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2017 Fiscal Year Research-status Report

Spectral measures of random matrices and universality of random Jacobi matrices

Research Project

Project/Area Number 16K17616
Research InstitutionTohoku University

Principal Investigator

Trinh Khanh・Duy  東北大学, 数理科学連携研究センター, 准教授 (00726127)

Project Period (FY) 2016-04-01 – 2019-03-31
Keywordsrandom Jacobi matrices / Gaussian beta ensembles / Wigner's semi-circle law / Gaussian fluctuation
Outline of Annual Research Achievements

Gaussian beta ensembles, the natural generalization of Gaussian orthogonal/unitary/symplectic ensembles, can be realized as eigenvalues of certain random Jacobi matrices with independent entries. The parameter beta here is regarded as the inverse temperature. Gaussian beta ensembles, for fixed beta, have been studied extensively. Many results in three main regimes: global, local/bulk, and edge regimes have been established. This research, however, aims to understand the dependence on beta of the ensembles. We get some results on the global regime, the regime which mainly concerns with the limiting behavior of the empirical distribution of the eigenvalues.

When beta is fixed, a well-known result in the global regime is Wigner's semi-circle law which states that the distribution of eigenvalues, chosen randomly, converges to the semi-circle distribution as the system size tends to infinity. In other words, this means that the empirical distribution of the eigenvalues converges weakly to the semi-circle distribution, almost surely.

When the inverse temperature beta is a function of the system size, the limit is no longer the semi-semicircle distribution. In this research, we can completely describe the limit of the empirical distribution in all cases. Besides the convergence to a limit, the fluctuation around the limit is also investigated by a new method which is applicable to a large class of Jacobi matrices with independent entries.

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

A general approach has been developed to show the convergence to a limit distribution and the fluctuation around the limit of the empirical distribution of random Jacobi matrices with independent entries.

Strategy for Future Research Activity

Three classical beta ensembles in the real line are Gaussian, Wishart and Jacobi beta ensembles. Although they are all realized as eigenvalues of random Jacobi matrices, the structures of the random matrices are all different. So far, several new results have been established for Gaussian beta ensembles and their related class of random Jacobi matrices. The next plan is to study analogous problems for Wishart and Jacobi beta ensembles and more general class of random Jacobi matrices.

Causes of Carryover

The remaining amount will be added to the travel expenses next year.

  • Research Products

    (7 results)

All 2018 2017

All Journal Article (3 results) (of which Peer Reviewed: 2 results) Presentation (4 results) (of which Int'l Joint Research: 1 results,  Invited: 2 results)

  • [Journal Article] Distributions of the determinants of Gaussian beta ensembles2017

    • Author(s)
      Khanh Duy Trinh
    • Journal Title

      RIMS Kokyuroku

      Volume: 2023 Pages: 77-85

  • [Journal Article] Global Spectrum Fluctuations for Gaussian Beta Ensembles: A Martingale Approach2017

    • Author(s)
      Khanh Duy Trinh
    • Journal Title

      J. Theor. Probab.

      Volume: 印刷中 Pages: 1-18

    • DOI

      10.1007/s10959-017-0794-9

    • Peer Reviewed
  • [Journal Article] Limit theorems for persistence diagrams2017

    • Author(s)
      Yasuaki Hiraoka, Tomoyuki Shirai and Khanh Duy Trinh
    • Journal Title

      Annals of Applied Probability

      Volume: 印刷中 Pages: 印刷中

    • Peer Reviewed
  • [Presentation] Global spectral properties of Gaussian beta ensembles2018

    • Author(s)
      Khanh Duy Trinh
    • Organizer
      大阪大学確率論セミナ
    • Invited
  • [Presentation] On infinite Jacobi matrices related to beta ensembles2018

    • Author(s)
      Khanh Duy Trinh
    • Organizer
      The 16th annual Korea-Japan Workshop on Algebra and Combinatorics
    • Int'l Joint Research / Invited
  • [Presentation] On associated orthogonal polynomials2018

    • Author(s)
      Khanh Duy Trinh
    • Organizer
      Workshop on "Random matrices, determinantal processes and their related topics"
  • [Presentation] Poisson statistics for Gaussian beta ensembles at high temperature2017

    • Author(s)
      Khanh Duy Trinh
    • Organizer
      2017年度確率論シンポジウム

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Published: 2018-12-17  

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