Unitary Random Matrix Ensembles Research Articles

Winding number statistics of a parametric chiral unitary random matrix ensemble* *Dedicated to the Memory of Fritz Haake.

The winding number is a concept in complex analysis which has, in the presence of chiral symmetry, a physics interpretation as the topological index belonging to gapped phases of fermions. We study statistical properties of this topological quantity. To this end, we set up a random matrix model for a chiral unitary system with a parametric dependence. We analytically calculate the discrete probability distribution of the winding numbers, as well as the parametric correlations functions of the winding number density. Moreover, we address aspects of universality for the two-point function of the winding number density by identifying a proper unfolding procedure. We conjecture the unfolded two-point function to be universal.

Dissipative quantum dynamics, phase transitions, and non-Hermitian random matrices

We explore the connections between dissipative quantum phase transitions and non-Hermitian random matrix theory. For this, we work in the framework of the dissipative Dicke model which is archetypal of symmetry-breaking phase transitions in open quantum systems. We establish that the Liouvillian describing the quantum dynamics exhibits distinct spectral features of integrable and chaotic character on the two sides of the critical point. We follow the distribution of the spacings of the complex Liouvillian eigenvalues across the critical point. In the normal and superradiant phases, the distributions are two-dimensional Poisson and that of the Ginibre unitary random matrix ensemble, respectively. Our results are corroborated by computing a recently introduced complex-plane generalization of the consecutive level-spacing ratio distribution. Our approach can be readily adapted for classifying the nature of quantum dynamics across dissipative critical points in other open quantum systems.

Critical edge behavior in the singularly perturbed Pollaczek–Jacobi type unitary ensemble

We investigate the orthogonal polynomials associated with a singularly perturbed Pollaczek–Jacobi type weight [Formula: see text] where [Formula: see text], [Formula: see text], [Formula: see text] and [Formula: see text]. Based on our observation, we find that this weight includes the symmetric constraint [Formula: see text]. Our main results obtained here include two aspects: (1) Strong asymptotics: we deduce strong asymptotics of monic orthogonal polynomials with respect to the above weight function in different regions in the complex plane when the polynomial degree [Formula: see text] goes to infinity. Because of the effect of [Formula: see text] for varying [Formula: see text], the asymptotic behavior in a neighborhood of point [Formula: see text] is described in terms of the Airy function as [Formula: see text], but the Bessel function as [Formula: see text]. Due to symmetry, the similar local asymptotic behavior near the singular point [Formula: see text] can be derived. (2) Limiting eigenvalue correlation kernels: We calculate the limit of the eigenvalue correlation kernel of the corresponding unitary random matrix ensemble in the bulk of the spectrum described by the sine kernel, and at both sides of hard edge, expressed as a Painlevé III kernel. Our analysis is based on the Deift–Zhou nonlinear steepest descent method for Riemann–Hilbert problems.

Many-Body Level Statistics of Single-Particle Quantum Chaos.

We consider a noninteracting many-fermion system populating levels of a unitary random matrix ensemble (equivalent to the q=2 complex Sachdev-Ye-Kitaev model)-a generic model of single-particle quantum chaos. We study the corresponding many-particle level statistics by calculating the spectral form factor analytically using algebraic methods of random matrix theory, and match it with an exact numerical simulation. Despite the integrability of the theory, the many-body spectral rigidity is found to have a surprisingly rich landscape. In particular, we find a residual repulsion of distant many-body levels stemming from single-particle chaos, together with islands of level attraction. These results are encoded in an exponential ramp in the spectral form factor, which we show to be a universal feature of nonergodic many-fermion systems embedded in a chaotic medium.

Noninteracting fermions in a trap and random matrix theory

We review recent advances in the theory of trapped fermions using techniques borrowed from random matrix theory (RMT) and, more generally, from the theory of determinantal point processes. In the presence of a trap, and in the limit of a large number of fermions , the spatial density exhibits an edge, beyond which it vanishes. While the spatial correlations far from the edge, i.e. close to the center of the trap, are well described by standard many-body techniques, such as the local density approximation (LDA), these methods fail to describe the fluctuations close to the edge of the Fermi gas, where the density is very small and the fluctuations are thus enhanced. It turns out that RMT and determinantal point processes offer a powerful toolbox to study these edge properties in great detail. Here we discuss the principal edge universality classes, that have been recently identified using these modern tools. In dimension d = 1 and at zero temperature T = 0, these universality classes are in one-to-one correspondence with the standard universality classes found in the classical unitary random matrix ensembles: soft edge (described by the ‘Airy kernel’) and hard edge (described by the ‘Bessel kernel’) universality classes. We further discuss extensions of these results to higher dimensions and to finite temperature. Finally, we discuss correlations in the phase space, i.e. in the space of positions and momenta, characterized by the so called Wigner function.

