arXiv subjects

Thomas Guhr

Publications and source records attributed to Thomas Guhr.

140 records · Page 8Linked to original sources

arXiv2004

A Supersymmetry Approach to Billiards with Randomly Distributed Scatterers II: Correlations

In a previous contribution (H.J. Stoeckmann, J. Phys. A35, 5165 (2002)), the density of states was calculated for a billiard with randomly distributed delta-like scatterers, doubly averaged over the positions of the impurities and the billiard shape. This result is now extended to the k-point correlation function. Using supersymmetric methods, we show that the correlations in the bulk are always identical to those of the Gaussian Unitary Ensemble (GUE) of random matrices. In passing from the band centre to the tail states, The density of states is depleted considerably and the two-point correlation function shows a gradual change from the GUE behaviour to that found for completely uncorrelated eigenvalues. This can be viewed as similar to a mobility edge.

cond-mat.dis-nn↗

arXiv2004

The k-Point Random Matrix Kernels Obtained from One-Point Supermatrix Models

The k-point correlation functions of the Gaussian Random Matrix Ensembles are certain determinants of functions which depend on only two arguments. They are referred to as kernels, since they are the building blocks of all correlations. We show that the kernels are obtained, for arbitrary level number, directly from supermatrix models for one-point functions. More precisely, the generating functions of the one-point functions are equivalent to the kernels. This is surprising, because it implies that already the one-point generating function holds essential information about the k-point correlations. This also establishes a link to the averaged ratios of spectral determinants, i.e. of characteristic polynomials.

math-ph↗

arXiv2002

Derivation of the Supersymmetric Harish--Chandra Integral for UOSp(k_1/2k_2)

The previous supersymmetric generalization of the unitary Harish--Chandra integral prompted the conjecture that the Harish--Chandra formula should extend to all classical supergroups. We prove this conjecture for the unitary orthosymplectic supergroup UOSp(k_1/2k_2). To this end, we construct and solve an eigenvalue equation.

math-ph↗

arXiv2002

Angular Gelfand--Tzetlin Coordinates for the Supergroup UOSp(k_1/2k_2)

We construct Gelfand--Tzetlin coordinates for the unitary orthosymplectic supergroup UOSp(k_1/2k_2). This extends a previous construction for the unitary supergroup U(k_1/k_2). We focus on the angular Gelfand--Tzetlin coordinates, i.e. our coordinates stay in the space of the supergroup. We also present a generalized Gelfand pattern for the supergroup UOSp(k_1/2k_2) and discuss various implications for representation theory.

math-ph↗

arXiv2002

A New Method to Estimate the Noise in Financial Correlation Matrices

Financial correlation matrices measure the unsystematic correlations between stocks. Such information is important for risk management. The correlation matrices are known to be ``noise dressed''. We develop a new and alternative method to estimate this noise. To this end, we simulate certain time series and random matrices which can model financial correlations. With our approach, different correlation structures buried under this noise can be detected. Moreover, we introduce a measure for the relation between noise and correlations. Our method is based on a power mapping which efficiently suppresses the noise. Neither further data processing nor additional input is needed.

cond-mat.stat-mech↗

arXiv2000

Recursive Construction for a Class of Radial Functions I - Ordinary Space

A class of spherical functions is studied which can be viewed as the matrix generalization of Bessel functions. We derive a recursive structure for these functions. We show that they are only special cases of more general radial functions which also have a, properly generalized, recursive structure. Some explicit results are worked out.

math-ph↗

arXiv1999

Spectral correlations of the massive QCD Dirac operator at finite temperature

We use the graded eigenvalue method, a variant of the supersymmetry technique, to compute the universal spectral correlations of the QCD Dirac operator in the presence of massive dynamical quarks. The calculation is done for the chiral Gaussian unitary ensemble of random matrix theory with an arbitrary Hermitian matrix added to the Dirac matrix. This case is of interest for schematic models of QCD at finite temperature.

hep-th↗

arXiv1998

Spectral Correlations in the Crossover Transition from a Superposition of Harmonic Oscillators to the Gaussian Unitary Ensemble

We compute the spectral correlation functions for the transition from a harmonic oscillator towards the Gaussian Unitary Ensemble (GUE). We use a variant of the supersymmetry method to obtain analytical results in a fast and elegant way. In contrast to certain related transitions, the k-point correlation function possesses the k*k determinant structure of the GUE limit for the entire transition. The results are used to consider also the spectral correlations of a superposition of M transition spectra. Our results are non-perturbative and are valid for all values of the transition parameter.

chao-dyn↗

arXiv1998

Statistical properties at the spectrum edge of the QCD Dirac operator

The statistical properties of the spectrum of the staggered Dirac operator in an SU(2) lattice gauge theory are analyzed both in the bulk of the spectrum and at the spectrum edge. Two commonly used statistics, the number variance and the spectral rigidity, are investigated. While the spectral fluctuations at the edge are suppressed to the same extent as in the bulk, the spectra are more rigid at the edge. To study this effect, we introduce a microscopic unfolding procedure to separate the variation of the microscopic spectral density from the fluctuations. For the unfolded data, the number variance shows oscillations of the same kind as before unfolding, and the average spectral rigidity becomes larger than the one in the bulk. In addition, the short-range statistics at the origin is studied. The lattice data are compared to predictions of chiral random-matrix theory, and agreement with the chiral Gaussian Symplectic Ensemble is found.

