2024 Seminars

  Events (We may skip the seminar in case it overlaps with some other academic events.)

[2024/09/25] Shinsuke Nishigaki, Janossy densities, Tracy-Widom DEs and random matrix spacing distributions

Abstract: TBA

[2024/09/18] Lu Zhang, TBA

Abstract: TBA

[2024/09/11] Gaultier Lambert, Statistical properties of free fermions

Abstract: The ground state of a free Fermi gas is a classical example of determinantal processes whose correlation kernel is associated with a Schrödinger operator on R^n. This observation is due to Macchi (1975) and determinantal processes have been intensively studied since then. In this talk, I will explain recent results that we obtained with Alix Deleporte about the fluctuations of these determinantal point processes, this will include universality of local correlations and different central limit theorems. The proof are based on the semiclassical analysis of Schrödinger operator, and more generally pseudo-differential operators, on R^n.

[2024/08/28] Christopher Hughes, Random matrix insights into discrete moments of the Riemann zeta function

Abstract: TBA

[2024/08/14] Seongjae Park, Large gap probabilities of complex and symplectic spherical ensembles with point charges

Abstract: TBA

[2024/07/31] Sang-Gyun Youn, A new source for asymptotic free independence

Abstract: Free independence is at the heart of free probability, originating from a long-standing open classification problem of operator algebras. Free independence differs from the notion of independence between random variables, but it can be concretely realized by the asymptotic behavior of independent random matrices. There are many related results, and independence between random matrices is essential in obtaining free independence. A recent progress by Mingo and Popa in 2019 is the discovery of a fundamentally different approach to obtaining asymptotic freeness. They proved asymptotic freeness between the (four) partial transposes of a bipartite Wishart matrix without assuming independence between random matrices. In this talk, we explore why the partial transposition is considered important from the perspective of quantum information theory, and discuss the extendibility of this asymptotic freeness result to the general multipartite Wishart matrix and the associated free central limit theorem.

[2024/07/24] Nathan Hayford, The Ising model on a random planar lattice: exact genus zero free energy

Abstract: The 2D Ising model is one of the most celebrated examples of an exactly solvable lattice model. Motivated by problems in statistical mechanics and 2D quantum gravity, in 1986 Vladimir Kazakov considered the Ising model on a random planar lattice using techniques from random matrix theory. He was able to derive a formula for the free energy of this model, and made the first prediction of the Kniznik-Polyakov-Zamolodchikov (KPZ) formula for the shift of the critical exponents of a conformal field theory when coupled to quantum gravity. Unfortunately, his derivation was not mathematically rigorous, and the formula he obtained for the free energy was somewhat unwieldy. In this talk, I will review some of the details regarding both the Ising model and random matrices, and sketch a rigorous proof of Kazakov’s formula for the free energy. If time permits, we will also discuss the multicritical behavior of this model. This is joint work with Maurice Duits and Seung-Yeop Lee.

[2024/07/17] Lu Wei, Cumulant Structures of Entanglement Entropy

Abstract: We will discuss new methods to, in principle, obtain all cumulants of von Neumann entropy over different models of random states. The new methods uncover the structures of cumulants in terms of lower-order joint cumulants involving families of ancillary linear statistics. Importantly, the new methods avoid the task of simplifying nested summations when using existing methods in the literature that becomes prohibitively tedious as the order of cumulant increases. This talk is based on an ongoing joint work with Youyi Huang.

[2024/07/10] Mark Crumpton, Mean eigenvector self-overlap in elliptic Ginibre ensembles at strong and weak non-Hermiticity

Abstract: The matrix of eigenvector overlaps, introduced by Chalker & Mehlig, is known to have many applications, including the description of decay laws in quantum chaotic scattering and the characterization of eigenvalue sensitivity. For normal matrices, the corresponding eigenvector overlaps are trivial due to orthogonality. However, when one considers non-normal matrices, the entries of the matrix of overlaps can become macroscopically large. In this talk, we study the diagonal entries of the matrix of overlaps, denoted self overlaps, for ensembles of N ×N real and complex random matrices with varying degrees of non-normality. We focus in particular on the real and complex elliptic Ginibre ensembles, with mean zero i.i.d. Gaussian entries and a correlation between offdiagonal matrix entries, governed by τ ∈ [0, 1). We will present new results for the mean self-overlap associated with complex eigenvalues at finite N in both ensembles, however we are mainly concerned with large N asymptotic behaviour. As N becomes large, we consider three different regions of the complex plane with different density of complex eigenvalues: the spectral bulk, the spectral edge and a region of eigenvalue depletion close to the real line. This is done for two different limits of τ , known as strong non-Hermiticity, where τ ∈ [0, 1) is fixed as N → ∞ and weak non-Hermiticity, where τ → 1 as N → ∞. As part of this talk we will also review some important existing results in this field and provide numerical evidence of our new results.

