Random matrices in non-confining potentials

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)

Abstract: We consider invariant matrix processes diffusing in non-confining cubic potentials of the form

V_{a} (x) = x^{3} / 3 - a x, a i n m a t h b b R

. 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

a g e q a^{*}

, then the potential

V_{a}

presents a well near

x = s q r t a

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

m a t h b b R

, flanked with heavy tails such that

h o_{a} (x) s i m C_{a} / x^{2}

as

x o p m i n f t y

. 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.

Recommendations

Cites work

Cited in

(13)

This page was built for publication: Random matrices in non-confining potentials

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q513151)