Exact cubature rules for symmetric functions

We employ a multivariate extension of the Gauss quadrature formula, originally due to Berens, Schmid and Xu [BSX95], so as to derive cubature rules for the integration of symmetric functions over hypercubes (or infinite limiting degenerations thereof) with respect to the densities of unitary random matrix ensembles. Our main application concerns the explicit implementation of a class of cubature rules associated with the Bernstein-Szeg\"o polynomials, which permit the exact integration of symmetric rational functions with prescribed poles at coordinate hyperplanes against unitary circular Jacobi distributions stemming from the Haar measures on the symplectic and the orthogonal groups.

Tracy–Widom Distributions in Critical Unitary Random Matrix Ensembles and the Coupled Painlevé II System

We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for the Fredholm determinants, which are explicitly given in terms of integrals involving a family of distinguished solutions to the coupled Painlev\'e II system in dimension four. Moreover, the large gap asymptotics for these Fredholm determinants are derived, where the constant terms are given explicitly in terms of the Riemann zeta-function.

Gravitational lensing by eigenvalue distributions of random matrix models

We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.

Gap Probability at the Hard Edge for Random Matrix Ensembles with Pole Singularities in the Potential

We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of the $\Psi$-function associated with a hierarchy of higher order analogues to the Painlevé III equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probability at the hard edge of unitary invariant random matrix ensembles perturbed by poles of order $k$ in a certain scaling regime. Using the Riemann--Hilbert method, we obtain the large $s$ asymptotics of the Fredholm determinant. Moreover, we derive a Painlevé type formula of the Fredholm determinant, which is expressed in terms of an explicit integral involving a solution to a coupled Painlevé III system.

Random Matrix Ensembles with Singularities and a Hierarchy of Painlevé III Equations

We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order k at the origin, in the double scaling limit where the size of the matrices grows, and at the same time the strength of the pole decreases at an appropriate speed. In addition, we obtain double scaling asymptotics of the correlation kernel for a general class of ensembles of positive-definite Hermitian matrices perturbed with a pole. Our results are described in terms of a hierarchy of higher order analogs to the PIII equation, which reduces to the PIII equation itself when the pole is simple.

Empirical spacings of unfolded eigenvalues

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the empirical distribution of nearest neighbor spacings. We extend existing results for the spacing distribution in two ways. On the one hand, we believe the empirical distribution to be of more practical relevance than the so far considered expected distribution. On the other hand, we use the unfolding, a non-linear rescaling, which transforms the ensemble such that the density of particles is asymptotically constant. This allows to consider all empirical spacings, where previous results were restricted to a tiny fraction of the particles. Moreover, we prove bounds on the rates of convergence. The main ingredient for the proof, a strong bulk universality result for correlation functions in the unfolded setting including optimal rates, should be of independent interest.

Sampling unitary ensembles

We develop a computationally efficient algorithm for sampling from a broad class of unitary random matrix ensembles that includes but goes well beyond the straightforward to sample Gaussian unitary ensemble (GUE). The algorithm exploits the fact that the eigenvalues of unitary ensembles (UEs) can be represented as a determinantal point process whose kernel is given in terms of orthogonal polynomials. Consequently, our algorithm can be used to sample from UEs for which the associated orthogonal polynomials can be numerically computed efficiently. By facilitating high accuracy sampling of non-classical UEs, the algorithm can aid in the experimentation-based formulation or refutation of universality conjectures involving eigenvalue statistics that might presently be unamenable to theoretical analysis. Examples of such experiments are included.

Universality in the Full Counting Statistics of Trapped Fermions

We study the distribution of particle number in extended subsystems of a one-dimensional noninteracting Fermi gas confined in a potential well at zero temperature. Universal features are identified in the scaled bulk and edge regions of the trapped gas where the full counting statistics are given by the corresponding limits of the eigenvalue statistics in Gaussian unitary random matrix ensembles. The universal limiting behavior is confirmed by the bulk and edge scaling of the particle number fluctuations and the entanglement entropy.

Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles

We consider a family of chiral non-Hermitian Gaussian random matrices in the unitarily invariant symmetry class. The eigenvalue distribution in this model is expressed in terms of Laguerre polynomials in the complex plane. These are orthogonal with respect to a non-Gaussian weight including a modified Bessel function of the second kind, and we give an elementary proof for this. In the large n limit, the eigenvalue statistics at the spectral edge close to the real axis are described by the same family of kernels interpolating between Airy and Poisson that was recently found by one of the authors for the elliptic Ginibre ensemble. We conclude that this scaling limit is universal, appearing for two different non-Hermitian random matrix ensembles with unitary symmetry. As a second result we give an equivalent form for the interpolating Airy kernel in terms of a single real integral, similar to representations for the asymptotic kernel in the bulk and at the hard edge of the spectrum. This makes its structure as a one-parameter deformation of the Airy kernel more transparent.

Birth of a Cut in Unitary Random Matrix Ensembles

We study unitary random matrix ensembles in the critical regime where a new cut arises away from the original spectrum. We perform a double scaling limit where the size of the matrices tends to infinity, but in such a way that only a bounded number of eigenvalues is expected in the newborn cut. It turns out that limits of the eigenvalue correlation kernel are given by Hermite kernels corresponding to a finite size Gaussian unitary ensemble (GUE). When modifying the double scaling limit slightly, we observe a remarkable transition each time the new cut picks up an additional eigenvalue, leading to a limiting kernel interpolating between GUE-kernels for matrices of size k and size k + 1. We prove our results using the Riemann-Hilbert approach.