[2024/07/03] Jaeseong Oh, q-deformed Gaussian unitary ensemble: spectral moments and genus-type expansions

Abstract: The eigenvalue probability density function of the Gaussian Unitary Ensemble permits a $q$-extension related to the discrete $q$-Hermite weight and the corresponding $q$-orthogonal polynomials. In this talk, I will review Flajolet and Viennot's classical theory concerning the combinatorics of the moments of orthogonal polynomials. This theory enabled us to derive a positive sum formula for the spectral moments of this model. This is based on joint work with Sung-Soo Byun and Peter Forrester.

[2024/06/26] Charlie Dworaczek Guera, Asymptotics for Beta-Ensembles at High Temperature

Abstract: In the high-temperature regime for β-ensembles, the inverse temperature is set as β=O(1/N). In this setting, the entropic effects due to the integration Lebesgue measure play on the same scale as the energy. Due to a simultaneous energy minimization-entropy maximization, it results in the non-compactness of the support of the equilibrium measure. In previous research, in collaboration with Ronan Memin (IMT), we proved a CLT for linear statistics in this regime by inverting the master operator, which is a central object in the study of the fluctuations. In this presentation, I will demonstrate how to employ the loop equations analysis method to establish the existence of an asymptotic expansion for the log partition function. We will see how certain aspects of the proof are significantly more complex compared to the classical regime.

[2024/06/19] Mario Kieburg, Symplectic Eigenvalues and the Black Hole Information Paradox

Abstract: The information paradox in quantum information exists since Hawking's proposal of black hole radiation. The fundamental question is: how is it possible to have a thermal radiation while the time evolution in a Hilbert space must be unitary? This physical question actually offers an interesting playground for random matrix theorists when studying the problem from a statistical mechanics' point of view. Already the very simple model by Page, who considered a uniformly distributed pure quantum state, gave rise for the fixed trace ensemble. Considering Hawking's description of black hole radiation via bosons one obtains a random matrix model involving the non-compact symplectic group. The relevant spectral quantities are not the eigenvalues but the symplectic eigenvalues of the corresponding covariance matrix. I will introduce the rather exotic concept of this kind of spectral statistics and report on the random matrix model we have studied.

[2024/06/12] Taro Nagao, Coulomb gas on an elliptic annulus and Chebyshev polynomials

Abstract: Two-dimensional Coulomb gases are studied when they are distributed on elliptic annuli and the asymptotic forms of the gas molecule correlation functions are evaluated. For that purpose, two-dimensional orthogonality of the Chebyshev polynomials on the complex plane is utilized.

[2024/05/22] Stephane Dartois, Injective norm of random tensors and geometric entanglement of random quantum states

Abstract: In this talk, I will present the results of a collaboration with Benjamin McKenna on the injective norm of large random Gaussian tensors and uniform random quantum states, and describe some of the context underlying this work. The injective norm is a natural generalization to tensors of the operator norm of a matrix and appears in multiple fields. In quantum information, the injective norm is one important measure of genuine multipartite entanglement of quantum states, known as geometric entanglement. In our recent preprint, we provide a high-probability upper bound on the injective norm of real and complex Gaussian random tensors, which corresponds to a lower bound on the geometric entanglement of random quantum states, and to a bound on the ground-state energy of a particular multispecies spherical spin glass model. Our result represents a first step towards solving an important question in quantum information that has been part of folklore.

[2024/05/15] Matthias Allard, Correlation functions between eigenvalues and singular values

Abstract: The talk is about the probabilistic relations between eigenvalues and singular values of bi-unitarily invariant ensembles. We first extend the notion of k-point correlation function to j,k-point correlation functions when studying the interactions between j singular values and k singular values and, then, give an exact formula for the 1,1-point correlation function. This formula simplifies drastically when assuming the singular values are drawn from a polynomial ensemble. We will give some idea of the proof for the main result. Finally, we will show some numerical simulations to illustrate what the 1,1-point correlation function looks like for the classical cases of Laguerre and Jacobi ensembles and what it reveals about the interactions between singular values and eigenvalues.

