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Yan V Fyodorov

Publications and source records attributed to Yan V Fyodorov.

At least 37 records · Page 2Linked to original sources

Universal K-matrix distribution in beta=2 Ensembles of Random Matrices

The K-matrix, also known as the "Wigner reaction matrix" in nuclear scattering or "impedance matrix" in the electromagnetic wave scattering, is given essentially by an M x M diagonal block of the resolvent (E-H)^{-1} of a Hamiltonian H. For chaotic quantum systems the Hamiltonian H can be modelled by random Hermitian N x N matrices taken from invariant ensembles with the Dyson symmetry index beta=1,2,4. For beta=2 we prove by explicit calculation a universality conjecture by P. Brouwer which is equivalent to the claim that the probability distribution of K, for a broad class of invariant ensembles of random Hermitian matrices H, converges to a matrix Cauchy distribution with density ${\cal P}(K)\propto \left[\det{(λ^2+(K-ε)^2)}\right]^{-M}$ in the limit $N\to \infty$, provided the parameter M is fixed and the spectral parameter E is taken within the support of the eigenvalue distribution of H. In particular, we show that for a broad class of unitary invariant ensembles of random matrices finite diagonal blocks of the resolvent are Cauchy distributed. The cases beta=1 and beta=4 remain outstanding.

math-ph↗

Level curvature distribution: from bulk to the soft edge of random Hermitian matrices

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by Zakrzewski-Delande expressions [F. von Oppen {\it Phys. Rev. Lett.} {\bf 73} 798 (1994) & {\it Phys.Rev. E} {\bf 51} 2647 (1995); Y.V. Fyodorov and H.-J. Sommers {\it Z.Phys.B} {\bf 99} 123 (1995)]. Motivated by growing interest in statistics of extreme (maximal or minimal) eigenvalues of disordered systems of various nature, it is natural to ask about the associated level curvatures. I show how calculating the distribution for the curvatures of extreme eigenvalues in GUE ensemble can be reduced to studying asymptotic behaviour of orthogonal polynomials appearing in the recent work C. Nadal and S. N. Majumdar {\it J. Stat. Mech.} {\bf 2011} P04001 (2011). The corresponding asymptotic analysis being yet outstanding, I instead will discuss solution of a related, but somewhat simpler problem of calculating the level curvature distribution averaged over all the levels in a spectral window close to the edge of the semicircle. The method is based on asymptotic analysis of kernels associated with Hermite polynomials and their Cauchy transforms, and is straightforwardly extendable to any rotationally-invariant ensemble of random matrices.

math-ph↗

Freezing Transition in Decaying Burgers Turbulence and Random Matrix Dualities

We reveal a phase transition with decreasing viscosity $ν$ at ν=ν_c>0 in one-dimensional decaying Burgers turbulence with a power-law correlated random profile of Gaussian-distributed initial velocities \sim|x-x'|^{-2}. The low-viscosity phase exhibits non-Gaussian one-point probability density of velocities, continuously dependent on ν, reflecting a spontaneous one step replica symmetry breaking (RSB) in the associated statistical mechanics problem. We obtain the low orders cumulants analytically. Our results, which are checked numerically, are based on combining insights in the mechanism of the freezing transition in random logarithmic potentials with an extension of duality relations discovered recently in Random Matrix Theory. They are essentially non mean-field in nature as also demonstrated by the shock size distribution computed numerically and different from the short range correlated Kida model, itself well described by a mean field one step RSB ansatz. We also provide some insights for the finite viscosity behaviour of velocities in the latter model.

cond-mat.dis-nn↗

Multifractality and Freezing Phenomena in Random Energy Landscapes: an Introduction

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable models for such potentials. The first model uses multiplicative cascades and is equivalent to statistical mechanics of directed polymers on disordered trees studied long ago by B. Derrida and H. Spohn. Second model is the infinite-dimensional version of the problem in Euclidean space which can be solved by employing the replica trick. In particular, the latter version allows one to identify the freezing of multifractality exponents with a mechanism of the replica symmetry breaking (RSB) and to elucidate its physical meaning. The corresponding 1-step RSB solution turns out to be {\it marginally stable} everywhere in the low-temperature phase. In the end we put the model in a more general context by relating to the Gaussian Free Field and briefly discussing recent developments and extensions. The appendices provide a detailed exposition of the replica analysis of the model discussed in the lectures.

cond-mat.dis-nn↗

Statistical Mechanics of Logarithmic REM: Duality, Freezing and Extreme Value Statistics of $1/f$ Noises generated by Gaussian Free Fields

