Research in Random Matrices and Integrable Systems

随机矩阵和可积系统研究

• 批准号: 9732687
• 负责人: Harold Widom
• 金额: $ 21.57万
• 依托单位: University of California-Santa Cruz
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1998
• 资助国家: 美国
• 起止时间: 1998-07-01 至 2004-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9732687&HistoricalAwards=false
• 关键词: Research; Random; Matrices; Integrable; Systems

Proposal: DMS-9732687 Principal Investigator: Harold Widom Abstract: Random matrix theory has had remarkably wide applicability: the spacing distributions arising in random matrix theory have over the past few years been shown to have deep applications in number theory; there are applications in numerical analysis and computational complexity where condition numbers of random matrices are important; random matrix theory has motivated developments in the Riemann-Hilbert method, which in turn finds applications to a variety of problems in integrable systems and inverse scattering. In physics the applications range from many-body systems (both atomic and nuclear), to quantum chaos to quantum transport in mesoscopic systems. Four areas for research are specified. The first is related to the fact that in certain random matrix ensembles the measure describing the eigenvalue distribution is the Gibbs measure for charges interacting via a potential at inverse temperature beta equal to one, two or four (corresponding to orthogonal, unitary and symplectic ensembles, respectively). The limiting spacing distributions for these ensembles are now quite well understood but the methods are applicable to these values of beta only. The question for general beta, while quite difficult, is mathematically interesting and quite important in statistical physics. A new approach looks promising and we intend to pursue it. The second area of research is the question of universality of the limiting distribution of the largest eigenvalue in matrix ensembles. This would be analogous to the universality of the Gaussian distribution for sums of independent random variables, the central limit theorem. Thirdly, we propose to study the order statistics of the spacings between eigenvalues (which is different from the spacing distributions between consecutive eigenvalues mentioned above). For example, what is the probability distribution for the largest or smallest spacing? There are known results for independent random variabl es but, apparently, none yet for for random matrices, whose eigenvalues are far from independent. Finally, we hope to complete earlier work on the asymptotics of solutions to the periodic Toda equations by determining the asymptotics on the so-called critical curves, where the asymptotics will take a very different form. The theory of Wiener-Hopf operators and operator determinants should play a decisive role in this investigation. In the 1950s Eugene Wigner, in his now classic study of highly excited states of large nuclei of atoms, introduced a mathematical model to describe the spacing between these states. This model goes under the name of random matrix theory. Since Wigner's pioneering work, it has been shown that the mathematics of random matrices has far-reaching applications to condensed matter physics, atomic physics and the new area of quantum chaos. In mathematics itself, random matrix theory has surfaced in a multitude of different contexts. It is natural to ask why the subject has such wide applicability. In probability theory the bell-shaped curve is pervasive because of a theorem which says roughly that when one adds quantities which are random and independent, the sum follows the bell-shaped curve regardless of the distribution of the quantities themselves. The distribution functions of random matrix theory appear to have a similar universality for a class of problems in which there is a high degree of dependence in the underlying processes. In the present project the mathematics of random matrix theory will be further developed with an eye toward possible applications.

摘要：随机矩阵理论具有非常广泛的适用性：近年来，随机矩阵理论中出现的空间分布问题在数论中得到了广泛的应用；随机矩阵的条件数在数值分析和计算复杂性中有重要的应用；随机矩阵理论推动了黎曼-希尔伯特方法的发展，该方法又应用于可积系统和逆散射中的各种问题。在物理学中，应用范围从多体系统（原子和核）到量子混沌到介观系统中的量子输运。指定了四个研究领域。第一个与以下事实有关：在某些随机矩阵系综中，描述本征值分布的测度是电荷通过逆温度β（分别对应于正交系综、酉系综和辛系综）的势相互作用的吉布斯测度。这些系综的极限间距分布现在已经很清楚了，但这些方法只适用于这些值。一般贝塔的问题，虽然很难，但在数学上很有趣，在统计物理中也很重要。一种新的方法看起来很有希望，我们打算继续下去。第二个研究领域是矩阵系综中最大特征值的极限分布的普适性问题。这类似于独立随机变量和的高斯分布的普适性，即中心极限定理。第三，我们提出研究特征值之间间隔的序统计量（不同于上述连续特征值之间的间隔分布）。例如，最大或最小间距的概率分布是什么？对于独立随机变量已经有了已知的结果，但是对于特征值远非独立的随机矩阵显然还没有。最后，我们希望通过确定所谓的临界曲线上的渐近性来完成关于周期Toda方程解的渐近性的早期工作，其中渐近性将采取非常不同的形式。Wiener-Hopf算子和算子行列式理论将在这一研究中发挥决定性作用。20世纪50年代，尤金·维格纳（Eugene Wigner）在他对大原子核高激发态的经典研究中，引入了一个数学模型来描述这些状态之间的间隔。这个模型被称为随机矩阵理论。自Wigner的开创性工作以来，随机矩阵的数学已被证明在凝聚态物理，原子物理和量子混沌的新领域具有深远的应用。在数学本身，随机矩阵理论已经出现在许多不同的背景下。人们自然会问，为什么这一主题具有如此广泛的适用性。在概率论中，钟形曲线是普遍存在的，因为一个定理粗略地说，当一个人将随机和独立的数量相加时，总和遵循钟形曲线，而不管数量本身的分布如何。随机矩阵理论的分布函数对于一类在底层过程中存在高度依赖的问题似乎具有类似的普适性。在本项目中，随机矩阵理论的数学将进一步发展，着眼于可能的应用。