[2024/04/17] Mattia Cafasso, Biorthogonal measures, polymer partition functions, and random matrices

Abstract: In this talk, I will describe a particular class of biorthogonal measures related to discrete and semi-discrete polymers (Log-Gamma, O'Connell-Yor, and mixed). More precisely, I will show that the Laplace transform of the partition function of the mentioned polymers coincides with the multiplicative statistics of these biorthogonal measures. This result can be seen as a finite N variant of the connection between the narrow wedge solution of the KPZ equation and the Airy point process. It generalizes previous results of Imamura and Sasamoto for the (homogeneous) O'Connell-Yor polymer. Time permitting, I will show some applications to the small-temperature limit of these polymers and their relation with matrix models. These results have been obtained jointly with Tom Claeys.

[2024/04/10] Patrick Lopatto, Smallest gaps between eigenvalues of real Gaussian matrices

Abstract: I will discuss recent work that determines the asymptotic distribution of the smallest gaps between complex eigenvalues of the real Ginibre ensemble. I will also provide a brief overview of what is currently known about extremal eigenvalue gaps of random matrices, both small and large, and highlight a few open problems. This talk is based on joint work with Matthew Meeker.

[2024/04/03] Alon Nishy, Charge fluctuations in the hierarchical Coulomb gas

Abstract: The two-dimensional One-Component Plasma (OCP) is a Coulomb system that consists of identical, electrically charged particles embedded in a uniform background of the opposite charge, interacting through a logarithmic potential. In the 90s, Jancovici, Lebowitz and Manificat discovered a law for the probabilities of observing large charge fluctuations in the OCP. Mathematically, this law has only been fully proved in the determinantal case (i.e., for the Ginibre ensemble). A few years ago, Chatterjee introduced a hierarchical version of the OCP, inspired by Dyson's hierarchical model of the Ising ferromagnet. We show that the JLM law holds for the hierarchical Coulomb model at any finite positive temperature. 

Based on a joint work with Oren Yakir.

[2024/03/13] Andrew Campbell, Truncations of random matrices and differentiation of (random) polynomials

Abstract: For an $N\times N$ Hermitian matrix $A$  the eigenvalues of the top-left $N-1\times N-1$ submatrix (or truncation) of $A$ interlace with the original eigenvalues of $A$. We could then continue to remove rows and columns to get further interlacing sequences of eigenvalues, and we can think of this process as some kind of dynamics on the spectral measures. Similarly differentiating real rooted polynomials will produce interlacing among the roots, and we can think of this as some other dynamics on the root measures. Various recent results have shown, both heuristically and rigorously, that for random matrices these two processes produce the same dynamics on the measures. However, if we consider the analogous processes from non-Hermitian matrices or complex rooted polynomials there is no obvious geometric reason for the processes to coincide and the picture is much less clear. After looking at a brief history of the real case, we will discuss how one can connect these processes for single ring matrices and random polynomials with independent coefficients. This talk will be based on joint work with Sean O'Rourke and David Renfrew.

[2024/03/06] Joakim Cronvall, Spectral gaps in the random normal matrix model

Abstract: We consider the random normal matrix model (the two-dimensional Coulomb gas at inverse temperature $\beta=2$). If the droplet is disconnected, there will be interactions between the different components leading to some new behaviours of the system. I will discuss some results in the case of a rotational-invariant potential where the droplet consists of several concentric annuli. In particular I will discuss how a disconnected droplet affects asymptotics of the partition function and the correlation kernel near the boundary.

The talk is based on work with Yacin Ameur and Christophe Charlier.

[2024/02/28] Jaehun Lee, Phase transition for the smallest eigenvalue of covariance matrices

Abstract: Under the assumption of a finite fourth moment, the behavior of the smallest eigenvalue in covariance matrices has been extensively studied. In this talk, we explore the intriguing scenario where each entry possesses an infinite fourth moment while still having a finite second moment. We investigate the phase transition from Tracy- Widom to Gaussian fluctuation for the smallest eigenvalue in this context. Time-permitting, we will also delve into a more heavy-tailed regime, broadening the scope of our investigation. This is based on the joint work with Zhigang Bao and Xiaocong Xu.

[2024/02/21] Fredrik Viklund, Free energy of a Coulomb gas on a Jordan domain

Abstract: I will report on recent joint work with Kurt Johansson (KTH). We consider a Coulomb gas restricted to a Jordan domain in the complex plane. We ask how the asymptotic expansion of the free energy, as the number of particles tends to infinity, depends on the geometry of the domain. I will explain how this problem is related to the Grunsky operator -- a classical tool in complex analysis -- and how this in turn reveals a close connection to the Loewner energy and other interesting domain functionals. I will further discuss the effect of corners,  which turns out to be universal in a certain sense. Most main players (Grunsky, Loewner, etc) will be introduced in the talk.