hep-lat↗

arXiv1998

Between Poisson and GUE statistics: Role of the Breit-Wigner width

We consider the spectral statistics of the superposition of a random diagonal matrix and a GUE matrix. By means of two alternative superanalytic approaches, the coset method and the graded eigenvalue method, we derive the two-level correlation function $X_2(r)$ and the number variance $Σ^2(r)$. The graded eigenvalue approach leads to an expression for $X_2(r)$ which is valid for all values of the parameter $λ$ governing the strength of the GUE admixture on the unfolded scale. A new twofold integration representation is found which can be easily evaluated numerically. For $λ\gg 1$ the Breit-Wigner width $Γ_1$ measured in units of the mean level spacing $D$ is much larger than unity. In this limit, closed analytical expression for $X_2(r)$ and $Σ^2(r)$ can be derived by (i) evaluating the double integral perturbatively or (ii) an ab initio perturbative calculation employing the coset method. The instructive comparison between both approaches reveals that random fluctuations of $Γ_1$ manifest themselves in modifications of the spectral statistics. The energy scale which determines the deviation of the statistical properties from GUE behavior is given by $\sqrt{Γ_1}$. This is rigorously shown and discussed in great detail. The Breit-Wigner $Γ_1$ width itself governs the approach to the Poisson limit for $r\to\infty$. Our analytical findings are confirmed by numerical simulations of an ensemble of $500\times 500$ matrices, which demonstrate the universal validity of our results after proper unfolding.

cond-mat↗

arXiv1997

Random Matrix Theories in Quantum Physics: Common Concepts

We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the localization problem, many-body quantum systems, the Calogero-Sutherland model, chiral symmetry breaking in QCD, and quantum gravity in two dimensions. The review is preceded by a brief historical survey of the developments of RMT and of localization theory since their inception. We emphasize the concepts common to the above-mentioned fields as well as the great diversity of RMT. In view of the universality of RMT, we suggest that the current development signals the emergence of a new "statistical mechanics": Stochasticity and general symmetry requirements lead to universal laws not based on dynamical principles.

cond-mat↗

arXiv1997

Universal spectral correlations of the Dirac operator at finite temperature

Using the graded eigenvalue method and a recently computed extension of the Itzykson-Zuber integral to complex matrices, we compute the $k$-point spectral correlation functions of the Dirac operator in a chiral random matrix model with a deterministic diagonal matrix added. We obtain results both on the scale of the mean level spacing and on the microscopic scale. We find that the microscopic spectral correlations have the same functional form as at zero temperature, provided that the microscopic variables are rescaled by the temperature-dependent chiral condensate.

hep-th↗

arXiv1997

Spectral correlations in the crossover between GUE and Poisson regularity: on the identification of scales

Motivated by questions of present interest in nuclear and condensed matter physics we consider the superposition of a diagonal matrix with independent random entries and a GUE. The relative strength of the two contributions is determined by a parameter $λ$ suitably defined on the unfolded scale. Using results for the spectral two-point correlator of this model obtained in the framework of the supersymmetry method we focus attention on two different regimes. For $λ$ << 1 the correlations are given by Dawson's integral while for $λ$ >> 1 we derive a novel analytical formula for the two-point function. In both cases the energy scales, in units of the mean level spacing, at which deviations from pure GUE behavior become noticable can be identified. We also derive an exact expansion of the local level density for finite level number.

cond-mat.dis-nn↗

arXiv1997

Quantization of Hyperbolic N-Sphere Scattering Systems in Three Dimensions

Most discussions of chaotic scattering systems are devoted to two-dimensional systems. It is of considerable interest to extend these studies to the, in general, more realistic case of three dimensions. In this context, it is conceptually important to investigate the quality of semiclassical methods as a function of the dimensionality. As a model system, we choose various three dimensional generalizations of the famous three disk problem which played a central role in the study of chaotic scattering in two dimensions. We present a quantum-mechanical treatment of the hyperbolic scattering of a point particle off a finite number of non-overlapping and non-touching hard spheres in three dimensions. We derive expressions for the scattering matrix S and its determinant. The determinant of S decomposes into two parts, the first one contains the product of the determinants of the individual one-sphere S-matrices and the second one is given by a ratio involving the determinants of a characteristic KKR-type matrix and its conjugate. We justify our approach by showing that all formal manipulations in these derivations are correct and that all the determinants involved which are of infinite dimension exist. Moreover, for all complex wave numbers, we conjecture a direct link between the quantum-mechanical and semiclassical descriptions: The semiclassical limit of the cumulant expansion of the KKR-type matrix is given by the Gutzwiller-Voros zeta function plus diffractional corrections in the curvature expansion. This connection is direct since it is not based on any kind of subtraction scheme involving bounded reference systems. We present numerically computed resonances and compare them with the corresponding data for the similar two-dimensional N-disk systems and with semiclassical calculations.

chao-dyn↗