Replica-symmetric approach to the typical eigenvalue fluctuations of Gaussian random matrices

DOI10.1088/1751-8121/AA94F8MaRDI QIDQ4600896zbMATH OpenOpenAlexFDO

Authors Fernando L. Metz

Publication date 18 January 2018

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

Full work available at URL https://arxiv.org/abs/1510.06637

zbMATH Keywords

random matrix theoryreplica methodeigenvalue fluctuations

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: We discuss an approach to compute the first and second moments of the number of eigenvalues $I_N$ that lie in an arbitrary interval of the real line for $NimesN$ Gaussian random matrices. The method combines the standard replica-symmetric theory with a perturbative expansion of the saddle-point action up to $O(1/N)$ ($Ngg1$), leading to the correct logarithmic scaling of the variance $langle{I}_N^{2}angle-langle{I}_{N}angl{e}^2=O(lnN)$ as well as to an analytical expression for the $O(1/N)$ correction to the average $langle{I}_{N}angle/N$. Standard results for the number variance at the local scaling regime are recovered in the limit of a vanishing interval. The limitations of the replica-symmetric method are unveiled by comparing our results with those derived through exact methods. The present work represents an important step to study the fluctuations of $I_N$ in non-invariant random matrix ensembles, where the joint distribution of eigenvalues is not known.

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Cited in

(5)

• Replica approach to the generalized Rosenzweig-Porter model
• Random matrices and the replica method
• Index of a matrix, complex logarithms, and multidimensional Fresnel integrals
• Replica method for wide correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles
• Imaginary replica analysis of loopy regular random graphs

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