Random matrix ensembles with an effective extensive external charge

DOI10.1088/0305-4470/31/29/002MaRDI QIDQ4212373zbMATH OpenOpenAlexFDO

Authors T. H. Baker, Paul A. Pearce, Peter J. Forrester

Publication date 25 May 1999

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

Full work available at URL https://arxiv.org/abs/cond-mat/9803355

zbMATH Keywords

chaotic scatteringDyson circular ensembleeigenvalue probability densityLaguerre ensemblePoisson kernelrandom matricesunitary matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two such ensembles have been encounted: an ensemble of unitary matrices specified by the so-called Poisson kernel, and the Laguerre ensemble of positive definite matrices. Here we consider various properties of these ensembles. Jack polynomial theory is used to prove a reproducing property of the Poisson kernel, and a certain unimodular mapping is used to demonstrate that the variance of a linear statistic is the same as in the Dyson circular ensemble. For the Laguerre ensemble, the scaled global density is calculated exactly for all even values of the parameter $$, while for $$ (random matrices with unitary symmetry), the neighbourhood of the smallest eigenvalue is shown to be in the soft edge universality class.

Review text

Studies of chaotic scattering have encountered ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two such ensembles have been encountered; Poisson kernel, and the Laguerre ensemble. The authors consider various properties of these ensembles. Jack polynomial theory is used to prove a reproducing property of the Poisson kernel, and a certain unimodular mapping is used to demonstrate that the variance of a linear statistic is the same as in the Dyson circular ensemble. For the Laguerre ensemble, the scaled global density is calculated exactly for all even values of the parameter \(\beta\), while for \(\beta=2\), the neighborhood of the smallest eigenvalue is shown to be in the soft edge universality class. The paper contains the sections of Introduction, the Poisson kernel, Laguerre ensemble with an \(N\)-dependent exponent, the distribution functions in the neighborhood of the smallest eigenvalue.

Recommendations

• Exact results and universal asymptotics in the Laguerre random matrix ensemble
• The spectrum edge of random matrix ensembles.
• Universality for orthogonal and symplectic Laguerre-type ensembles
• Universality of correlation functions of Hermitian random matrices in an external field

Cited in

(23)

• Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges
• On the distribution of the largest eigenvalue in principal components analysis
• A solvable mixed charge ensemble on the line: global results
• The theta-Laguerre calculus formulation of the Li/Keiper constants
• Random matrix theory in statistics: a review
• String scattering from decaying branes
• On the condition number of the critically-scaled Laguerre unitary ensemble
• Exact ensemble average of the random perturbation to the random fixed point.
• Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
• Universal K-matrix distribution in = 2 ensembles of random matrices
• Moments of the transmission eigenvalues, proper delay times and random matrix theory. II
• The difference between two random mixed quantum states: exact and asymptotic spectral analysis
• Screening of charged singularities of random fields
• Non-interacting fermions in hard-edge potentials
• Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
• Characterizing price index behavior through fluctuation dynamics
• Application of the τ‐function theory of Painlevé equations to random matrices: P_V, P_III, the LUE, JUE, and CUE
• Linear differential equations for the resolvents of the classical matrix ensembles
• On the ratio of extremal eigenvalues of -Laguerre ensembles
• Entropy and spectrum of near-extremal black holes: semiclassical brane solutions to non-perturbative problems
• Exploring the core-periphery and community structure in the financial networks through random matrix theory
• Edge density expansions for the classical Gaussian and Laguerre ensembles
• Approximation of rectangular beta-Laguerre ensembles and large deviations

This page was built for publication: Random matrix ensembles with an effective extensive external charge

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4212373)