Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userApplications of mesoscopic CLTs in random matrix theory
58
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of homogenization for Dyson Brownian Motion, this yields the universality of quantities which depend on the behavior of single eigenvalues of Wigner matrices and $beta$-ensembles. Among the results we obtain are the Gaussian fluctuations of single eigenvalues for Wigner matrices (without an assumption of 4 matching moments) and classical $beta$-ensembles ($beta=1, 2, 4$), Gaussian fluctuations of the eigenvalue counting function, and an asymptotic expansion up to order $o(N^{-1})$ for the expected value of eigenvalues in the bulk of the spectrum. The latter result solves a conjecture of Tao and Vu.
rate research
Read More
This article begins with a brief review of random matrix theory, followed by a discussion of how the large-$N$ limit of random matrix models can be realized using operator algebras. I then explain the notion of Brown measure, which play the role of the eigenvalue distribution for operators in an operator algebra. I then show how methods of partial differential equations can be used to compute Brown measures. I consider in detail the case of the circular law and then discuss more briefly the case of the free multiplicative Brownian motion, which was worked out recently by the author with Driver and Kemp.
In this chapter of the Oxford Handbook of Random Matrix Theory we introduce chiral Random Matrix Theories with the global symmetries of QCD. In the microscopic domain, these theories reproduce the mass and chemical potential dependence of QCD. The main focus of this chapter is on the spectral properties of the QCD Dirac operator and relations between chiral Random Matrix Theories and chiral Lagrangians. Both spectra of the anti-hermitian Dirac operator and spectra of the nonhermitian Dirac operator at nonzero chemical potential are discussed.
Let $T$ be a random ergodic pseudometric over $mathbb R^d$. This setting generalizes the classical emph{first passage percolation} (FPP) over $mathbb Z^d$. We provide simple conditions on $T$, the decay of instant one-arms and exponential quasi-independence, that ensure the positivity of its time constants, that is almost surely, the pseudo-distance given by $T$ from the origin is asymptotically a norm. Combining this general result with previously known ones, we prove that The known phase transition for Gaussian percolation in the case of fields with positive correlations with exponentially fast decayholds for Gaussian FPP, including the natural Bargmann-Fock model; The known phase transition for Voronoi percolation also extends to the associated FPP; The same happens for Boolean percolation for radii with exponential tails, a result which was known without this condition. We prove the positivity of the constant for random continuous Riemannian metrics, including cases with infinite correlations in dimension $d=2$. Finally, we show that the critical exponent for the one-arm, if exists, is bounded above by $d-1$. This holds forbond Bernoulli percolation, planar Gaussian fields, planar Voronoi percolation, and Boolean percolation with exponential small tails.
We prove infinite-dimensional second order Poincare inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Steins method and Malliavin calculus. We provide two applications: (i) to a new second order characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.
We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It is intended as an alternative to other RMT techniques applicable to general gaussian measures. Resulting formulas are exact for finite matrix size N and form integral representations convenient for large N asymptotics. Quantities obtained by the method can be interpreted as averages over matrix models with an external source. We provide several explicit and novel calculations showing a range of applications.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
