Past Random Matrix Theory Seminars

I will review how the equations of general relativity near a spacetime singularity map onto an arithmetic hyperbolic billiard dynamics. The semiclassical quantum states for this dynamics are Maaβ cusp forms on fundamental domains of modular groups. For example, gravity in four spacetime dimensions leads to PSL(2,Z) while five dimensional gravity leads to PSL(2,Z[w]), with Z[w] the Eisenstein integers. The automorphic forms can be expressed, in a dilatation (Mellin transformed) basis as L-functions. The Euler product representation of these L-functions indicates that these quantum states admit a dual interpretation as a "primon gas" partition function. I will describe some physically motivated mathematical questions that arise from these observations.

In the first half of this talk, I will provide a brief introduction to Isomonodromic deformations with the one-point torus as my main example, and show the relation to the elliptic form of Painlevé VI equation as well as the Lamé equation. In the second half of this talk, I will present an overview of my results in the past few years concerning the associated tau-functions, conformal blocks, and accessory parameters. Finally, I will motivate how probabilistic methods in conformal field theory help us understand the data within Lamé type equations.

I will report on recent progress on influential conjectures from the 1970s and 1980s (Berry-Tabor, Bohigas-Giannoni-Schmit), which suggest that the spectral statistics of the Laplace-Beltrami operator on a given compact Riemannian manifold should be described either by a Poisson point process or by a random matrix ensemble, depending on whether the  geodesic flow is integrable or “chaotic”. This talk will straddle aspects of analysis, geometry, probability, number theory and ergodic theory, and should be accessible to a broad audience. The two most recent results presented in this lecture were obtained in collaboration with Laura Monk and with Wooyeon Kim and Matthew Welsh. 

I will describe a measure of quantum state complexity defined by minimizing the spread of the wavefunction over all choices of basis. We can efficiently compute this measure, which displays universal behavior for diverse chaotic systems including spin chains, the SYK model, and quantum billiards.  In the minimizing basis, the Hamiltonian is tridiagonal, thus representing the dynamics as if they unfold on a one-dimensional chain. The recurrent and hopping matrix elements of this chain comprise the Lanczos coefficients, which I will relate through an integral formula to the density of states. For Random Matrix Theories (RMTs), which are believed to describe the energy level statistics of chaotic systems, I will also derive an integral formula for the covariances of the Lanczos coefficients. These results lead to a conjecture: quantum chaotic systems have Lanczos coefficients whose local means and covariances are described by RMTs. 
 

Understanding the size of the partial sums of the Möbius function is one of the most fundamental problems in analytic number theory. This motivated the 1944 paper of Wintner, where he introduced the concept of a random multiplicative function: a probabilistic model for the Möbius function. In recent years, it has been uncovered that there is an intimate connection between random multiplicative functions and the theory of Gaussian Multiplicative Chaos, an area of probability theory introduced by Kahane in the 1980's. We will survey selected results and discuss recent research on the distribution of partial sums of random multiplicative functions when restricted to integers with a large prime factor.

In this talk, we consider the coefficients of the Fourier series obtained by exponentiating a logarithmically correlated holomorphic function on the open unit disc, whose Taylor coefficients are independent complex Gaussian variables, the variance of the coefficient of degree k being theta/k where theta > 0 is an inverse temperature parameter. In joint articles with Paquette, Simm and Vu, we show a randomized version of the central limit theorem in the subcritical phase theta < 1, the random variance being related to the Gaussian multiplicative chaos on the unit circle. We also deduce, from results on the holomorphic multiplicative chaos, other results on the coefficients of the characteristic polynomial of the Circular Beta Ensemble, where the parameter beta is equal to 2/theta. In particular, we show that the central coefficient of the characteristic polynomial of the Circular Unitary Ensembles tends to zero in probability, answering a question asked in an article by Diaconis and Gamburd.

