Index distribution of Cauchy random matrices

DOI10.1088/1751-8113/47/5/055001MaRDI QIDQ5404817zbMATH OpenOpenAlexFDO

Authors Ricardo Marino, Satya N. Majumdar, P. Vivo, Grégory Schehr

Publication date 28 March 2014

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.2211

zbMATH Keywords

random matrix theorycorrelated random variablesindex distribution

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Statistical mechanics of gases (82D05)

Abstract: Using a Coulomb gas technique, we compute analytically the probability $$ that a large $NimesN$ Cauchy random matrix has $N_{+}$ positive eigenvalues, where $N_{+}$ is called the index of the ensemble. We show that this probability scales for large $N$ as $$, where $$ is the Dyson index of the ensemble. The rate function $ps{i}_C(kappa)$ is computed in terms of single integrals that are easily evaluated numerically and amenable to an asymptotic analysis. We find that the rate function, around its minimum at $kappa=1/2$, has a quadratic behavior modulated by a logarithmic singularity. As a consequence, the variance of the index scales for large $N$ as $mathrmVar(N_{+})simsigm{a}_{C}lnN$, where $$ is twice as large as the corresponding prefactor in the Gaussian and Wishart cases. The analytical results are checked by numerical simulations and against an exact finite $N$ formula which, for $$, can be derived using orthogonal polynomials.

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• General truncated linear statistics for the top eigenvalues of random matrices
• Tail sums of Wishart and Gaussian eigenvalues beyond the bulk edge
• Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value
• Sylvester index of random Hermitian matrices
• On the variance of the index for the Gaussian unitary ensemble
• On the ubiquity of the Cauchy distribution in spectral problems
• Exact eigenvalue order statistics for the reduced density matrix of a bipartite system

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