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Sung-Soo Byun

Publications and source records attributed to Sung-Soo Byun.

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arXiv2023

Progress on the study of the Ginibre ensembles II: GinOE and GinSE

This is part II of a review relating to the three classes of random non-Hermitian Gaussian matrices introduced by Ginibre in 1965. While part I restricted attention to the GinUE (Ginibre unitary ensemble) case of complex elements, in this part the cases of real elements (GinOE, denoting Ginibre orthogonal ensemble) and quaternion elements represented as $2 \times 2$ complex blocks (GinSE, denoting Ginibre symplectic ensemble) are considered. The eigenvalues of both GinOE and GinSE form Pfaffian point processes, which are more complicated than the determinantal point processes resulting from GinUE. Nevertheless, many of the obstacles that have slowed progress on the development of traditional aspects of the theory have now been overcome, while new theoretical aspects and new applications have been identified. This permits a comprehensive account of themes addressed too in the complex case: eigenvalue probability density functions and correlation functions, limit formulas for correlation functions, fluctuation formulas, sum rules, gap probabilities and eigenvector statistics, among others. Distinct from the complex case is the need to develop a theory of skew orthogonal polynomials corresponding to the skew inner product associated with the Pfaffian. Another distinct theme is the statistics of real eigenvalues, which is unique to GinOE. These appear in a number of applications of the theory, coming from areas as diverse as diffusion processes and persistence in statistical physics, topologically driven parametric energy level crossings for certain quantum dots, and equilibria counting for a system of random nonlinear differential equations.

math-ph↗

arXiv2023

Planar equilibrium measure problem in the quadratic fields with a point charge

We consider a two-dimensional equilibrium measure problem under the presence of quadratic potentials with a point charge and derive the explicit shape of the associated droplets. This particularly shows that the topology of the droplets reveals a phase transition: (i) in the post-critical case, the droplets are doubly connected domain; (ii) in the critical case, they contain two merging type singular boundary points; (iii) in the pre-critical case, they consist of two disconnected components. From the random matrix theory point of view, our results provide the limiting spectral distribution of the complex and symplectic elliptic Ginibre ensembles conditioned to have zero eigenvalues, which can also be interpreted as a non-Hermitian extension of the Marchenko-Pastur law.

math-ph↗

arXiv2022

Wronskian structures of planar symplectic ensembles

We consider the eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble, which are known to form a Pfaffian point process in the plane. It was recently discovered that the limiting correlation kernel of the symplectic Ginibre ensemble in the vicinity of the real line can be expressed in a unified form of a Wronskian. We derive scaling limits for variations of the symplectic Ginibre ensemble and obtain such Wronskian structures for the associated universality classes. These include almost-Hermitian bulk/edge scaling limits of the elliptic symplectic Ginibre ensemble and edge scaling limits of the symplectic Ginibre ensemble with boundary confinement. Our proofs follow from the generalised Christoffel-Darboux formula for the former and from the Laplace method for the latter. Based on such a unified integrable structure of Wronskian form, we also provide an intimate relation between the function in the argument of the Wronskian in the symplectic symmetry class and the kernel in the complex symmetry class which form determinantal point processes in the plane.

math.PR↗

arXiv2022

Determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials

We consider determinantal Coulomb gas ensembles with a class of discrete rotational symmetric potentials whose droplets consist of several disconnected components. Under the insertion of a point charge at the origin, we derive the asymptotic behaviour of the correlation kernels both in the macro- and microscopic scales. In the macroscopic scale, this particularly shows that there are strong correlations among the particles on the boundary of the droplets. In the microscopic scale, this establishes the edge universality. For the proofs, we use the nonlinear steepest descent method on the matrix Riemann-Hilbert problem to derive the asymptotic behaviours of the associated planar orthogonal polynomials and their norms up to the first subleading terms.

math-ph↗

arXiv2022

Partition functions of determinantal and Pfaffian Coulomb gases with radially symmetric potentials