[2024/02/14] Jang Soo Kim, Lecture hall graphs and the Askey scheme

Abstract: We establish, for every family of orthogonal polynomials in the Askey scheme and the q-Askey scheme, a combinatorial model for mixed moments and coefficients in terms of paths on the lecture hall lattice. This generalizes to all families of orthogonal polynomials in the Askey scheme previous results of Corteel and Kim for the little q-Jacobi polynomials. This is joint work with Sylvie Corteel, Bhargavi Jonnadula, and Jon Keating.

[2024/02/07] Dong Wang, Local hard edge universality of Muttalib-Borodin ensemble

Abstract: Muttalib-Borodin ensemble is defined by the joint probability density function $$\prod_{1 \leq i < j \leq n} (x_i - x_j)(x^{\theta}_i - x^{\theta}_j) \prod^n_{i = 1} e^{-nV(x_i)}.$$ It is proposed by physicist Muttalib as a toy model of quantum transport, and has relations to random matrix theory. Because of its simplicity and its non-trivial hard edge limit, the Muttalib-Borodin ensemble becomes the archetype of biorthogonal ensembles. Borodin studied this model in the $V(x) = x$ case, and found its limiting distribution around the hard edge $0$. We show that for a large class of $V$, the Muttalib-Borodin ensemble has the same limiting distribution, that is, the model has a universal property. Our approach is by the asymptomatic analysis of a kind of vector-valued Riemann-Hilbert problem, with a new construction of the local parametrix for irrational $\theta$.

[2024/01/31] Dang-Zheng Liu, Two edge statistics for deformed GinUEs

Abstract: Considering a sum of a complex Ginibre matrix  and a deterministic matrix, we prove that there are  only two kinds of eigenvalue statistics  at the spectral edge: Ginibre edge  statistics and  critical statistics. The latter seems new.  The method depends on a key finding that the eigenvalue correlation functions can be expressed as matrix integrals  via  auto-correlations of  characteristic polynomials. This talk is based on joint work with Lu Zhang (USTC).

[2024/01/24] Mohammed Osman, Bulk Universality for Complex Weakly non-Hermitian Matrices

Abstract: We consider the ensemble of complex elliptic random matrices in the weakly non-Hermitian regime. First we prove that after adding a weakly non-Hermitian Gaussian matrix of comparatively small variance, the bulk correlation functions converge to a universal limit, under certain assumptions on the initial matrix. Using the method of time reversal we can remove the Gaussian component if the initial matrix has a sufficiently smooth distribution.

[2024/01/17] Nick Simm, Character expansion in non-Hermitian ensembles

Abstract: The archetypal model of a non-Hermitian random matrix is the Ginibre ensemble, consisting of i.i.d. standard Gaussian entries with no symmetry constraints. Another interesting non-Hermitian ensemble is obtained by truncating a Haar distributed unitary matrix, which can be shown to recover the Ginibre ensemble in a suitable limit. I will discuss recent work which develops a character expansion approach for evaluating correlations of characteristic polynomials in such models. The approach leads to a number of dualities interchanging the size of the matrices with the number of factors in the correlator. At the same time, it gives an alternative route to finding closed form determinantal or Pfaffian expressions. This is joint work with A. Serebryakov (Sussex).

[2024/01/10] Kohei Noda, Determinantal structure of the overlaps for induced Ginibre/spherical unitary ensembles

Abstract: Recently, overlap, which is defined by the left and right eigenvectors of a matrix, is one of the hottest topics in random matrix theory. This plays a role in measuring the non-Hermiticity of the matrix. Indeed, the overlap is trivial for Hermitian matrices, and hence, it plays an essential role for non-Hermitian matrices. In 2020, Akemann, Tribe, Tsareas, and Zaboronski showed that the k-th conditional expectation of the overlaps for the Ginibre unitary ensemble forms a determinantal structure. In this talk, based on their approach, I will show the determinantal structure of the overlaps for the induced Ginibre/spherical unitary ensembles. The former model is the generalization of the Ginibre unitary ensemble with the origin point insertion, and the latter model is the non-Gaussian model with the origin point insertion. I will also present the scaling limits for both models. The scaling limits in the strong non-unitary regime are the same as those shown by Akemann et al for the Ginibre unitary ensemble. As a consequence, the universality of the overlaps is confirmed. On the other hand, I will present new scaling limits for the weakly non-unitary regime and the singular origin regime.