Perturbative expansions in quantum theory, particularly in quantum field theory and string theory, are typically factorially divergent due to underlying non-perturbative sectors. Resurgence provides a universal toolbox to access the non-perturbative effects hidden within the perturbative series, producing a collection of exponentially small corrections. Under special assumptions, the non-perturbative data extracted via resurgent methods exhibit intrinsic number-theoretic structures that are deeply rooted in the symmetries of the theory. The framework of modular resurgence aims to formalise this observation. In this talk, I will first introduce the systematic, algebraic approach of resurgence to the problem of divergences and describe the emerging bridge between the resurgence of q-series and the analytic and number-theoretic properties of L-functions and quantum modular forms. I will then apply it to the spectral theory of quantum operators associated with toric Calabi-Yau threefolds. Here, a complete realisation of the modular resurgence paradigm is found in the study of the spectral trace of local P^2, where the asymptotics at weak and strong coupling are captured by certain q-series, and is generalised to all local weighted projective planes. This talk is based on arXiv:2212.10606, 2404.10695, 2404.11550, and work to appear soon.

The two-point Chowla conjecture predicts that $\sum_{x<n<2x} \lambda(n)\lambda(n+1) = o(x)$ as $x\to \infty$, where $\lambda$ is the Liouville function (a $\{\pm 1\}$-valued multiplicative function encoding the parity of the number of prime factors). While this remains an open problem, weaker versions of this conjecture are known. In this talk, we outline an approach initiated by Helfgott and Radziwill, which reformulates the problem in terms of bounding the eigenvalues of a certain matrix.

The Wasserstein metric originates in the theory of optimal transport, and among many other applications, it provides a natural way to measure how evenly distributed a finite point set is. We give a survey of classical and more recent results that describe the behaviour of some random point processes in Wasserstein metric, including the eigenvalues of some random matrix models, and explain the connection to the logarithm of the characteristic polynomial of a random unitary matrix. We also discuss a simple random walk model on the unit circle defined in terms of a quadratic irrational number, which turns out to be related to surprisingly deep arithmetic properties of real quadratic fields.

One curious little fact about the Riemann zeta function is that if you evaluate its derivatives at the zeros of zeta, then on average this is real and positive (even though the function is complex). This has been proven for some time now, but the aim of this talk is to generalise the question further (higher derivatives, complex moments) and gain insight using random matrix theory. The takeaway message will be that there are a multitude of different proof techniques in RMT, each with their own advantages

We consider two approximation schemes for the construction of a class of non-Gaussian multiplicative chaos, and show that they give rise to the same limit in the entire subcritical regime. Our approach uses a modified second moment method with the help of a new coupling argument, and does not rely on any Gaussian approximation or thick point analysis. As an application, we extend the martingale central limit theorem for partial sums of random multiplicative functions to L^1 twists. This is a joint work with Ofir Gorodetsky.

The Critical 2d Stochastic Heat Flow arises as a non-trivial solution
of the Stochastic Heat Equation (SHE) at the critical dimension 2 and at a phase transition point.
It is a log-correlated field which is neither Gaussian nor a Gaussian Multiplicative Chaos.
We will review the phase transition of the 2d SHE, describe the main points of the construction of the Critical 2d SHF
and outline some of its features and related questions. Based on joint works with Francesco Caravenna and Rongfeng Sun.

In this talk I will consider properties of the disordered elastic manifold, describing an N-dimensional field u(x) defined for sites x of a d-dimensional lattice of linear size L. This prototypical model is used to describe interfaces in a wide range of physical systems [1]. I will consider properties of the ground-state energy for this model whose optimal configuration u_0(x) results from a compromise between the disorder which tend to favour sharp variations of the field and elastic interactions that smoothen them. I will study in particular the limit of large N>>1 and finite d which has been studied extensively in the physics literature (notably using the replica approach) [1,2] and has recently been considered in a series of paper by Ben Arous and Kivimae [3,4]. For this model, we compute exactly the large deviation function of the ground-state energy E_0, showing that it displays replica-symmetry breaking transitions. As an interesting outcome of this study, we show analytically the validity of the scaling law conjectured by Mezard and Parisi [2] for the variance of the ground-state energy. The latter relates the exponent of the variance Var(E_0)\sim L^{2\theta} such that \theta=2\zeta+d-2 with \zeta the exponent characterising the transverse fluctuations of the optimal configuration u_0(x), i.e.  (u_0(x)-u_0(x+y))^2\sim |y|^{2\zeta}. This work is done in collaboration with Y.V. Fyodorov (KCL) and P. Le Doussal (LPENS, CNRS).

