Power spectrum of the circular unitary ensemble

DOI10.1016/J.PHYSD.2022.133599MaRDI QIDQ2111749zbMATH OpenOpenAlexFDO

Authors Roman Riser, Eugene Kanzieper

Publication date 17 January 2023

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2209.04723

zbMATH Keywords

circular ensemblesfifth Painlevé transcendentpower spectrumquantum chaosrandom matrix theorysine process

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

Review text

The sequence of \(N\) ordered energy levels of a given quantum system can naturally be interpreted as a discrete time random process, the times being the indices of the ordered energy levels. A usual key assumption is then the independence of the mean values on their index (``stationarity). Without making such a restrictive assumption, the authors first develop a nonperturbative theory to compute the Fourier transform of the covariance matrix (``power spectrum). Applying it to the circular unitary ensemble (CUE) of random matrices, they express this power spectrum with the tau function of the most general Painlevé function, the sixth one, thus defining a universal probability law. The additional interest of this paper is the representation of the above result by three different, equivalent methods: a differential equation (the sixth Painlevé), a Fredholm determinant, a Toeplitz determinant. The paper, which avoids unnecessary esoteric terminology, is clearly written and very pleasant to read.

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Cited in

(9)

• Nonperturbative theory of power spectrum in complex systems
• The power spectrum of the circular noise
• Contour-integral method for transitions to the circular unitary ensemble
• Thinning and conditioning of the circular unitary ensemble
• Power spectrum of the circular unitary ensemble
• Power spectra of Dyson's circular ensembles
• Higher-order spectral form factors of circular unitary ensemble
• The Tracy-Widom distribution at large Dyson index
• Finite size corrections in the bulk for circular ensembles

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