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Register a new userDeterminantal structure and bulk universality of conditional overlaps in the complex Ginibre ensemble
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In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure of orthogonal polynomials in the complex plane and its analogy to the determinantal structure of $k$-point complex eigenvalue correlation functions. The off-diagonal overlap is shown to follow from the diagonal overlap conditioned on $kgeq2$ complex eigenvalues. As a new result we present the local bulk scaling limit of the conditional overlaps away from the origin. It is shown to agree with the limit at the origin and is thus universal within this ensemble.
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We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eigenvectors for the complex $Ntimes N$ Ginibre ensemble, conditional on an arbitrary number $k=1,2,ldots$ of complex eigenvalues.These objects provide the simplest generalisation of the expectations of the diagonal overlap ($k=1$) and the off-diagonal overlap ($k=2$) considered originally by Chalker and Mehlig. They also appear naturally in the problem of joint evolution of eigenvectors and eigenvalues for Brownian motions with values in complex matrices studied by the Krakow school. We find that these expectations possess a determinantal structure, where the relevant kernels can be expressed in terms of certain orthogonal polynomials in the complex plane. Moreover, the kernels admit a rather tractable expression for all $N geq 2$. This result enables a fairly straightforward calculation of the conditional expectation of the overlap matrix in the local bulk and edge scaling limits as well as the proof of the exact algebraic decay and asymptotic factorisation of these expectations in the bulk.
We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line bundle L over X. The empirical measure on X of the process, describing the particle locations, converges in probability towards the pluripotential equilibrium measure, expressed in term of the Monge-Amp`ere operator. The asymptotics of the corresponding fluctuations in the bulk are shown to be asymptotically normal and described by a Gaussian free field and applies to test functions (linear statistics) which are merely Lipschitz continuous. Moreover, a scaling limit of the correlation functions in the bulk is shown to be universal and expressed in terms of (the higher dimensional analog of) the Ginibre ensemble. This geometric setting applies in particular to normal random matrix ensembles, the two dimensional Coulomb gas, free fermions in a strong magnetic field and multivariate orthogonal polynomials.
We introduce constellation ensembles, in which charged particles on a line (or circle) are linked with charged particles on parallel lines (or concentric circles). We present formulas for the partition functions of these ensembles in terms of either the Hyperpfaffian or the Berezin integral of an appropriate alternating tensor. Adjusting the distances between these lines (or circles) gives an interpolation between a pair of limiting ensembles, such as one-dimensional $beta$-ensembles with $beta=K$ and $beta=K^2$.
We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to infinity as $|J| to infty$. This extends a previous result giving a weaker central limit theorem (CLT) for these systems. Our result relies on the fact that the Lee-Yang zeros of the generating function for ${E(k;J)}$ --- the probabilities of there being exactly $k$ points in $J$ --- all lie on the negative real $z$-axis. In particular, the result applies to the scaled bulk eigenvalue distribution for the Gaussian Unitary Ensemble (GUE) and that of the Ginibre ensemble. For the GUE we can also treat the properly scaled edge eigenvalue distribution. Using identities between gap probabilities, the LCLT can be extended to bulk eigenvalues of the Gaussian Symplectic Ensemble (GSE). A LCLT is also established for the probability density function of the $k$-th largest eigenvalue at the soft edge, and of the spacing between $k$-th neigbors in the bulk.
We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in terms of polynomials orthogonal on the unit circle. We do not use asymptotics of orthogonal polynomials. We obtain the $sin$-kernel as a unique solution of a certain non-linear integro-differential equation.
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