[1] Giamarchi, T., & Le Doussal, P. (1998). Statics and dynamics of disordered elastic systems. In Spin glasses and random fields (pp. 321-356).

[2] Mézard, M., & Parisi, G. (1991). Replica field theory for random manifolds. Journal de Physique I, 1(6), 809-836.

[3] Ben Arous, G., & Kivimae, P. (2024). The Free Energy of the Elastic Manifold. arXiv preprint arXiv:2410.19094.

[4] Ben Arous, G., & Kivimae, P. (2024). The larkin mass and replica symmetry breaking in the elastic manifold. arXiv preprint arXiv:2410.22601.

It is a remarkable property of random matrices, that their resolvents tend to concentrate around a deterministic matrix as the dimension of the matrix tends to infinity, even for a small imaginary part of the involved spectral parameter.
These estimates are called local laws and they are the cornerstone in most of the recent results in random matrix theory. 
In this talk, I will present a novel method of proving single-resolvent and multi-resolvent local laws for random matrices, the Zigzag strategy, which is a recursive tandem of the characteristic flow method and a Green function comparison argument. Novel results, which we obtained via the Zigzag strategy, include the optimal Eigenstate Thermalization Hypothesis (ETH) for Wigner matrices, uniformly in the spectrum, and universality of eigenvalue statistics at cusp singularities for correlated random matrices. 
 

Based on joint works with G. Cipolloni, L. Erdös, O. Kolupaiev, and V. Riabov.

Selberg’s CLT informs us that the logarithm of the Riemann zeta function evaluated on the critical line behaves as a complex Gaussian. It is natural, therefore, to study how far this Gaussianity persists. This talk will present conditional and unconditional results on atypically large values, and concerns work joint with Louis-Pierre Arguin and Asher Roberts.

Motivated by a recent experiment on a superconducting quantum
information processor, I will discuss the Floquet quantum Ising model in
the presence of integrability- and symmetry-breaking random fields. The
talk will focus on the relation between boundary spin correlations,
spectral pairings, and effects of the random fields. If time permits, I
will also touch upon self-similarity in the dynamic phase diagram of
Fibonacci-driven quantum Ising models.
 

We study networks of firms in which inputs for production are not easily substitutable, as in several real-world supply chains. Building on Robert May's original argument for large ecosystems, we argue that such networks generically become dysfunctional when their size increases, when the heterogeneity between firms becomes too strong, or when substitutability of their production inputs is reduced. At marginal stability and for large heterogeneities, crises can be triggered by small idiosyncratic shocks, which lead to “avalanches” of defaults. This scenario would naturally explain the well-known “small shocks, large business cycles” puzzle, as anticipated long ago by Bak, Chen, Scheinkman, and Woodford. However, an out-of-equilibrium version of the model suggests that other scenarios are possible, in particular that of `turbulent economies’.

Quantum computers are becoming a reality and current generations of machines are already well beyond the 50-qubit frontier. However, hardware imperfections still overwhelm these devices and it is generally believed the fault-tolerant, error-corrected systems will not be within reach in the near term: a single logical qubit needs to be encoded into potentially thousands of physical qubits which is prohibitive.
 
Due to limited resources, in the near term, hybrid quantum-classical protocols are the most promising candidates for achieving early quantum advantage but these need to resort to quantum error mitigation techniques. I will explain the basic concepts and introduce hybrid quantum-classical protocols are the most promising candidates for achieving early quantum advantage. These have the potential to solve real-world problems---including optimisation or ground-state search---but they suffer from a large number of circuit repetitions required to extract information from the quantum state. I will detail a range of application areas of randomised quantum circuits, such as quantum algorithms, classical shadows, and quantum error mitigation introducing recent results that help lower the barrier for practical quantum advantage.

