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Register a new userConvergence of moments of twisted COE matrices
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We investigate eigenvalue moments of matrices from Circular Orthogonal Ensemble multiplicatively perturbed by a permutation matrix. More precisely we investigate variance of the sum of the eigenvalues raised to power $k$, for arbitrary but fixed $k$ and in the limit of large matrix size. We find that when the permutation defining the perturbed ensemble has only long cycles, the answer is universal and approaches the corresponding moment of the Circular Unitary Ensemble with a particularly fast rate: the error is of order $1/N^3$ and the terms of orders $1/N$ and $1/N^2$ disappear due to cancellations. We prove this rate of convergence using Weingarten calculus and classifying the contributing Weingarten functions first in terms of a graph model and then algebraically.
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I present a general framework allowing to carry out explicit calculation of the moment generating function of random matrix products $Pi_n=M_nM_{n-1}cdots M_1$, where $M_i$s are i.i.d.. Following Tutubalin [Theor. Probab. Appl. {bf 10}, 15 (1965)], the calculation of the generating function is reduced to finding the largest eigenvalue of a certain transfer operator associated with a family of representations of the group. The formalism is illustrated by considering products of random matrices from the group $mathrm{SL}(2,mathbb{R})$ where explicit calculations are possible. For concreteness, I study in detail transfer matrix products for the one-dimensional Schrodinger equation where the random potential is a Levy noise (derivative of a Levy process). In this case, I obtain a general formula for the variance of $ln||Pi_n||$ and for the variance of $ln|psi(x)|$, where $psi(x)$ is the wavefunction, in terms of a single integral involving the Fourier transform of the invariant density of the matrix product. Finally I discuss the continuum limit of random matrix products (matrices close to the identity ). In particular, I investigate a simple case where the spectral problem providing the generalized Lyapunov exponent can be solved exactly.
We use supersymmetry to calculate exact spectral densities for a class of complex random matrix models having the form $M=S+LXR$, where $X$ is a random noise part $X$ and $S,L,R$ are fixed structure parts. This is a certain version of the external field random matrix models. We found two-fold integral formulas for arbitrary structural matrices. We investigate some special cases in detail and carry out numerical simulations. The presence or absence of a normality condition on $S$ leads to a qualitatively different behavior of the eigenvalue densities.
This is an elementary review, aimed at non-specialists, of results that have been obtained for the limiting distribution of eigenvalues and for the operator norms of real symmetric random matrices via the method of moments. This method goes back to a remarkable argument of Eugen Wigner some sixty years ago which works best for independent matrix entries, as far as symmetry permits, that are all centered and have the same variance. We then discuss variations of this classical result for ensembles for which the variance may depend on the distance of the matrix entry to the diagonal, including in particular the case of band random matrices, and/or for which the required independence of the matrix entries is replaced by some weaker condition. This includes results on ensembles with entries from Curie-Weiss random variables or from sequences of exchangeable random variables that have been obtained quite recently.
We apply Feshbach-Krein-Schur renormalization techniques in the hierarchical Anderson model to establish a criterion on the single-site distribution which ensures exponential dynamical localization as well as positive inverse participation ratios and Poisson statistics of eigenvalues. Our criterion applies to all cases of exponentially decaying hierarchical hopping strengths and holds even for spectral dimension $d > 2$, which corresponds to the regime of transience of the underlying hierarchical random walk. This challenges recent numerical findings that the spectral dimension is significant as far as the Anderson transition is concerned.
Random boundary conditions are one of the simplest realizations of quenched disorder. They have been used as an illustration of various conceptual issues in the theory of disordered spin systems. Here we review some of these results.
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