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Register a new userLimiting Behaviors of High Dimensional Stochastic Spin Ensembles
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Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs distribution, defined with this Hamiltonian, is used in the Metropolis-Hastings (M-H) algorithm to generate dynamics tending towards an equilibrium state. In the limiting situation when the inverse temperature is large, we establish the relationship between the discrete M-H dynamics and the continuous Harmonic map heat flow associated with the Hamiltonian. We show the convergence of the M-H dynamics to the Harmonic map heat flow equation in two steps: First, with fixed lattice size and proper choice of proposal size in one M-H step, the M-H dynamics acts as gradient descent and will be shown to converge to a system of Langevin stochastic differential equations (SDE). Second, with proper scaling of the inverse temperature in the Gibbs distribution and taking the lattice size to infinity, it will be shown that this SDE system converges to the deterministic Harmonic map heat flow equation. Our results are not unexpected, but show remarkable connections between the M-H steps and the SDE Stratonovich formulation, as well as reveal trajectory-wise out of equilibrium dynamics to be related to a canonical PDE system with geometric constraints.
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Given an ensemble of NxN random matrices, a natural question to ask is whether or not the empirical spectral measures of typical matrices converge to a limiting spectral measure as N --> oo. While this has been proved for many thin patterned ensembles sitting inside all real symmetric matrices, frequently there is no nice closed form expression for the limiting measure. Further, current theorems provide few pictures of transitions between ensembles. We consider the ensemble of symmetric m-block circulant matrices with entries i.i.d.r.v. These matrices have toroidal diagonals periodic of period m. We view m as a dial we can turn from the thin ensemble of symmetric circulant matrices, whose limiting eigenvalue density is a Gaussian, to all real symmetric matrices, whose limiting eigenvalue density is a semi-circle. The limiting eigenvalue densities f_m show a visually stunning convergence to the semi-circle as m tends to infinity, which we prove. In contrast to most studies of patterned matrix ensembles, our paper gives explicit closed form expressions for the densities. We prove that f_m is the product of a Gaussian and a degree 2m-2 polynomial; the formula equals that of the m x m Gaussian Unitary Ensemble (GUE). The proof is by the moments. The new feature, which allows us to obtain closed form expressions, is converting the central combinatorial problem in the moment calculation into an equivalent counting problem in algebraic topology. We end with a generalization of the m-block circulant pattern, dropping the assumption that the m random variables be distinct. We prove that the limiting spectral distribution exists and is determined by the pattern of the independent elements within an m-period, depending on not only the frequency at which each element appears, but also the way the elements are arranged.
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues of additive rank one perturbations of the GOE/GUE/GSE random matrices. In the infinite-dimensional limit, we arrive at a one-parameter family of random Feynman-Kac type semigroups, which features the stochastic Airy semigroup of Gorin and Shkolnikov [13] as an extreme case. Our analysis also provides Feynman-Kac formulas for the spiked stochastic Airy operators, introduced by Bloemendal and Virag [6]. The Feynman-Kac formulas involve functionals of a reflected Brownian motion and its local times, thus, allowing to study the limiting operators by tools of stochastic analysis. We derive a first result in this direction by obtaining a new distributional identity for a reflected Brownian bridge conditioned on its local time at zero.
We extend the notion of Gibbsianness for mean-field systems to the set-up of general (possibly continuous) local state spaces. We investigate the Gibbs properties of systems arising from an initial mean-field Gibbs measure by application of given local transition kernels. This generalizes previous case-studies made for spins taking finitely many values to the first step in direction to a general theory, containing the following parts: (1) A formula for the limiting conditional probability distributions of the transformed system. It holds both in the Gibbs and non-Gibbs regime and invokes a minimization problem for a constrained rate-function. (2) A criterion for Gibbsianness of the transformed system for initial Lipschitz-Hamiltonians involving concentration properties of the transition kernels. (3) A continuity estimate for the single-site conditional distributions of the transformed system. While (2) and (3) have provable lattice-counterparts, the characterization of (1) is stronger in mean-field. As applications we show short-time Gibbsianness of rotator mean-field models on the (q-1)-dimensional sphere under diffusive time-evolution and the preservation of Gibbsianness under local coarse-graining of the initial local spin space.
We study a class of elliptic SPDEs with additive Gaussian noise on $mathbb{R}^2 times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth potential $V$, convex at infinity and growing at most exponentially. For quite general coefficients and a suitable regularity of the noise we obtain, via the dimensional reduction principle discussed in our previous paper on the topic, the identity between the law of the solution to the SPDE evaluated at the origin with a Gibbs type measure on the abstract Wiener space $L^2 (M)$. The results are then applied to the elliptic stochastic quantization equation for the scalar field with polynomial interaction over $mathbb{T}^2$, and with exponential interaction over $mathbb{R}^2$ (known also as H{o}eg-Krohn or Liouville model in the literature). In particular for the exponential interaction case, the existence and uniqueness properties of solutions to the elliptic equation over $mathbb{R}^{2 + 2}$ is derived as well as the dimensional reduction for the values of the ``charge parameter $sigma = frac{alpha}{2sqrt{pi}} < sqrt{4 left( 8 - 4 sqrt{3} right) pi} simeq sqrt{4.23pi}$, for which the model has an Euclidean invariant probability measure (hence also permitting to get the corresponding relativistic invariant model on the two dimensional Minkowski space).
We prove the edge universality of the beta ensembles for any $betage 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $mathscr{C}^4$ and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class $mathscr{C}^4$.
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