ترغب بنشر مسار تعليمي؟ اضغط هنا

Characteristic Polynomials of Complex Random Matrix Models

72   0   0.0 ( 0 )
 نشر من قبل Graziano Vernizzi
 تاريخ النشر 2002
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written in terms of a determinant containing these polynomials and their kernel. It generalizes the known expression for hermitian matrices and it also provides a generalization of the Christoffel formula to the complex plane. The derivation we present holds for complex matrix models with a general weight function at finite-N, where N is the size of the matrix. We give some explicit examples at finite-N for specific weight functions. The characteristic polynomials in the large-N limit at weak and strong non-hermiticity follow easily and they are universal in the weak limit. We also comment on the issue of the BMN large-N limit.

قيم البحث

اقرأ أيضاً

A t by n random matrix A is formed by sampling n independent random column vectors, each containing t components. The random Gram matrix of size n, G_n, contains the dot products between all pairs of column vectors in the randomly generated matrix A; that is, G_n = transpose(A) A. The matrix G_n has characteristic roots coinciding with the singular values of A. Furthermore, the sequences det(G_i) and per(G_i) (for i = 0, 1, ..., n) are factors that comprise the expected coefficients of the characteristic and permanental polynomials of G_n. We prove theorems that relate the generating functions and recursions for the traces of matrix powers, expected characteristic coefficients, expected determinants E(det(G_n)), and expected permanents E(per(G_n)) in terms of each other. Using the derived recursions, we exhibit the efficient computation of the expected determinant and expected permanent of a random Gram matrix G_n, formed according to any underlying distribution. These theoretical results may be used both to speed up numerical algorithms and to investigate the numerical properties of the expected characteristic and permanental coefficients of any matrix comprised of independently sampled columns.
73 - Sanjaye Ramgoolam 2018
Permutation invariant Gaussian matrix models were recently developed for applications in computational linguistics. A 5-parameter family of models was solved. In this paper, we use a representation theoretic approach to solve the general 13-parameter Gaussian model, which can be viewed as a zero-dimensional quantum field theory. We express the two linear and eleven quadratic terms in the action in terms of representation theoretic parameters. These parameters are coefficients of simple quadratic expressions in terms of appropriate linear combinations of the matrix variables transforming in specific irreducible representations of the symmetric group $S_D$ where $D$ is the size of the matrices. They allow the identification of constraints which ensure a convergent Gaussian measure and well-defined expectation values for polynomial functions of the random matrix at all orders. A graph-theoretic interpretation is known to allow the enumeration of permutation invariants of matrices at linear, quadratic and higher orders. We express the expectation values of all the quadratic graph-basis invariants and a selection of cubic and quartic invariants in terms of the representation theoretic parameters of the model.
We compute Haar ensemble averages of ratios of random characteristic polynomials for the classical Lie groups K = O(N), SO(N), and USp(N). To that end, we start from the Clifford-Weyl algebera in its canonical realization on the complex of holomorphi c differential forms for a C-vector space V. From it we construct the Fock representation of an orthosymplectic Lie superalgebra osp associated to V. Particular attention is paid to defining Howes oscillator semigroup and the representation that partially exponentiates the Lie algebra representation of sp in osp. In the process, by pushing the semigroup representation to its boundary and arguing by continuity, we provide a construction of the Shale-Weil-Segal representation of the metaplectic group. To deal with a product of n ratios of characteristic polynomials, we let V = C^n otimes C^N where C^N is equipped with its standard K-representation, and focus on the subspace of K-equivariant forms. By Howe duality, this is a highest-weight irreducible representation of the centralizer g of Lie(K) in osp. We identify the K-Haar expectation of n ratios with the character of this g-representation, which we show to be uniquely determined by analyticity, Weyl group invariance, certain weight constraints and a system of differential equations coming from the Laplace-Casimir invariants of g. We find an explicit solution to the problem posed by all these conditions. In this way we prove that the said Haar expectations are expressed by a Weyl-type character formula for all integers N ge 1. This completes earlier work by Conrey, Farmer, and Zirnbauer for the case of U(N).
291 - Ranveer Singh , R. B. Bapat 2017
There is a digraph corresponding to every square matrix over $mathbb{C}$. We generate a recurrence relation using the Laplace expansion to calculate the characteristic, and permanent polynomials of a square matrix. Solving this recurrence relation, w e found that the characteristic, and permanent polynomials can be calculated in terms of characteristic, and permanent polynomials of some specific induced subdigraphs of blocks in the digraph, respectively. Interestingly, these induced subdigraphs are vertex-disjoint and they partition the digraph. Similar to the characteristic, and permanent polynomials; the determinant, and permanent can also be calculated. Therefore, this article provides a combinatorial meaning of these useful quantities of the matrix theory. We conclude this article with a number of open problems which may be attempted for further research in this direction.
103 - Dehua Cheng , Yu Cheng , Yan Liu 2015
We consider a fundamental algorithmic question in spectral graph theory: Compute a spectral sparsifier of random-walk matrix-polynomial $$L_alpha(G)=D-sum_{r=1}^dalpha_rD(D^{-1}A)^r$$ where $A$ is the adjacency matrix of a weighted, undirected graph, $D$ is the diagonal matrix of weighted degrees, and $alpha=(alpha_1...alpha_d)$ are nonnegative coefficients with $sum_{r=1}^dalpha_r=1$. Recall that $D^{-1}A$ is the transition matrix of random walks on the graph. The sparsification of $L_alpha(G)$ appears to be algorithmically challenging as the matrix power $(D^{-1}A)^r$ is defined by all paths of length $r$, whose precise calculation would be prohibitively expensive. In this paper, we develop the first nearly linear time algorithm for this sparsification problem: For any $G$ with $n$ vertices and $m$ edges, $d$ coefficients $alpha$, and $epsilon > 0$, our algorithm runs in time $O(d^2mlog^2n/epsilon^{2})$ to construct a Laplacian matrix $tilde{L}=D-tilde{A}$ with $O(nlog n/epsilon^{2})$ non-zeros such that $tilde{L}approx_{epsilon}L_alpha(G)$. Matrix polynomials arise in mathematical analysis of matrix functions as well as numerical solutions of matrix equations. Our work is particularly motivated by the algorithmic problems for speeding up the classic Newtons method in applications such as computing the inverse square-root of the precision matrix of a Gaussian random field, as well as computing the $q$th-root transition (for $qgeq1$) in a time-reversible Markov model. The key algorithmic step for both applications is the construction of a spectral sparsifier of a constant degree random-walk matrix-polynomials introduced by Newtons method. Our algorithm can also be used to build efficient data structures for effective resistances for multi-step time-reversible Markov models, and we anticipate that it could be useful for other tasks in network analysis.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا