Spectral transitions in networks

We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, in analogue to the approach of Nadal and Majumdar (NM) for the Gaussian unitary ensemble (GUE). Generalizing the techniques of Adler, Forrester, Nagao and van Moerbeke, and using "overlapping Pfaffian" identities due to Knuth, we explicitly construct these semi-classical skew-orthogonal polynomials in terms of the semi-classical orthogonal polynomials studied by NM in the case of the GUE. With these polynomials we obtain expressions for the cumulative distribution functions of the largest eigenvalue in the GOE and the GSE. Further, by performing asymptotic analysis of these skew-orthogonal polynomials in the limit of large matrix size, we obtain an alternative derivation of the Tracy-Widom distributions for GOE and GSE. This asymptotic analysis relies on a certain Pfaffian identity, the proof of which employs the characterization of Pfaffians in terms of perfect matchings and link diagrams.

Statistics of the eigenvalues of Tsallis matrices

We study the spectral properties of and spectral crossovers between different random matrix ensembles [Poissonian, Gaussian orthogonal ensemble (GOE), Gaussian unitary ensemble (GUE)] in correlated spin-chain systems, in the presence of random magnetic fields, and the scalar spin-chirality term, competing with the usual isotropic and time-reversal invariant Heisenberg term. We have investigated these crossovers in the context of the level-spacing distribution and the level-spacing ratio distribution. We use random matrix theory (RMT) analytical results to fit the observed Poissonian-to-GOE and GOE-to-GUE crossovers, and examine the relationship between the RMT crossover parameter $\ensuremath{\lambda}$ and scaled physical parameters of the spin-chain systems in terms of a scaling exponent. We find that the crossover behavior exhibits universality, in the sense that, it becomes independent of lattice size in the large Hamiltonian matrix dimension limit. Moreover, the scaling exponent obtained from such a finite size scaling analysis, seems to be quite robust and independent of the type of crossover considered or the specific spectral correlation measure used.

Correlations between energy levels can help distinguish whether a many-body system is of integrable or chaotic nature. The study of short-range and long-range spectral correlations generally involves quantities which are very different, unless one uses the $k$-th nearest neighbor ($k$NN) level spacing distribution. For nearest-neighbor (NN) spectral spacings, the distribution in random matrices is well captured by the Wigner surmise. This well-known approximation, derived exactly for a 2$\times$2 matrix, is simple and satisfactorily describes the NN spacings of larger matrices. There have been attempts in the literature to generalize Wigner's surmise to further away neighbors. However, as we show, the current proposal in the literature fails to accurately capture numerical data.
Using the known variance of the distributions from random matrix theory, we propose a corrected surmise for the $k$NN spectral distributions. This surmise better characterizes spectral correlations while retaining the simplicity of Wigner's surmise. We test the predictions against numerical results and show that the corrected surmise is systematically more accurate at capturing data from random matrices. Using the XXZ spin chain with random on-site disorder, we illustrate how these results can be used as a refined probe of many-body quantum chaos for both short- and long-range spectral correlations.

We study the statistical properties of energy spectra of two-dimensional quasiperiodic tight-binding models. We demonstrate that the nearest-neighbor level spacing distributions of these non-random systems are well described by random matrix theory. Properly taking into account the symmetries of models defined on various finite approximants of quasiperiodic tilings, we find that the underlying universal level-spacing distribution is given by the Wigner-Dyson distribution of the Gaussian orthogonal random matrix ensemble. Our data allow us to see the differences between the Wigner surmise and the exact level-spacing distribution. In particular, our result differs from the critical level-spacing distribution computed at the metal-insulator transition in the three-dimensional Anderson model of disorder.