We compute the distribution of the partition functions for a class of one-dimensional Random Energy Models (REM) with logarithmically correlated random potential, above and at the glass transition temperature. The random potential sequences represent various versions of the 1/f noise generated by sampling the two-dimensional Gaussian Free Field (2dGFF) along various planar curves. Our method extends the recent analysis of Fyodorov Bouchaud from the circular case to an interval and is based on an analytical continuation of the Selberg integral. In particular, we unveil a {\it duality relation} satisfied by the suitable generating function of free energy cumulants in the high-temperature phase. It reinforces the freezing scenario hypothesis for that generating function, from which we derive the distribution of extrema for the 2dGFF on the $[0,1]$ interval. We provide numerical checks of the circular and the interval case and discuss universality and various extensions. Relevance to the distribution of length of a segment in Liouville quantum gravity is noted.

cond-mat.dis-nn↗

Pre-freezing of multifractal exponents in Random Energy Models with logarithmically correlated potential

Boltzmann-Gibbs measures generated by logarithmically correlated random potentials are multifractal. We investigate the abrupt change ("pre-freezing") of multifractality exponents extracted from the averaged moments of the measure - the so-called inverse participation ratios. The pre-freezing can be identified with termination of the disorder-averaged multifractality spectrum. Naive replica limit employed to study a one-dimensional variant of the model is shown to break down at the pre-freezing point. Further insights are possible when employing zero-dimensional and infinite-dimensional versions of the problem. In particular, the latter version allows one to identify the pattern of the replica symmetry breaking responsible for the pre-freezing phenomenon.

cond-mat.dis-nn↗

Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite dimensional Euclidean spaces

We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in this environment. In the limit of high dimension N>>1 the free energy of the system and overlap function are calculated exactly using the replica trick and Parisi's hierarchical ansatz. In the thermodynamic limit, we recover the most general version of the Derrida's Generalized Random Energy Model (GREM). The low-temperature behaviour depends essentially on the spectrum of length scales involved in the construction of the landscape. If the latter consists of K discrete values, the system is characterized by a K-step Replica Symmetry Breaking solution. We argue that our construction is in fact valid in any finite spatial dimensions $N\ge 1$. We discuss implications of our results for the singularity spectrum describing multifractality of the associated Boltzmann-Gibbs measure. Finally we discuss several generalisations and open problems, the dynamics in such a landscape and the construction of a Generalized Multifractal Random Walk.

cond-mat.dis-nn↗

Freezing and extreme value statistics in a Random Energy Model with logarithmically correlated potential

We investigate some implications of the freezing scenario proposed by Carpentier and Le Doussal (CLD) for a random energy model (REM) with logarithmically correlated random potential. We introduce a particular (circular) variant of the model, and show that the integer moments of the partition function in the high-temperature phase are given by the well-known Dyson Coulomb gas integrals. The CLD freezing scenario allows one to use those moments for extracting the distribution of the free energy in both high- and low-temperature phases. In particular, it yields the full distribution of the minimal value in the potential sequence. This provides an explicit new class of extreme-value statistics for strongly correlated variables, manifestly different from the standard Gumbel class. -

cond-mat.dis-nn↗

On statistical mechanics of a single particle in high-dimensional random landscapes

We discuss recent results of the replica approach to statistical mechanics of a single classical particle placed in a random N(>>1)-dimensional Gaussian landscape. The particular attention is paid to the case of landscapes with logarithmically growing correlations and to its recent generalisations. Those landscapes give rise to a rich multifractal spatial structure of the associated Boltzmann-Gibbs measure. We also briefly mention related results on counting stationary points of random Gaussian surfaces, as well as ongoing research on statistical mechanics in a random landscape constructed locally by adding many squared Gaussian-distributed terms.

cond-mat.dis-nn↗

Replica Symmetry Breaking Condition Exposed by Random Matrix Calculation of Landscape Complexity

We start with a rather detailed, general discussion of recent results of the replica approach to statistical mechanics of a single classical particle placed in a random $N (\gg 1)$-dimensional Gaussian landscape and confined by a spherically symmetric potential suitably growing at infinity. Then we employ random matrix methods to calculate the density of stationary points, as well as minima, of the associated energy surface. This is used to show that for a generic smooth, concave confining potentials the condition of the zero-temperature replica symmetry breaking coincides with one signalling that {\it both} mean total number of stationary points in the energy landscape, {\it and} the mean number of minima are exponential in $N$. For such systems the (annealed) complexity of minima vanishes cubically when approaching the critical confinement, whereas the cumulative annealed complexity vanishes quadratically. Different behaviour reported in our earlier short communication [Y.V. Fyodorov et al., {\it JETP Lett.} {\bf 85}, 261, (2007)] was due to non-analyticity of the hard-wall confinement potential. Finally, for the simplest case of parabolic confinement we investigate how the complexity depends on the index of stationary points. In particular, we show that in the vicinity of critical confinement the saddle-points with a positive annealed complexity must be close to minima, as they must have a vanishing {\it fraction} of negative eigenvalues in the Hessian.

