The heat flow conjecture for random matrices
From MaRDI portal
Abstract: Recent results by various authors have established a "model deformation phenomenon" in random matrix theory. Specifically, it is possible to construct pairs of random matrix models such that the limiting eigenvalue distributions are connected by push-forward under an explicitly constructible map of the plane to itself. In this paper, we argue that the analogous transformation at the finite- level can be accomplished by applying an appropriate heat flow to the characteristic polynomial of the first model. Let the "second moment" of a random polynomial denote the expectation value of the square of the absolute value of We find certain pairs of random matrix models and we apply a certain heat-type operator to the characteristic polynomial of the first model, giving a new polynomial We prove that the second moment of is equal to the second moment of the characteristic polynomial of the second model. This result leads to several conjectures of the following sort: when is large, the zeros of have the same bulk distribution as the zeros of namely the eigenvalues of the second random matrix model. At a more refined level, we conjecture that, as the characteristic polynomial of the first model evolves under the appropriate heat flow, its zeros will evolve close to the characteristic curves of a certain PDE. All conjectures are formulated in "additive" and "multiplicative" forms. As a special case, suppose we apply the standard heat operator for time to the characteristic polynomial of an GUE matrix, giving a new polynomial We conjecture that the zeros of will be asymptotically uniformly distributed over the unit disk. That is, the heat operator converts the distribution of zeros from semicircular to circular.
This page was built for publication: The heat flow conjecture for random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6391591)