Random matrices in non-confining potentials

DOI10.1007/S10955-015-1258-1zbMATH Open1360.82059arXiv1404.5265OpenAlexW3099385098MaRDI QIDQ513151FDOQ513151

Laure Dumaz, Romain Allez

Publication date: 3 March 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We consider invariant matrix processes diffusing in non-confining cubic potentials of the form $V_a(x)=x^3/3-ax,ainmathbbR$. We construct the trajectories of such processes for all time by restarting them whenever an explosion occurs, from a new (well chosen) initial condition, insuring continuity of the eigenvectors and of the non exploding eigenvalues. We characterize the dynamics of the spectrum in the limit of large dimension and analyze the stationary state of this evolution explicitly. We exhibit a sharp phase transition for the limiting spectral density $h{o}_a$ at a critical value $a=a^{*}$. If $ageq{a}^{*}$, then the potential $V_a$ presents a well near $x=sqrta$ deep enough to confine all the particles inside, and the spectral density $h{o}_a$ is supported on a compact interval. If $a<a^{*}$ however, the steady state is in fact dynamical with a macroscopic stationary flux of particles flowing across the system. In this regime, the eigenvalues allocate according to a stationary density profile $h{o}_a$ with full support in $mathbbR$, flanked with heavy tails such that $h{o}_a(x)sim{C}_a/x^2$ as $xopminfty$. Our method applies to other non-confining potentials and we further investigate a family of quartic potentials, which were already studied in Br'ezin et al. to count planar diagrams.

Full work available at URL: https://arxiv.org/abs/1404.5265

zbMATH Keywords

fluxdensityrandom matricesdiffusion processesinteracting particles system

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Diffusion processes (60J60) Phase transitions (general) in equilibrium statistical mechanics (82B26) Critical phenomena in equilibrium statistical mechanics (82B27) Interacting particle systems in time-dependent statistical mechanics (82C22)

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