We consider random normal matrix and planar symplectic ensembles, which can be interpreted as two-dimensional Coulomb gases having determinantal and Pfaffian structures, respectively. For general radially symmetric potentials, we derive the asymptotic expansions of the log-partition functions up to and including the $O(1)$-terms as the number $N$ of particles increases. Notably, our findings stress that the formulas of the $O(\log N)$- and $O(1)$-terms in these expansions depend on the connectivity of the droplet. For random normal matrix ensembles, our formulas agree with the predictions proposed by Zabrodin and Wiegmann up to a universal additive constant. For planar symplectic ensembles, the expansions contain a new kind of ingredient in the $O(N)$-terms, the logarithmic potential evaluated at the origin in addition to the entropy of the ensembles.

math.PR↗

arXiv2022

Universality of the number variance in rotational invariant two-dimensional Coulomb gases

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in a rotating trap in the ground state. An important quantity is the statistics of the number of Fermions $\mathcal{N}_a$ in a disc of radius $a$. Extending the work [44] covering Gaussian and rotationally invariant potentials $Q$, we present a rigorous analysis in planar complex and symplectic ensembles, which both represent 2D Coulomb gases. We show that the variance of $\mathcal{N}_a$ is universal in the large-$N$ limit, when measured in units of the mean density proportional to $ΔQ$, which itself is non-universal. This holds in the large-$N$ limit in the bulk and at the edge, when a finite fraction or almost all Fermions are inside the disc. In contrast, at the origin, when few eigenvalues are contained, it is the singularity of the potential that determines the universality class. We present three explicit examples from the Mittag-Leffler ensemble, products of Ginibre matrices, and truncated unitary random matrices. Our proofs exploit the integrable structure of the underlying determinantal respectively Pfaffian point processes and a simple representation of the variance in terms of truncated moments at finite-$N$.

math-ph↗

arXiv2022

Universal scaling limits of the symplectic elliptic Ginibre ensemble

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits and the convergence rates of the correlation functions at the real bulk/edge of the spectrum, which in particular establishes the local universality at strong non-Hermiticity. Furthermore, we obtain the subleading corrections of the edge correlation kernels, which depend on the non-Hermiticity parameter contrary to the universal leading term. Our proofs are based on the asymptotic behaviour of the complex elliptic Ginibre ensemble due to Lee and Riser as well as on a version of the Christoffel-Darboux identity, a differential equation satisfied by the skew-orthogonal polynomial kernel.

math.PR↗

arXiv2022

On the almost-circular symplectic induced Ginibre ensemble

We consider the symplectic induced Ginibre process, which is a Pfaffian point process on the plane. Let $N$ be the number of points. We focus on the almost-circular regime where most of the points lie in a thin annulus $\mathcal{S}_{N}$ of width $O(\frac{1}{N})$ as $N \to \infty$. Our main results are the scaling limits of all correlation functions near the real axis, and also away from the real axis. Near the real axis, the limiting correlation functions are Pfaffians with a new correlation kernel, which interpolates the limiting kernels in the bulk of the symplectic Ginibre ensemble and of the anti-symmetric Gaussian Hermitian ensemble of odd size. Away from the real axis, the limiting correlation functions are determinants, and the kernel is the same as the one appearing in the bulk limit of almost-Hermitian random matrices. Furthermore, we obtain precise large $N$ asymptotics for the probability that no points lie outside $\mathcal{S}_{N}$, as well as of several other "semi-large" gap probabilities.

math-ph↗

arXiv2022

On the characteristic polynomial of the eigenvalue moduli of random normal matrices

We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We obtain precise large $n$ asymptotics for the moment generating function $\mathbb{E}[e^{\frac{u}π \, \mathrm{Im} \ln p_{n}(r)}e^{a \, \mathrm{Re} \ln p_{n}(r)}]$, in the case where $r$ is in the bulk, $u \in \mathbb{R}$ and $a \in \mathbb{N}$. This expectation involves an $n \times n$ determinant whose weight is supported on the whole complex plane, is rotation-invariant, and has both jump- and root-type singularities along the circle centered at $0$ of radius $r$. This "circular" root-type singularity differs from earlier works on Fisher-Hartwig singularities, and surprisingly yields a new kind of ingredient in the asymptotics, the so-called associated Hermite polynomials.

