The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion
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Publication:1663898
DOI10.1214/18-EJP197zbMATH Open1409.60025arXiv1705.00923MaRDI QIDQ1663898FDOQ1663898
Authors: Per von Soosten, S. Warzel 
Publication date: 24 August 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on , and map out the entire localization regime in terms of eigenfunction localization and Poisson statistics. Our results complement existing works on complete delocalization and random matrix universality, thereby proving the existence of a phase transition in this model. In the simpler case of the Rosenzweig-Porter model, the analysis yields a complete characterization of the transition in the local statistics. The proofs are based on the flow of the resolvents of matrices with a random diagonal component under Dyson Brownian motion, for which we establish submicroscopic stability results for short times. These results go beyond norm-based continuity arguments for Dyson Brownian motion and complement the existing analysis after the local equilibration time.
Full work available at URL: https://arxiv.org/abs/1705.00923
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Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65)
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Cited In (10)
- Eigenvectors of the square grid plus GUE
- Localized phase for the Erdős-Rényi graph
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
- Delocalization transition for critical Erdős-Rényi graphs
- Random characteristics for Wigner matrices
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- Eigenvectors distribution and quantum unique ergodicity for deformed Wigner matrices
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- Non-ergodic delocalization in the Rosenzweig-Porter model
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