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Updates on the two polymath projects

15 June, 2012 in admin, polymath, update | Tags: , | by | 2 comments

Two quick updates with regards to polymath projects.  Firstly, given the poll on starting the mini-polymath4 project, I will start the project at Thu July 12 2012 UTC 22:00.  As usual, the main research thread on this project will be held at the polymath blog, with the discussion thread hosted separately on this blog.

Second, the Polymath7 project, which seeks to establish the “hot spots conjecture” for acute-angled triangles, has made a fair amount of progress so far; for instance, the first part of the conjecture (asserting that the second Neumann eigenfunction of an acute non-equilateral triangle is simple) is now solved, and the second part (asserting that the “hot spots” (i.e. extrema) of that second eigenfunction lie on the boundary of the triangle) has been solved in a number of special cases (such as the isosceles case).  It’s been quite an active discussion in the last week or so, with almost 200 comments across two threads (and a third thread freshly opened up just now).  While the problem is still not completely solved, I feel optimistic that it should fall within the next few weeks (if nothing else, it seems that the problem is now at least amenable to a brute force numerical attack, though personally I would prefer to see a more conceptual solution).

Random matrices: Universality of local spectral statistics of non-Hermitian matrices

11 June, 2012 in math.PR, math.SP, paper | Tags: , , , , , | by | 4 comments

Van Vu and I have just uploaded to the arXiv our paper “Random matrices: Universality of local spectral statistics of non-Hermitian matrices“. The main result of this paper is a “Four Moment Theorem” that establishes universality for local spectral statistics of non-Hermitian matrices with independent entries, under the additional hypotheses that the entries of the matrix decay exponentially, and match moments with either the real or complex gaussian ensemble to fourth order. This is the non-Hermitian analogue of a long string of recent results establishing universality of local statistics in the Hermitian case (as discussed for instance in this recent survey of Van and myself, and also in several other places).

The complex case is somewhat easier to describe. Given a (non-Hermitian) random matrix ensemble {M_n} of {n \times n} matrices, one can arbitrarily enumerate the (geometric) eigenvalues as {\lambda_1(M_n),\ldots,\lambda_n(M_n) \in {\bf C}}, and one can then define the {k}-point correlation functions {\rho^{(k)}_n: {\bf C}^k \rightarrow {\bf R}^+} to be the symmetric functions such that

\displaystyle \int_{{\bf C}^k} F(z_1,\ldots,z_k) \rho^{(k)}_n(z_1,\ldots,z_k)\ dz_1 \ldots dz_k

\displaystyle = {\bf E} \sum_{1 \leq i_1 < \ldots < i_k \leq n} F(\lambda_1(M_n),\ldots,\lambda_k(M_n)).

In the case when {M_n} is drawn from the complex gaussian ensemble, so that all the entries are independent complex gaussians of mean zero and variance one, it is a classical result of Ginibre that the asymptotics of {\rho^{(k)}_n} near some point {z \sqrt{n}} as {n \rightarrow \infty} and {z \in {\bf C}} is fixed are given by the determinantal rule

\displaystyle \rho^{(k)}_n(z\sqrt{n} + w_1,\ldots,z\sqrt{n}+w_k) \rightarrow \hbox{det}( K(w_i,w_j) )_{1 \leq i,j \leq k} \ \ \ \ \ (1)

for {|z| < 1} and

\displaystyle \rho^{(k)}_n(z\sqrt{n} + w_1,\ldots,z\sqrt{n}+w_k) \rightarrow 0

for {|z| > 1}, where {K} is the reproducing kernel

\displaystyle K(z,w) := \frac{1}{\pi} e^{-|z|^2/2 - |w|^2/2 + z \overline{w}}.

(There is also an asymptotic for the boundary case {|z|=1}, but it is more complicated to state.) In particular, we see that {\rho^{(k)}_n(z \sqrt{n}) \rightarrow \frac{1}{\pi} 1_{|z| \leq 1}} for almost every {z}, which is a manifestation of the well-known circular law for these matrices; but the circular law only captures the macroscopic structure of the spectrum, whereas the asymptotic (1) describes the microscopic structure.

Our first main result is that the asymptotic (1) for {|z|<1} also holds (in the sense of vague convergence) when {M_n} is a matrix whose entries are independent with mean zero, variance one, exponentially decaying tails, and which all match moments with the complex gaussian to fourth order. (Actually we prove a stronger result than this which is valid for all bounded {z} and has more uniform bounds, but is a bit more technical to state.) An analogous result is also established for real gaussians (but now one has to separate the correlation function into components depending on how many eigenvalues are real and how many are strictly complex; also, the limiting distribution is more complicated, being described by Pfaffians rather than determinants). Among other things, this allows us to partially extend some known results on complex or real gaussian ensembles to more general ensembles. For instance, there is a central limit theorem of Rider which establishes a central limit theorem for the number of eigenvalues of a complex gaussian matrix in a mesoscopic disk; from our results, we can extend this central limit theorem to matrices that match the complex gaussian ensemble to fourth order, provided that the disk is small enough (for technical reasons, our error bounds are not strong enough to handle large disks). Similarly, extending some results of Edelman-Kostlan-Shub and of Forrester-Nagao, we can show that for a matrix matching the real gaussian ensemble to fourth order, the number of real eigenvalues is {\sqrt{\frac{2n}{\pi}} + O(n^{1/2-c})} with probability {1-O(n^{-c})} for some absolute constant {c>0}.