Multifractality attributed to dual central limit-like convergence effects

In recent years, various early warning signals of critical transition have been presented, such as autocorrelation at lag 1 [AR(1)], variance, the propagator based on detrended fluctuation analysis (DFA-propagator), and so on. Many studies have shown that the climate system has the characteristics of long-term memory (LTM). Will the LTM characteristics of the climate system change as it approaches possible critical transition points? In view of this, the present paper first studies whether the LTM of several folding (folded bifurcation) models changes consistently as they approach their critical points slowly by the rescaled range (R/S) analysis. The results of numerical experiments show that when the control parameters of the folding model are close to its critical threshold, the Hurst exponent H exhibits an almost monotonic increase (significance level α = 0.05). We compare the performance of R/S with the existing indicators, including AR(1), variance, and DFA-propagator, and find that R/S is a perfectly valid alternative. When there is no extra false noise, AR(1) and variance have good early warning effects. After the addition of extra Gaussian white noise of different intensities, the values of AR(1) and variance change significantly. As a result, the DFA-propagator based on AR(1) calibration also changed significantly. Compared with the other three indicators, the early warning effect of H has stronger ability to resist the interference of external false signals. To further verify the validity of increasing H, paleoclimate reconstruction of Cariaco Basin sediment core grayscale record with long trends filtered out is studied by R/S analysis. The other three early warning signals are calculated in the same way. The data contain a well-known abrupt climate change: the transition between the Younger Dryas (YD) and the Holocene. We find that approximately 300 years before this abrupt climate change occurred, before 11.7 kyr BP, the LTM exponents for Cariaco Basin deglacial grayscale data present an obvious increasing trend at a significant level of α = 0.05. Meanwhile, the variation trend of H and DFA-propagator is basically similar. This shows that increasing H by R/S analysis is an effective early warning signal, which indicates that a dynamic system is approaching its possible critical transition points; H is a completely valid alternative signal for AR(1) and DFA-propagator. The main conclusion of this paper is based on numerical experiments. The precise relationship between H and the stability of the underlying state approaching the transition needs to be further studied. Significance Statement Dynamic systems have critical transition points, and these systems will suddenly change from a stable state to another alternative one beyond these points. Using several simple theoretical models and paleoclimate data, we study whether the characteristics of long-term memory, which are ubiquitous in complex systems in nature and society, change as a system approaches its critical transition point. The results show that the long-term memory of a dynamic system increases significantly with the approach of the critical point, whether in theoretical models or in paleoclimate data.

Studies of density matrices for random quantum states lead naturally to the fixed trace Laguerre ensemble in random matrix theory. Previous studies have uncovered explicit rational function formulas for moments of purity statistic (trace of the squared density matrix), and also a third order linear differential equation satisfied by the eigenvalue density. We further probe the origin of these results from the viewpoint of integrability, which is taken here to mean wider classes of recursions and differential equations, and give extensions. Prominent in our study are first order linear matrix differential equations. One application given is to the derivation of the third order scalar equation for the density. Another is to obtain the explicit rational function formula for the variance of the purity statistic in the β generalised fixed trace Laguerre ensemble. In the original case (β = 2), the purity cumulants are expressed in terms of the large argument expansion of a particular σ-Painlevé IV transcendent. In a different but related direction, the exact computation of the two-point correlation for the fixed determinant circular unitary ensemble SU(N ) is given in the Appendix.Dedicated to the memory of Santosh Kumar and his work on exact results in RMT and their applications 1

The microscopic spectral correlations of the Dirac operator in Yang-Mills theories coupled to fermions in $2+1$ dimensions can be related to three universality classes of random matrix theory. In the microscopic limit the orthogonal ensemble corresponds to a theory with two colors and fermions in the fundamental representation and the symplectic ensemble corresponds to an arbitrary number of colors and fermions in the adjoint representation. Using the new method of Widom, we derive an expression for the two scalar kernels which through quaternion determinants gives all spectral correlation functions in the Gaussian orthogonal ensemble (GOE) and in the Gaussian symplectic ensemble (GSE) with all fermion masses equal to zero. The result for the GOE is valid for an arbitrary number of fermions while for the GSE we have results for an even number of fermions.

Formulas are derived for the average level density of deformed, or transition, Gaussian orthogonal random matrix ensembles. After some general considerations about Gaussian ensembles, we derive formulas for the average level density for (i) the transition from the Gaussian orthogonal ensemble (GOE) to the Poisson ensemble and (ii) the transition from the GOE to m GOEs.