Asymptotics for a special solution of the thirty fourth Painlevé equation

In a previous paper we studied the double scaling limit of unitary random matrix ensembles of the form with α > −1/2. The factor | det M|2α induces critical eigenvalue behaviour near the origin. Under the assumption that the limiting mean eigenvalue density associated with V is regular, and that the origin is a right endpoint of its support, we computed the limiting eigenvalue correlation kernel in the double scaling limit as n, N → ∞ such that n2/3(n/N − 1) = O(1) by using the Deift–Zhou steepest descent method for the Riemann–Hilbert problem for polynomials on the line orthogonal with respect to the weight |x|2αe−NV(x). Our main attention was on the construction of a local parametrix near the origin by means of the ψ-functions associated with a distinguished solution uα of the Painlevé XXXIV equation. This solution is related to a particular solution of the Painlevé II equation, which, however, is different from the usual Hastings–McLeod solution. In this paper we compute the asymptotic behaviour of uα(s) as s → ±∞. We conjecture that this asymptotics characterizes uα and we present supporting arguments based on the asymptotic analysis of a one-parameter family of solutions of the Painlevé XXXIV equation which includes uα. We identify this family as the family of tronquée solutions of the thirty fourth Painlevé equation.

Multi-critical unitary random matrix ensembles and the general Painlevé II equation

We study unitary random matrix ensembles of the form Z-'N\detM\2«e-NTrVWdM, where a > -1/2 and V is such that the limiting mean eigenvalue density for n, N - > oc and n/N - ► 1 vanishes quadratically at the origin. In order to compute the double scaling limits of the eigenvalue correlation kernel near the origin, we use the Deift/Zhou steepest descent method applied to the Riemann-Hilbert problem for orthogonal polynomials on the real line with respect to the weight \x\2ae~NV^x Here the main focus is on the construction of a local parametrix near the origin with ^-functions associated with a special solution qa of the Painleve II equation q = sq + 2q3 - a. We show that qa has no real poles for a > -1/2, by proving the solvability of the corresponding Riemann-Hilbert problem. We also show that the asymptotics of the recurrence coefficients of the orthogonal polynomials can be expressed in terms of qa in the double scaling limit.

Critical Edge Behavior in Unitary Random Matrix Ensembles and the Thirty-Fourth Painlevé Transcendent

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles Z(n,N)(-1)vertical bar det M vertical bar (2 alpha)e(-NTrV(M)) dM, with alpha > -1/2, defined on n x n Hermitian matrices M. Assuming that the limiting mean eigenvalue density is regular and that the origin is a right endpoint of its support, we compute the limiting eigenvalue correlation kernel in the double scaling limit as n, N -> infinity such that n(2/3)(n/N-1) = O(1). We use the Deift-Zhou steepest descent method for the Riemann-Hilbert problem for polynomials orthogonal with respect to the weight vertical bar x vertical bar(2 alpha)e(-NV(x)). Our main attention is on the construction of a local parametrix near the origin by means of the psi-functions associated with a distinguished solution of the Painleve XXXIV equation.

Power-law eigenvalue density, scaling, and critical random-matrix ensembles

We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a scaling appropriate for such power-law densities (different from the scaling required in Gaussian random matrix ensembles), we calculate exactly the two-level kernel that determines all eigenvalue correlations. We show that such ensembles belong to the class of critical ensembles.

Universality of a Double Scaling Limit near Singular Edge Points in Random Matrix Models

We consider unitary random matrix ensembles Z_{n,s,t}^{-1}e^{-n tr V_{s,t}(M)}dM on the space of Hermitian n x n matrices M, where the confining potential V_{s,t} is such that the limiting mean density of eigenvalues (as n\to\infty and s,t\to 0) vanishes like a power 5/2 at a (singular) endpoint of its support. The main purpose of this paper is to prove universality of the eigenvalue correlation kernel in a double scaling limit. The limiting kernel is built out of functions associated with a special solution of the P_I^2 equation, which is a fourth order analogue of the Painleve I equation. In order to prove our result, we use the well-known connection between the eigenvalue correlation kernel and the Riemann-Hilbert (RH) problem for orthogonal polynomials, together with the Deift/Zhou steepest descent method to analyze the RH problem asymptotically. The key step in the asymptotic analysis will be the construction of a parametrix near the singular endpoint, for which we use the model RH problem for the special solution of the P_I^2 equation. In addition, the RH method allows us to determine the asymptotics (in a double scaling limit) of the recurrence coefficients of the orthogonal polynomials with respect to the varying weights e^{-nV_{s,t}} on \mathbb{R}. The special solution of the P_I^2 equation pops up in the n^{-2/7}-term of the asymptotics.