Tridiagonal realization of the antisymmetric Gaussian -ensemble

DOI10.1063/1.3486071MaRDI QIDQ5245802zbMATH OpenOpenAlexFDO

Authors Ioana Dumitriu, Peter J. Forrester

Publication date 15 April 2015

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2216

Mathematics Subject Classification ID

Spectral theory; trace formulas (e.g., that of Selberg) (11F72) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Quantum chaos (81Q50)

Abstract: The Householder reduction of a member of the anti-symmetric Gaussian unitary ensemble gives an anti-symmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter $$, and the eigenvalue probability density function of the corresponding random matrices can be computed explicitly, as can the distribution of $q_i$, the first components of the eigenvectors. Three proofs are given. One involves an inductive construction based on bordering of a family of random matrices which are shown to have the same distributions as the anti-symmetric tridiagonal matrices. This proof uses the Dixon-Anderson integral from Selberg integral theory. A second proof involves the explicit computation of the Jacobian for the change of variables between real anti-symmetric tridiagonal matrices, its eigenvalues and $q_i$. The third proof maps matrices from the anti-symmetric Gaussian $$-ensemble to those realizing particular examples of the Laguerre $$-ensemble. In addition to these proofs, we note some simple properties of the shooting eigenvector and associated Pr"ufer phases of the random matrices.

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Cited in

(12)

• Edge scaling of the \(\beta\)-Jacobi ensemble
• Discrete integrable systems and random Lax matrices
• The singular values of the GOE
• The singular values of the gue (less is more)
• The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain
• Dyson's disordered linear chain from a random matrix theory viewpoint
• Correlated disorder in the SYK₂ model
• Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles
• Generalized hydrodynamics for the Volterra lattice: ballistic and non-ballistic behavior of correlation functions
• Multiplicative non-Hermitian perturbations of classical -ensembles
• Large deviations and fluctuations of real eigenvalues of elliptic random matrices
• CLT for -ensembles at high temperature and for integrable systems: a transfer operator approach

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