math-ph↗

arXiv2022

Pole dynamics and an integral of motion for multiple SLE(0)

We describe the Loewner chains of the real locus of a class of real rational functions whose critical points are on the real line. Our main result is that the poles of the rational function lead to explicit formulas for the dynamical system that governs the driving functions. Our formulas give a simple method for mapping the class of rational functions into solutions to a non-trivial system of quadratic equations, and for directly showing that the curves in the real locus satisfy geometric commutation and have the geodesic multichord property. These results are entirely self-contained and have no reliance on probabilistic objects, but make use of an integral of motion for the Loewner chain that is motivated by ideas from conformal field theory. We also show that the dynamics of the driving functions are a special case of the Calogero-Moser integrable system, restricted to a particular submanifold of phase space carved out by the Lax matrix. Our approach complements a recent result of Peltola and Wang, who showed that the real locus is the deterministic kappa to 0 limit of the multiple SLE(kappa) curves.

math.CV↗

arXiv2022

Scaling Limits of Planar Symplectic Ensembles

We consider various asymptotic scaling limits $N\to\infty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, and we obtain limiting expressions for the corresponding kernel for different potentials. The first part is devoted to the symplectic Ginibre ensemble with the Gaussian potential. We obtain the asymptotic at the edge of the spectrum in the vicinity of the real line. The unifying form of the kernel allows us to make contact with the bulk scaling along the real line and with the edge scaling away from the real line, where we recover the known determinantal process of the complex Ginibre ensemble. Part two covers ensembles of Mittag-Leffler type with a singularity at the origin. For potentials $Q(ζ)=|ζ|^{2λ}-(2c/N)\log|ζ|$, with $λ>0$ and $c>-1$, the limiting kernel obeys a linear differential equation of fractional order $1/λ$ at the origin. For integer $m=1/λ$ it can be solved in terms of Mittag-Leffler functions. In the last part, we derive Ward's equation for planar symplectic ensembles for a general class of potentials. It serves as a tool to investigate the Gaussian and singular Mittag-Leffler universality class. This allows us to determine the functional form of all possible limiting kernels (if they exist) that are translation invariant, up to their integration domain.

math.PR↗

arXiv2022

The Product of $m$ real $N\times N$ Ginibre matrices: Real eigenvalues in the critical regime $m=O(N)$

We study the product $P_m$ of $m$ real Ginibre matrices with Gaussian elements of size $N$, which has received renewed interest recently. Its eigenvalues, which are either real or come in complex conjugate pairs, become all real with probability one when $m\to\infty$ at fixed $N$. In this regime the statistics becomes deterministic and the Lyapunov spectrum has been derived long ago. On the other hand, when $N\to\infty$ and $m$ is fixed, it can be expected that away from the origin the same local statistics as for a single real Ginibre ensemble at $m=1$ prevails. Inspired by analogous findings for products of complex Ginibre matrices, we introduce a critical scaling regime when the two parameters are proportional, $m=αN$. We derive the expected number, variance and rescaled density of real eigenvalues in this critical regime. This allows us to interpolate between previous recent results in the above mentioned limits when $α\to\infty$ and $α\to0$, respectively.

math.PR↗

arXiv2021

Random normal matrices in the almost-circular regime

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials with various boundary conditions, we derive the scaling limits of the correlation functions, some of which appear in the previous literature notably in the context of almost-Hermitian random matrices. We also obtain that fluctuations of the maximal and minimal modulus of the ensembles follow the Gumbel or exponential law depending on the boundary conditions.

math.PR↗

arXiv2021

Conformal field theory for annulus SLE: partition functions and martingale-observables

