix theory and Odlyzko's data set for the Riemann zeros

Odlyzko has computed a data set listing more than $10^9$ successive Riemann zeros, starting at a zero number beyond $10^{23}$. The data set relates to random matrix theory since, according to the Montgomery-Odlyzko law, the statistical properties of the large Riemann zeros agree with the statistical properties of the eigenvalues of large random Hermitian matrices. Moreover, Keating and Snaith, and then Bogomolny and collaborators, have used $N \times N$ random unitary matrices to analyse deviations from this law. We contribute to this line of study in two ways. First, we point out that a natural process to apply to the data set is to thin it by deleting each member independently with some specified probability, and we proceed to compute empirical two-point correlation functions and nearest neighbour spacings in this setting. Second, we show how to characterise the order $1/N^2$ correction term to the spacing distribution for random unitary matrices in terms of a second order differential equation with coefficients that are Painlevé transcendents, and where the thinning parameter appears only in the boundary condition. This equation can be solved numerically using a power series method. Comparison with the Riemann zero data shows accurate agreement.

math-ph↗

arXiv2015

Relating the Bures measure to the Cauchy two-matrix model

The Bures metric is a natural choice in measuring the distance of density operators representing states in quantum mechanics. In the past few years a random matrix ensemble and the corresponding joint probability density function of its eigenvalues was identified. Moreover a relation with the Cauchy two-matrix model was discovered but never thoroughly investigated, leaving open in particular the following question: How are the kernels of the Pfaffian point process of the Bures random matrix ensemble related to the ones of the determinantal point process of the Cauchy two-matrix model and moreover, how can it be possible that a Pfaffian point process derives from a determinantal point process? We give a very explicit answer to this question. The aim of our work has a quite practical origin since the calculation of the level statistics of the Bures ensemble is highly mathematically involved while we know the statistics of the Cauchy two-matrix ensemble. Therefore we solve the whole level statistics of a density operator drawn from the Bures prior.

math-ph↗

arXiv2015

Singular Values and Evenness Symmetry in Random Matrix Theory

Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two independent eigenvalue sequences distributed according to particular matrix ensembles with chiral unitary symmetry. We give decompositions of the distribution of singular values, and the decimation of the singular values --- whereby only even, or odd, labels are observed --- for real symmetric random matrices with an orthogonal symmetry, and even weight. This requires further specifying the functional form of the weight to one of three types --- Gauss, symmetric Jacobi or Cauchy. Inter-relations between gap probabilities with orthogonal and unitary symmetry follow as a corollary. The Gauss case has appeared in a recent work of Bornemann and La Croix. The Cauchy case, when appropriately specialised and upon stereographic projection, gives decompositions for the analogue of the singular values for the circular unitary and circular orthogonal ensembles.

math.PR↗

arXiv2015

Asymptotics of finite system Lyapunov exponents for some random matrix ensembles

For products $P_N$ of $N$ random matrices of size $d \times d$, there is a natural notion of finite $N$ Lyapunov exponents $\{μ_i\}_{i=1}^d$. In the case of standard Gaussian random matrices with real, complex or real quaternion elements, and extended to the general variance case for $μ_1$, methods known for the computation of $\lim_{N \to \infty} \langle μ_i \rangle$ are used to compute the large $N$ form of the variances of the exponents. Analogous calculations are performed in the case that the matrices making up $P_N$ are products of sub-blocks of random unitary matrices with Haar measure. Furthermore, we make some remarks relating to the coincidence of the Lyapunov exponents and the stability exponents relating to the eigenvalues of $P_N$.

math-ph↗

arXiv2014

Equilibrium problems for Raney densities

The Raney numbers are a class of combinatorial numbers generalising the Fuss--Catalan numbers. They are indexed by a pair of positive real numbers $(p,r)$ with $p>1$ and $0 < r \le p$, and form the moments of a probability density function. For certain $(p,r)$ the latter has the interpretation as the density of squared singular values for certain random matrix ensembles, and in this context equilibrium problems characterising the Raney densities for $(p,r) = (θ+1,1)$ and $(θ/2+1,1/2)$ have recently been proposed. Using two different techniques --- one based on the Wiener--Hopf method for the solution of integral equations and the other on an analysis of the algebraic equation satisfied by the Green's function --- we establish the validity of the equilibrium problems for general $θ> 0$ and similarly use both methods to identify the equilibrium problem for $(p,r) = (θ/q+1,1/q)$, $θ> 0$ and $q \in \mathbb Z^+$. The Wiener--Hopf method is used to extend the latter to parameters $(p,r) = (θ/q + 1, m+ 1/q)$ for $m$ a non-negative integer, and also to identify the equilibrium problem for a family of densities with moments given by certain binomial coefficients.

math-ph↗

arXiv2014

The $q$-Dixon--Anderson integral and multi-dimensional $_1ψ_1$ summations

The Dixon--Anderson integral is a multi-dimensional integral evaluation fundamental to the theory of the Selberg integral. The $_1ψ_1$ summation is a bilateral generalization of the $q$-binomial theorem. It is shown that a $q$-generalization of the Dixon--Anderson integral, due to Evans, and multi-dimensional generalizations of the $_1ψ_1$ summation, due to Milne and Gustafson, can be viewed as having a common origin in the theory of $q$-difference equations as expounded by Aomoto. Each is shown to be determined by a $q$-difference equation of rank one, and a certain asymptotic behavior. In calculating the latter, essential use is made of the concepts of truncation, regularization and connection formulae.

math.CV↗