 

We will present some of the remarkable properties of eigenvalue trajectories for rank-one perturbations of random matrices, with an emphasis on two models of particular interest, namely weakly non-Hermitian and weakly non-unitary matrices. In both cases, precise estimates can be obtained for the critical timescale at which an outlier can be observed with high probability. We will outline the proofs of these results and highlight their significance in connection with quantum chaotic scattering. (Based on joint works with L. Erdös and J. Reker)

I will present joint work with Alessandro Fazzari in which we prove precise conditional estimates for the third (non-absolute) moment of the logarithm of the Riemann zeta function, beyond the Selberg central limit theorem, both for the real and imaginary part. These estimates match predictions made in work of Keating and Snaith. We require the Riemann Hypothesis, a conjecture for the triple correlation of Riemann zeros and another ``twisted'' pair correlation conjecture which captures the interaction of a prime power with Montgomery's pair correlation function. This conjecture can be proved on a certain subrange unconditionally, and on a larger range under the assumption of a variant of the Hardy-Littlewood conjecture with good uniformity.

The ground state of N noninteracting Fermions in a rotating harmonic trap enjoys a one-to-one mapping to the complex Ginibre ensemble. This setup is equivalent to electrons in a magnetic field described by Landau levels. The mean, variance and higher order cumulants of the number of particles in a circular domain can be computed exactly for finite N and in three different large-N limits. In the bulk and at the edge of the spectrum the result is universal for a large class of rotationally invariant potentials. In the bulk the variance and entanglement entropy are proportional and satisfy an area law. The same universality can be proven for the quaternionic Ginibre ensemble and its corresponding generalisation. For the real Ginibre ensemble we determine the large-N limit at the origin and conjecture its universality in the bulk and at the edge.

The scattering matrix in quantum mechanics must be unitary to ensure the conservation of the number of particles, hence their 
eigenvalues are unimodular.  In systems with fully developed Quantum Chaos  the statistics of those unimodular 
eigenvalues  is well described by  the Poisson kernel.
However, in real experiments  the associated scattering matrix is sub-unitary due to intrinsic losses,  and
 the moduli of S-matrix eigenvalues become non-trivial,  yet the corresponding theory is not well-developed in general.  
 I will present some results for the mean density of those moduli in the framework of random matrix models for the case of broken time-reversal invariance,
and discuss a way to get a generalization of the Poisson kernel to systems with uniform losses.

Let X and H be large, and consider n ranging from 1 to X. For an arithmetic function f(n), what is the best mean square approximation of f(n) by a restricted divisor sum (a function of the sort sum_{d|n, d < H} a_d)? I hope to explain how for a wide variety of arithmetic functions, when X grows and H grows like a power of X, a solution of this problem is connected to the evaluation of random matrix integrals. The problem is connected to some combinatorial formula for computing high moments of traces of random unitary matrices and I hope to discuss this also.

We will present a matching upper and lower bound for the right tail probability of the maximum of a random model of the Riemann zeta function over short intervals.  In particular, we show that the right tail interpolates between that of log-correlated and IID random variables as the interval varies in length. We will also discuss a new normalization for the moments over short intervals. This result follows the recent work of Arguin-Dubach-Hartung and is inspired by a conjecture by Fyodorov-Hiary-Keating on the local maximum over short intervals.

I will discuss certain dynamics of interacting particles in interlacing arrays with inhomogeneous, in space and time, jump probabilities and their relations to conditioned random walks and random tilings of the Aztec diamond.

email Hannah Hughes for further information.

In the 1960s Shanks conjectured that the  ζ'(ρ), where ρ is a non-trivial zero of zeta, is both real and positive in the mean. Conjecturing and proving this result has a rich history, but efforts to generalise it to higher moments have so far failed. Building on the work of Keating and Snaith using characteristic polynomials from Random Matrix Theory, the Hybrid model of Gonek, Hughes and Keating, and the Ratios Conjecture of Conrey, Farmer, and Zirnbauer, we have been able to produce new conjectures for the full asymptotics of higher moments of the derivatives of zeta. This is joint work with Chris Hughes.

We will look at a number of interesting examples — some proven, others merely conjectured — of Hamburger moment sequences in combinatorics. We will consider ways in which this positivity may be expected: for instance, in different types of combinatorial statistics on perfect matchings that encode moments of noncommutative analogues of the classical Central Limit Theorem. We will also consider situations in which this positivity may be surprising, and where proving it would open up new approaches to a class of very hard open problems in combinatorics.

