Spectrum of SYK model III: Large deviations and concentration of measures

DOI10.1142/S201032632050001XMaRDI QIDQ5107055zbMATH OpenOpenAlexFDO

Authors Renjie Feng, Gang Tian, Dongyi Wei

Publication date 22 April 2020

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.04701

zbMATH Keywords

concentration of measureslarge deviationsrandom matricesSYK model

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: In cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of emph{law of large numbers} in probability theory; in cite{FTD2}, we proved that the linear statistic of eigenvalues satisfies the emph{central limit theorem}. In this article, we continue to study another important theorem in probability theory,-- the emph{concentration of measure theorem}, especially for the Gaussian SYK model. We will prove a emph{large deviation principle} (LDP) for the normalized empirical measure of eigenvalues when $q_n=2$, in which case the eigenvalues can be expressed in term of these of Gaussian random antisymmetric matrices. Such LDP result has its own independent interest in random matrix theory. For general $q_{n}geq3$, we can not prove the LDP, we will prove a concentration of measure theorem by estimating the Lipschitz norm of the Gaussian SYK model.

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Cites work

• An introduction to random matrices
• Black holes and random matrices
• Exact moments of the Sachdev-Ye-Kitaev model up to order \(1/N^2\)
• Fourier analysis and stochastic processes
• scientific article; zbMATH DE number 2174437 (Why is no real title available?)
• Spectrum of SYK model
• The concentration of measure phenomenon

Cited in

(4)

• Small gaps of GOE
• Spectrum of SYK model
• A dynamical version of the SYK model and the \(q\)-Brownian motion
• Spectrum of SYK model II: Central limit theorem

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