The smallest eigenvalue distribution in the real Wishart-Laguerre ensemble with even topology

DOI10.1088/1751-8113/48/24/245202zbMATH Open1320.15034arXiv1502.03685OpenAlexW2149558376MaRDI QIDQ5261654FDOQ5261654

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Publication date: 6 July 2015

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

Abstract: We consider rectangular random matrices of size $pimesn$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and time series analysis. We are particularly interested in the distribution of the smallest non-zero eigenvalue and the gap probability to find no eigenvalue in an interval $[0,t]$. While for odd topology $u=n-p$ explicit closed results are known for finite and infinite matrix size, for even $u>2$ only recursive expressions in $p$ are available.The smallest eigenvalue distribution as well as the gap probability for general even $u$ is equivalent to expectation values of characteristic polynomials raised to a half-integer. The computation of such averages is done via a combination of skew-orthogonal polynomials and bosonisation methods. The results are given in terms of Pfaffian determinants both at finite $p$ and in the hard edge scaling limit ($poinfty$ and $u$ fixed) for an arbitrary even topology $u$. Numerical simulations for the correlated Wishart ensemble illustrate the universality of our results in this particular limit. These simulations point to a validity of the hard edge scaling limit beyond the invariant case.

Full work available at URL: https://arxiv.org/abs/1502.03685

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zbMATH Keywords

time series analysisnumerical simulationbosonisationsmallest eigenvalue distributiongap probabilityskew-orthogonal polynomialshard edge scaling limitreal Wishart matricescharacteristic polynomials of half-integer powerchiral Gaussian orthogonal ensemblePfaffian determinantsreal Wishart-Laguerre ensemblerectangular random matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Strong interaction, including quantum chromodynamics (81V05) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05)

Cited In (11)

• Smallest eigenvalue distribution of the fixed-trace Laguerre beta-ensemble
• The correlated Jacobi and the correlated Cauchy-Lorentz ensembles
• Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
• Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
• On random matrix averages involving half-integer powers of GOE characteristic polynomials
• Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues
• Preserving topology while breaking chirality: from chiral orthogonal to anti-symmetric Hermitian ensemble
• Finite \(N\) corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
• Janossy densities for chiral random matrix ensembles and their applications to two-color QCD
• On statistics of bi-orthogonal eigenvectors in real and complex Ginibre ensembles: combining partial Schur decomposition with supersymmetry
• Systematics of aligned axions

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