Sums of GUE matrices and concentration of hives from correlation decay of eigengaps

IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY
Hariharan Narayanan, Scott Sheffield, Terence Tao
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引用次数: 0

Abstract

Associated to two given sequences of eigenvalues \(\lambda _1 \ge \cdots \ge \lambda _n\) and \(\mu _1 \ge \cdots \ge \mu _n\) is a natural polytope, the polytope of augmented hives with the specified boundary data, which is associated to sums of random Hermitian matrices with these eigenvalues. As a first step towards the asymptotic analysis of random hives, we show that if the eigenvalues are drawn from the GUE ensemble, then the associated augmented hives exhibit concentration as \(n \rightarrow \infty \). Our main ingredients include a representation due to Speyer of augmented hives involving a supremum of linear functions applied to a product of Gelfand–Tsetlin polytopes; known results by Klartag on the KLS conjecture in order to handle the aforementioned supremum; covariance bounds of Cipolloni–Erdős–Schröder of eigenvalue gaps of GUE; and the use of the theory of determinantal processes to analyze the GUE minor process.

Abstract Image

从 eigengaps 的相关衰减中得出的 GUE 矩阵总和与蜂巢浓度
与两个给定的特征值序列 \(\lambda _1 \ge \cdots \ge \lambda _n\) 和 \(\mu _1 \ge \cdots \ge \mu _n\)相关联的是一个自然多面体,即具有指定边界数据的增强蜂巢多面体,它与具有这些特征值的随机赫米矩阵之和相关联。作为随机蜂巢渐近分析的第一步,我们证明,如果特征值是从 GUE 集合中抽取的,那么相关的增强蜂巢会表现为集中(n \rightarrow \infty \)。我们的主要内容包括:Speyer 提出的增强蜂巢表示法,它涉及应用于 Gelfand-Tsetlin 多面体乘积的线性函数的上峰;Klartag 为处理上述上峰而提出的关于 KLS 猜想的已知结果;Cipolloni-Erdős-Schröder 对 GUE 特征值差距的协方差约束;以及使用行列式过程理论来分析 GUE 小过程。
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来源期刊
Probability Theory and Related Fields
Probability Theory and Related Fields 数学-统计学与概率论
CiteScore
3.70
自引率
5.00%
发文量
71
审稿时长
6-12 weeks
期刊介绍: Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.
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