There are several steps involved in the proof. The first step is to apply the Girko Hermitisation trick to replace the problem of understanding the spectrum of a non-Hermitian matrix, with that of understanding the spectrum of various Hermitian matrices. The two identities that realise this trick are, firstly, Jensen’s formula

\displaystyle \log |\det(M_n-z_0)| = - \sum_{1 \leq i \leq n: \lambda_i(M_n) \in B(z_0,r)} \log \frac{r}{|\lambda_i(M_n)-z_0|}

\displaystyle + \frac{1}{2\pi} \int_0^{2\pi} \log |\det(M_n-z_0-re^{i\theta})|\ d\theta

that relates the local distribution of eigenvalues to the log-determinants {\log |\det(M_n-z_0)|}, and secondly the elementary identity

\displaystyle \log |\det(M_n - z)| = \frac{1}{2} \log|\det W_{n,z}| + \frac{1}{2} n \log n

that relates the log-determinants of {M_n-z} to the log-determinants of the Hermitian matrices

\displaystyle W_{n,z} := \frac{1}{\sqrt{n}} \begin{pmatrix} 0 & M_n -z \\ (M_n-z)^* & 0 \end{pmatrix}.

The main difficulty is then to obtain concentration and universality results for the Hermitian log-determinants {\log|\det W_{n,z}|}. This turns out to be a task that is analogous to the task of obtaining concentration for Wigner matrices (as we did in this recent paper), as well as central limit theorems for log-determinants of Wigner matrices (as we did in this other recent paper). In both of these papers, the main idea was to use the Four Moment Theorem for Wigner matrices (which can now be proven relatively easily by a combination of the local semi-circular law and resolvent swapping methods), combined with (in the latter paper) a central limit theorem for the gaussian unitary ensemble (GUE). This latter task was achieved by using the convenient Trotter normal form to tridiagonalise a GUE matrix, which has the effect of revealing the determinant of that matrix as the solution to a certain linear stochastic difference equation, and one can analyse the distribution of that solution via such tools as the martingale central limit theorem.

The matrices {W_{n,z}} are somewhat more complicated than Wigner matrices (for instance, the semi-circular law must be replaced by a distorted Marchenko-Pastur law), but the same general strategy works to obtain concentration and universality for their log-determinants. The main new difficulty that arises is that the analogue of the Trotter norm for gaussian random matrices is not tridiagonal, but rather Hessenberg (i.e. upper-triangular except for the lower diagonal). This ultimately has the effect of expressing the relevant determinant as the solution to a nonlinear stochastic difference equation, which is a bit trickier to solve for. Fortunately, it turns out that one only needs good lower bounds on the solution, as one can use the second moment method to upper bound the determinant and hence the log-determinant (following a classical computation of Turan). This simplifies the analysis on the equation somewhat.

While this result is the first local universality result in the category of random matrices with independent entries, there are still two limitations to the result which one would like to remove. The first is the moment matching hypotheses on the matrix. Very recently, one of the ingredients of our paper, namely the local circular law, was proved without moment matching hypotheses by Bourgade, Yau, and Yin (provided one stays away from the edge of the spectrum); however, as of this time of writing the other main ingredient – the universality of the log-determinant – still requires moment matching. (The standard tool for obtaining universality without moment matching hypotheses is the heat flow method (and more specifically, the local relaxation flow method), but the analogue of Dyson Brownian motion in the non-Hermitian setting appears to be somewhat intractible, being a coupled flow on both the eigenvalues and eigenvectors rather than just on the eigenvalues alone.)

Two polymath projects

4 June, 2012 in admin, polymath | Tags: | by | 6 comments

Two polymath related items for this post. Firstly, there is a new polymath proposal over at the polymath blog, proposing to attack the “hot spots conjecture” (concerning a maximum principle for a heat equation) in the case when the domain is an acute-angled triangle (the case of the right and obtuse-angled triangles already being solved). Please feel free to comment on the proposal blog post if you are interested in participating.

Secondly, it is once again time to set up the annual “mini-polymath” project to collaboratively solve one of this year’s International Mathematical Olympiad problems. This year, the Olympiad is being held in Argentina, with the problems given out on July 10-11. As usual, there will be a wiki page, discussion thread, and research thread for the project. As in previous years, the first thing to resolve is the starting date and time, so I am setting up a poll here to fix a time (and also to get a preliminary indication of interest in the project).  (I am using 24-hour Coordinated Universal Time (UTC) for these times.  Here is a link that converts the first time given in the poll (Thu Jul 12 2012 UTC 6:00) into other time zones.) Given that the last three mini-polymaths were reasonably successful, I am not planning any changes to the format, but of course if there are any suggestions for changes, I’d be happy to hear them in the comments.

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