cond-mat.dis-nn↗

The density of stationary points in a high-dimensional random energy landscape and the onset of glassy behaviour

We calculate the density of stationary points and minima of a $N\gg 1$ dimensional Gaussian energy landscape. We use it to show that the point of zero-temperature replica symmetry breaking in the equilibrium statistical mechanics of a particle placed in such a landscape in a spherical box of size $L=R\sqrt{N}$ corresponds to the onset of exponential in $N$ growth of the cumulative number of stationary points, but not necessarily the minima. For finite temperatures we construct a simple variational upper bound on the true free energy of the $R=\infty$ version of the problem and show that this approximation is able to recover the position of the whole de-Almeida-Thouless line.

cond-mat.dis-nn↗

A few remarks on Colour-Flavour Transformations,truncations of random unitary matrices, Berezin reproducing kernels and Selberg type integrals

We investigate diverse relations of the colour-flavour transformations (CFT) introduced by Zirnbauer in \cite{Z1,Z2} to various topics in random matrix theory and multivariate analysis, such as measures on truncations of unitary random matrices, Jacobi ensembles of random matrices, Berezin reproducing kernels and a generalization of the Selberg integral due to Kaneko, Kadell and Yan involving the Schur functions. Apart from suggesting explicit formulas for bosonic CFT for the unitary group in the range of parameters beyond that in \cite{Z2}, we also suggest an alternative variant of the transformation, with integration going over an unbounded domain of a pair of Hermitian matrices. The latter makes possible evaluation of certain averages in random matrix theory.

math-ph↗

On absolute moments of characteristic polynomials of a certain class of complex random matrices

Integer moments of the spectral determinant $|\det(zI-W)|^2$ of complex random matrices $W$ are obtained in terms of the characteristic polynomial of the Hermitian matrix $WW^*$ for the class of matrices $W=AU$ where $A$ is a given matrix and $U$ is random unitary. This work is motivated by studies of complex eigenvalues of random matrices and potential applications of the obtained results in this context are discussed.

math-ph↗

On permanental polynomials of certain random matrices

The paper addresses the calculation of correlation functions of permanental polynomials of matrices with random entries. By exploiting a convenient contour integral representation of the matrix permanent some explicit results are provided for several random matrix ensembles. When compared with the corresponding formulae for characteristic polynomials, our results show both striking similarities and interesting differences. Based on these findings, we conjecture the asymptotic forms of the density of permanental roots in the complex plane for Gaussian ensembles as well as for the Circular Unitary Ensemble of large matrix dimension.

math-ph↗

Counting Stationary Points of Random Landscapes as a Random Matrix Problem

Finding the mean of the total number of stationary points for N-dimensional random Gaussian landscapes can be reduced to averaging the absolute value of characteristic polynomial of the corresponding Hessian. First such a reduction is illustrated for a class of models describing energy landscapes of elastic manifolds in random environment, and a general method of attacking the problem analytically is suggested. Then the exact solution to the problem [Phys. Rev. Lett. v.92 (2004) 240601] for a class of landscapes corresponding to the simplest, yet nontrivial "toy model" with N degrees of freedom is described. Asymptotic analysis reveals a phase transition to a glass-like state of the matter.

cond-mat.dis-nn↗

Random Matrices close to Hermitian or unitary: overview of methods and results

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical contexts, most importantly in random matrix description of quantum chaotic scattering as well as in the context of QCD-inspired random matrix models.

nlin.CD↗

On correlation functions of characteristic polynomials for chiral Gaussian Unitary Ensemble

We calculate a general spectral correlation function of products and ratios of characteristic polynomials for a $N\times N$ random matrix taken from the chiral Gaussian Unitary Ensemble (chGUE). Our derivation is based upon finding an Itzykson-Zuber type integral for matrices from the non-compact manifold ${\sf{Gl(n,{\mathcal{C}})/U(1)\times ...\times U(1)}}$ (matrix Macdonald function). The correlation function is shown to be always represented in a determinant form generalising the known expressions for only positive moments. Finally, we present the asymptotic formula for the correlation function in the large matrix size limit.

hep-th↗

Characteristic polynomials of random Hermitian matrices and Duistermaat-Heckman localisation on non-compact Kaehler manifolds

We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE). Deviating from the standard "supersymmetry" approach, we integrate out Grassmann variables at the early stage and circumvent the use of the Hubbard-Stratonovich transformation in the "bosonic" sector. The method, suggested recently by one of us, is shown to be capable of calculation when reinforced with a generalization of the Itzykson-Zuber integral to a non-compact integration manifold. We arrive to such a generalisation by discussing the Duistermaat-Heckman localization principle for integrals over non-compact homogeneous Kaehler manifolds. In the limit of large $N$ the asymptotic expression for the correlation function reproduces the result outlined earlier by Andreev and Simons.

math-ph↗