Hariharan Narayanan, Scott Sheffield, and I’ve simply uploaded to the arXiv our paper “Sums of GUE matrices and focus of hives from correlation decay of eigengaps“. It is a personally satisfying paper for me, because it connects the work I did as a graduate pupil (with Allen Knutson and Chris Woodward) on sums of Hermitian matrices, with newer work I did (with Van Vu) on random matrix concept, in addition to a number of different outcomes by different authors scattered throughout numerous mathematical subfields.
Suppose are two Hermitian matrices with eigenvalues and respectively (organized in non-increasing order. What can one say concerning the eigenvalues of the sum ? There are actually some ways to reply this query exactly; certainly one of them, launched by Allen and myself a few years in the past, is that there exists a sure triangular array of numbers known as a “hive” that has as its boundary values. However, by the pioneering work of Voiculescu in free likelihood, we all know within the massive restrict that if are asymptotically drawn from some limiting distribution, and and are drawn independently at random (utilizing the unitarily invariant Haar measure) amongst all Hermitian matrices with the indicated eigenvalues, then (below gentle hypotheses on the distribution, and below appropriate normalization), will nearly absolutely have a limiting distribution that’s the free convolution of the 2 unique distributions.
One in all my favorite open issues is to give you a concept of “free hives” that enables one to clarify the latter reality from the previous. That is nonetheless unresolved, however we are actually starting to make a little bit of progress in the direction of this purpose. We all know (as an illustration from the calculations of Coquereaux and Zuber) that if are drawn independently at random with eigenvalues , then the eigenvalues of are distributed in accordance with the boundary values of an “augmented hive” with two boundaries , drawn uniformly at random from the polytope of all such augmented hives. (This augmented hive is principally a daily hive with one other sort of sample, particularly a Gelfand-Tsetlin sample, glued to 1 facet of it.) So, if one may present some kind of focus of measure for the entries of this augmented hive, and calculate what these entries concentrated to, one ought to presumably have the ability to recuperate Voiculescu’s end result after some calculation.
On this paper, we’re in a position to accomplish the primary half of this purpose, assuming that the spectra will not be deterministic, however fairly drawn from the spectra of rescaled GUE matrices (thus are unbiased rescaled copies of the GUE ensemble). We’ve chosen to normalize issues in order that the eigenvalues have dimension , in order that the entries of the augmented hive have entries . Our result’s then that the entries of the augmented hive in truth have a regular deviation of , thus exhibiting just a little little bit of focus. (Truly, from the Brunn-Minkowski inequality, the distribution of those entries is log concave, so as soon as as soon as controls the usual deviation one additionally will get a little bit of exponential decay past the usual deviation; Narayanan and Sheffield had additionally lately established the existence of a fee operate for this kind of mannequin.) Presumably one ought to get significantly better focus, and one ought to have the ability to deal with different fashions than the GUE ensemble, however that is the primary advance that we had been in a position to obtain.
Augmented hives appear difficult to work with immediately, however by adapting the octahedron recurrence launched for this drawback by Knutson, Woodward, and myself a while in the past (which is expounded to the associativity of addition for Hermitian matrices), one can assemble a piecewise linear volume-preserving map between the cone of augmented hives, and the product of two Gelfand-Tsetlin cones. The issue then reduces to establishing focus of measure for sure piecewise linear maps on merchandise of Gelfand-Tsetlin cones (endowed with a sure GUE-type measure). It is a promising formulation as a result of Gelfand-Tsetlin cones are by now fairly properly understood.
However, the piecewise linear map, initially outlined by iterating the octahedron relation , seems considerably daunting. Luckily, there may be an express formulation of this map as a consequence of Speyer, because the supremum of sure linear maps related to good matchings of a sure “excavation graph”. For us it was handy to work with the twin of this excavation graph, and affiliate these linear maps to sure “lozenge tilings” of a hexagon.
It will be extra handy to check the focus of every linear map individually, fairly than their supremum. By the Cheeger inequality, it seems that one can relate the latter to the previous supplied that one has good management on the Cheeger fixed of the underlying measure on the Gelfand-Tsetlin cones. Luckily, the measure is log-concave, so one can use the very current work of Klartag on the KLS conjecture to get rid of the supremum (as much as a logarithmic loss which is just reasonably annoying to cope with).
It stays to acquire focus on the linear map related to a given lozenge tiling. After stripping away some contributions coming from lozenges close to the sting (utilizing some eigenvalue rigidity outcomes of Van Vu and myself), one is left with some bulk contributions which finally contain eigenvalue interlacing gaps comparable to
the place is the eigenvalue of the highest left minor of , and is within the bulk area for some fastened . To get the specified end result, one wants some non-trivial correlation decay in for these statistics. If one was working with eigenvalue gaps fairly than interlacing outcomes, then such correlation decay was conveniently obtained for us by current work of Cippoloni, Erdös, and Schröder. So the final remaining problem is to grasp the relation between eigenvalue gaps and interlacing gaps.
For this we turned to the work of Metcalfe, who uncovered a determinantal course of construction to this drawback, with a kernel related to Lagrange interpolation polynomials. It’s attainable to satisfactorily estimate numerous integrals of those kernels utilizing the residue theorem and eigenvalue rigidity estimates, thus finishing the required evaluation.