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Register a new userLemniscate ensembles with spectral singularity
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We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary point, which is expressed in terms of the solution to the model Painlev{e} IV Riemann-Hilbert problem. For this, we apply a version of the Christoffel-Darboux identity and the strong asymptotics of the associated orthogonal polynomials, where the latter was obtained by Bertola, Elias Rebelo, and Grava.
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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.
The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_beta(N,r)$ consist of $N times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uniform measure on the sphere. For each of these ensembles, we determine the joint eigenvalue distribution for each $N$, and we prove the empirical spectral measures rapidly converge to the semicircular distribution as $N to infty$. In the unitary case ($beta=2$), we also find an explicit formula for the empirical spectral density for each $N$.
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 $mathscr{C}^4$.
We consider various asymptotic scaling limits $Ntoinfty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, and we obtain limiting expressions for the corresponding kernel for different potentials. The first part is devoted to the symplectic Ginibre ensemble with a Gaussian potential. We obtain the asymptotic at the edge of the spectrum in the vicinity of the real line. The unifying form of the kernel allows us to make contact with the bulk scaling along the real line and with the edge scaling away from the real line, where we recover the known determinantal process of the complex Ginibre ensemble. Part two covers ensembles of Mittag-Leffler type with a singularity at the origin. For potentials $Q(zeta)=|zeta|^{2lambda}-(2c/N)log|zeta|$, with $lambda>0$ and $c>-1$, the limiting kernel obeys a linear differential equation of fractional order $1/lambda$ at the origin. For integer $m=1/lambda$ it can be solved in terms of Mittag-Leffler functions. In the last part, we derive the Wards equation for a general class of potentials as a tool to investigate universality. This allows us to determine the functional form of kernels that are translation invariant up to its integration domain.
We introduce and compute the generalized disconnection exponents $eta_kappa(beta)$ which depend on $kappain(0,4]$ and another real parameter $beta$, extending the Brownian disconnection exponents (corresponding to $kappa=8/3$) computed by Lawler, Schramm and Werner 2001 (conjectured by Duplantier and Kwon 1988). For $kappain(8/3,4]$, the generalized disconnection exponents have a physical interpretation in terms of planar Brownian loop-soups with intensity $cin (0,1]$, which allows us to obtain the first prediction of the dimension of multiple points on the cluster boundaries of these loop-soups. In particular, according to our prediction, the dimension of double points on the cluster boundaries is strictly positive for $cin(0,1)$ and equal to zero for the critical intensity $c=1$, leading to an interesting open question of whether such points exist for the critical loop-soup. Our definition of the exponents is based on a certain general version of radial restriction measures that we construct and study. As an important tool, we introduce a new family of radial SLEs depending on $kappa$ and two additional parameters $mu, u$, that we call radial hypergeometric SLEs. This is a natural but substantial extension of the family of radial SLE$_kappa(rho)s$.
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