The “classical” random graph models, in particular G(n,p), are “homogeneous,” in the sense that the degrees (for example) tend to be concentrated around a typical value. Many graphs arising in the real world do not have this property, having, for example, power-law degree distributions. Thus there has been a lot of recent interest in defining and studying “inhomogeneous” random graph models. One of the most studied properties of these new models is their “robustness”, or, equivalently, the “phase transition” as an edge density parameter is varied. For G(n,p), p = c/n, the phase transition at c = 1 has been a central topic in the study of random graphs for well over 40 years. Many of the new inhomogeneous models are rather complicated; although there are exceptions, in most cases precise questions such as determining exactly the critical point of the phase transition are approachable only when there is independence between the edges. Fortunately, some models studied have this property already, and others can be approximated by models with independence. Here we introduce a very general model of an inhomogeneous random graph with (conditional) independence between the edges, which scales so that the number of edges is linear in the number of vertices. This scaling corresponds to the p = c/n scaling for G(n,p) used to study the phase transition; also, it seems to be a property of many large real-world graphs. Our model includes as special cases many models previously studied. We show that, under one very weak assumption (that the expected number of edges is “what it should be”), many properties of the model can be determined, in particular the critical point of the phase transition, and the size of the giant component above the transition. We do this by relating our random graphs to branching processes, which are much easier to analyze. We also consider other properties of the model, showing, for example, that when there is a giant component, it is “stable”: for a typical random graph, no matter how we add or delete o(n) edges, the size of the giant component does not change by more than o(n). © 2007 Wiley Periodicals, Inc. Random Struct. Alg., 31, 3–122, 2007

We give a streamlined proof of a quantitative version of a result from P. Deift and D. Gioev, Universality in Random Matrix Theory for Orthogonal and Symplectic Ensembles. IMRP Int. Math. Res. Pap. (in press) which is crucial for the proof of universality in the bulk P. Deift and D. Gioev, Universality in Random Matrix Theory for Orthogonal and Symplectic Ensembles. IMRP Int. Math. Res. Pap. (in press) and also at the edge P. Deift and D. Gioev, {Universality at the edge of the spectrum for unitary, orthogonal and symplectic ensembles of random matrices. Comm. Pure Appl. Math. (in press) for orthogonal and symplectic ensembles of random matrices. As a byproduct, this result gives asymptotic information on a certain ratio of the β=1,2,4 partition functions for log gases.

We generalize the recently discovered relationship between JT gravity and double-scaled random matrix theory to the case that the boundary theory may have time-reversal symmetry and may have fermions with or without supersymmetry. The matching between variants of JT gravity and matrix ensembles depends on the assumed symmetries. Time-reversal symmetry in the boundary theory means that unorientable spacetimes must be considered in the bulk. In such a case, the partition function of JT gravity is still related to the volume of the moduli space of conformal structures, but this volume has a quantum correction and has to be computed using Reidemeister-Ray-Singer "torsion." Presence of fermions in the boundary theory (and thus a symmetry $(-1)^F$) means that the bulk has a spin or pin structure. Supersymmetry in the boundary means that the bulk theory is associated to JT supergravity and is related to the volume of the moduli space of super Riemann surfaces rather than of ordinary Riemann surfaces. In all cases we match JT gravity or supergravity with an appropriate random matrix ensemble. All ten standard random matrix ensembles make an appearance -- the three Dyson ensembles and the seven Altland-Zirnbauer ensembles. To facilitate the analysis, we extend to the other ensembles techniques that are most familiar in the case of the original Wigner-Dyson ensemble of hermitian matrices. We also generalize Mirzakhani's recursion for the volumes of ordinary moduli space to the case of super Riemann surfaces.

Our current understanding of quantum chaos in many-body quantum systems hinges on the random matrix theory (RMT) behavior of eigenstates and their energy level statistics. Although RMT has been remarkably successful in describing "coarse" features of many-body quantum Hamiltonians in chaotic regimes, such as the Wigner-Dyson level spacing statistics or the volume-law behavior of eigenstate entanglement entropy, it remains a challenge to describe their "finer" features, particularly those arising from spatial locality. Here, we show that we can accurately describe the statistical behavior of eigenstate ensembles in many-body Hamiltonians by using pure random states with physical constraints that capture the essential features of the Hamiltonian, specifically spatial locality and symmetries. We demonstrate our approach on local spin Hamiltonians with a scalar U(1) charge. By constructing ensembles of constrained random states that account for two commuting scalar charges playing the role of energy and magnetization, we describe the patterns of entanglement of midspectrum eigenstates beyond their average volume-law behavior, including O(1) corrections and fluctuations, analytically and numerically. When defining the correspondence between quantum chaotic eigenstates in many-body Hamiltonians and RMT ensembles, our work highlights the important role played by spatial locality in describing universal features beyond the volume-law behavior.

Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c[over ](omega,x) as well as the distributions of level curvatures and avoided crossing gaps are calculated. The numerical results are compared with the predictions of random matrix theory for Gaussian orthogonal ensemble (GOE) and for coupled GOE matrices. The application of coupled GOE matrices was justified by studying localization phenomena in graphs' wave functions Psi(x) using the inverse participation ratio and the amplitude distribution P(Psi(x)) .