We implement a version of conformal field theory in a doubly connected domain to connect it to the theory of annulus SLE of various types, including the standard annulus SLE, the reversible annulus SLE, and the annulus SLE with several force points. This implementation considers the statistical fields generated under the OPE multiplication by the Gaussian free field and its central/background charge modifications with a weighted combination of Dirichlet and excursion-reflected boundary conditions. We derive the Eguchi-Ooguri version of Ward's equations and Belavin-Polyakov-Zamolodchikov equations for those statistical fields and use them to show that the correlations of fields in the OPE family under the insertion of the one-leg operators are martingale-observables for variants of annulus SLEs. We find Coulomb gas (Dotsenko-Fateev integral) solutions to the parabolic partial differential equations for partition functions of conformal field theory for the reversible annulus SLE.

math.PR↗

arXiv2021

Real eigenvalues of elliptic random matrices

We consider the real eigenvalues of an $(N \times N)$ real elliptic Ginibre matrix whose entries are correlated through a non-Hermiticity parameter $τ_N\in [0,1]$. In the almost-Hermitian regime where $1-τ_N=Θ(N^{-1})$, we obtain the large-$N$ expansion of the mean and the variance of the number of the real eigenvalues. Furthermore, we derive the limiting empirical distributions of the real eigenvalues, which interpolate the Wigner semicircle law and the uniform distribution, the restriction of the elliptic law on the real axis. Our proofs are based on the skew-orthogonal polynomial representation of the correlation kernel due to Forrester and Nagao.

math.PR↗

arXiv2020

A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality

We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+ν)$ are correlated through a non-Hermiticity parameter $τ\in[0,1]$. For general $ν=O(N)$ and $τ$ we obtain the global limiting density and its support, given by a shifted ellipse. It provides a non-Hermitian generalisation of the Marchenko-Pastur distribution, which is recovered at maximal correlation $X_1=X_2$ when $τ=1$. The square root of the complex Wishart eigenvalues, corresponding to the non-zero complex eigenvalues of the Dirac matrix $\mathcal{D}=\begin{pmatrix} 0 & X_1 \\ X_2^* & 0 \end{pmatrix},$ are supported in a domain parametrised by a quartic equation. It displays a lemniscate type transition at a critical value $τ_c,$ where the interior of the spectrum splits into two connected components. At multi-criticality we obtain the limiting local kernel given by the edge kernel of the Ginibre ensemble in squared variables. For the global statistics, we apply Frostman's equilibrium problem to the 2D Coulomb gas, whereas the local statistics follows from a saddle point analysis of the kernel of orthogonal Laguerre polynomials in the complex plane.

math.PR↗

arXiv2018

The high temperature crossover for general 2D Coulomb gases

We consider $N$ particles in the plane influenced by a general external potential that are subject to the Coulomb interaction in two dimensions at inverse temperature $β$. At large temperature, when scaling $β=2c/N$ with some fixed constant $c>0$, in the large-$N$ limit we observe a crossover from Ginibre's circular law or its generalization to the density of non-interacting particles at $β=0$. Using several different methods we derive a partial differential equation of generalized Liouville type for the crossover density. For radially symmetric potentials we present some asymptotic results and give examples for the numerical solution of the crossover density. These findings generalise previous results when the interacting particles are confined to the real line. In that situation we derive an integral equation for the resolvent valid for a general potential and present the analytic solution for the density in case of a Gaussian plus logarithmic potential.

math-ph↗

arXiv2018

Zeros of random polynomials and its higher derivatives

In this article we study the limiting empirical measure of zeros of higher derivatives for sequences of random polynomials. We show that these measures agree with the limiting empirical measure of zeros of corresponding random polynomials. Various models of random polynomials are considered by introducing randomness through multiplying a factor with a random zero or removing a zero at random for a given sequence of deterministic polynomials. We also obtain similar results for random polynomials whose zeros are given by i.i.d. random variables. As an application, we show that these phenomenon appear for random polynomials whose zeros are given by the 2D Coulomb gas density.

math.PR↗