Invariant -Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko-Pastur law

DOI10.1088/1751-8113/46/1/015001MaRDI QIDQ4900381zbMATH OpenOpenAlexFDO

Authors Romain Allez, Jean-Philippe Bouchaud, Satya N. Majumdar, P. Vivo

Publication date 24 January 2013

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

Full work available at URL https://arxiv.org/abs/1209.6171

Mathematics Subject Classification ID

Nuclear physics (81V35)

Abstract: We construct a diffusive matrix model for the $$-Wishart (or Laguerre) ensemble for general continuous $$, which preserves invariance under the orthogonal/unitary group transformation. Scaling the Dyson index $$ with the largest size $M$ of the data matrix as $$ (with $c$ a fixed positive constant), we obtain a family of spectral densities parametrized by $c$. As $c$ is varied, this density interpolates continuously between the Marvcenko-Pastur ($coinfty$ limit) and the Gamma law ($co0$ limit). Analyzing the full Stieltjes transform (resolvent) equation, we obtain as a byproduct the correction to the Marvcenko-Pastur density in the bulk up to order 1/M for all $$ and up to order $1/M^2$ for the particular cases $$.

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Cited in

(29)

• Three-parametric Marcenko-Pastur density
• Beta Laguerre processes in a high temperature regime
• Beta Laguerre ensembles in global regime
• Discrete integrable systems and random Lax matrices
• A spectral dominance approach to large random matrices
• Matrix addition and the Dunkl transform at high temperature
• Generalized Gibbs ensembles of the classical Toda chain
• The high temperature crossover for general 2D Coulomb gases
• A review of exact results for fluctuation formulas in random matrix theory
• Top eigenvalue of a random matrix: large deviations and third order phase transition
• Superstatistical generalizations of Wishart–Laguerre ensembles of random matrices
• Eigenfunction statistics of Wishart Brownian ensembles
• Tracy-Widom at high temperature
• The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain
• High-low temperature dualities for the classical \(\beta \)-ensembles
• Random matrices in non-confining potentials
• Dyson's disordered linear chain from a random matrix theory viewpoint
• Cleaning large correlation matrices: tools from random matrix theory
• Harmonically confined long-ranged interacting gas in the presence of a hard wall
• Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
• On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice
• Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular -ensemble and double confluent Heun equation
• Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
• Dynamical signatures of Chaos to integrability crossover in 2×2 generalized random matrix ensembles
• Crossover in densities of confined particles with finite range of interaction
• CLT for -ensembles at high temperature and for integrable systems: a transfer operator approach
• Rectangular matrix additions in low and high temperatures
• q-deformation of the Marchenko-Pastur law
• Poisson statistics for matrix ensembles at large temperature

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