A unified fluctuation formula for one-cut -ensembles of random matrices

DOI10.1088/1751-8113/48/31/315204MaRDI QIDQ3448383zbMATH OpenOpenAlexFDO

Authors Fabio Deelan Cunden, F. Mezzadri, P. Vivo

Publication date 23 October 2015

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1405.4763

zbMATH Keywords

2D Coulomb gascorrelated random variablesmatrix models

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Statistical mechanics of gases (82D05)

Abstract: We derive an analytical formula for the covariance $mathrmCov(A,B)$ of two smooth linear statistics $A=su{m}_{i}a(lambd{a}_i)$ and $B=su{m}_{i}b(lambd{a}_i)$ to leading order for $Noinfty$, where $lambd{a}_i$ are the $N$ real eigenvalues of a general one-cut random-matrix model with Dyson index $$. The formula, carrying the universal $$ prefactor, depends on the random-matrix ensemble only through the edge points $[lambd{a}_{-},lambd{a}_{+}]$ of the limiting spectral density. For $A=B$, we recover in some special cases the classical variance formulas by Beenakker and Dyson-Mehta, clarifying the respective ranges of applicability. Some choices of $a(x)$ and $b(x)$ lead to a striking emph{decorrelation} of the corresponding linear statistics. We provide two applications - the joint statistics of conductance and shot noise in ideal chaotic cavities, and some new fluctuation relations for traces of powers of random matrices.

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Cited in

(11)

• Global fluctuation formulas and universal correlations for random matrices and log-gas systems at infinite density
• Laguerre ensemble: correlators, Hurwitz numbers and Hodge integrals
• Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel
• Moments of random matrices and hypergeometric orthogonal polynomials
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• Large deviations of spread measures for Gaussian matrices
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• Large N expansions for the Laguerre and Jacobi -ensembles from the loop equations
• Moments of the eigenvalue densities and of the secular coefficients of \(\beta\)-ensembles
• Large deviations and phase transitions in spectral linear statistics of Gaussian random matrices
• Dynamical signatures of Chaos to integrability crossover in 2×2 generalized random matrix ensembles

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