There are several functional encodings of random trees which are commonly used to prove (among other things) scaling limit results.  We consider two of these, the height process and Lukasiewicz path, in the classical setting of a branching process tree with critical offspring distribution of finite variance, conditioned to have n vertices.  These processes converge jointly in distribution after rescaling by n^{-1/2} to constant multiples of the same standard Brownian excursion, as n goes to infinity.  Their difference (taken with the appropriate constants), however, is a nice example of a discrete snake whose displacements are deterministic given the vertex degrees; to quote Marckert, it may be thought of as a “measure of internal complexity of the tree”.  We prove that this discrete snake converges on rescaling by n^{-1/4} to the Brownian snake driven by a Brownian excursion.  We believe that our methods should also extend to prove convergence of a broad family of other “globally centred” discrete snakes which seem not to be susceptible to the methods of proof employed in earlier works of Marckert and Janson.

This is joint work in progress with Louigi Addario-Berry, Serte Donderwinkel and Rivka Mitchell.

The infinitely wide neural network has been proven a useful and manageable mathematical model that enables the understanding of many phenomena appearing in deep learning. One example is the convergence of random deep networks to Gaussian processes that enables a rigorous analysis of the way the choice of activation function and network weights impacts the training dynamics. In this paper, we extend the seminal proof of Matthews (2018) to a larger class of initial weight distributions (which we call "pseudo i.i.d."), including the established cases of i.i.d. and orthogonal weights, as well as the emerging low-rank and structured sparse settings celebrated for their computational speed-up benefits. We show that fully-connected and convolutional networks initialized with pseudo i.i.d. distributions are all effectively equivalent up to their variance. Using our results, one can identify the Edge-of-Chaos for a broader class of neural networks and tune them at criticality in order to enhance their training.

The vacant set of the random walk on the torus undergoes a percolation phase transition at Poissonian timescales in dimensions 3 and higher. The talk will review this phenomenon and discuss recent progress regarding the nature of the transition, both for this model and its infinite-volume limit, the vacant set of random interlacements, introduced by Sznitman in Ann. Math., 171 (2010), 2039–2087. The discussion will lead up to recent progress regarding the long purported equality of several critical parameters naturally associated to the transition. 

I will talk about a family of measures on partitions (specifically, a case of Okounkov's Schur measures) which are in one-to-one correspondence with models of random unitary matrices and lattice fermions. Under these measures, as the expected size of a partition goes to infinity, the first part of a random partition generically exhibits the same universal asymptotic fluctuations as the largest eigenvalue of a GUE random Hermitian matrix. First, I'll describe how we can tune these measures to exhibit new edge fluctuations at a smaller scale, which naturally generalise the GUE edge behaviour. These new fluctuations are universal, having previously been found for trapped fermions, and when a measure is tuned to have them, the corresponding unitary matrix model is "multicritical". Then, I'll describe how our measures can escape these more general universality classes, when tuned to have several cuts in a certain "Fermi sea". In this case, the breakdown in universality arises from an oscillation phenomenon previously observed in multi-cut Hermitian matrix models. Moreover, we have a one-to-one correspondence with multi-cut unitary matrix models. This is partly based on joint work with Dan Betea and Jérémie Bouttier. 

It was proved by Selberg's in the 1940's that the typical values of the logarithm of the Riemann zeta function on the critical line is distributed like a complex Gaussian random variable. In this talk, I will present recent work with Emma Bailey that extends the Gaussian behavior for the real part to the large deviation regime. This gives a new proof of unconditional upper bounds of the $2k$-moments of zeta for $0\leq k\leq 2$, and lower bounds for $k>0$. I will also discuss the connections with random matrix theory and with the Moments Conjecture of Keating & Snaith. 

Abstract: Shifted moments of the Riemann zeta function, introduced by Chandee, are natural generalizations of the moments of zeta. While the moments of zeta capture large values of zeta, the shifted moments also capture how the values of zeta are correlated along the half line. I will describe recent work giving sharp bounds for shifted moments assuming the Riemann hypothesis, improving previous work of Chandee and Ng, Shen, and Wong. I will also discuss some unconditional results about shifted moments with small exponents.

We study the distribution of eigenvalues of kernel random matrices where each element is the empirical covariance between the feature map evaluations of a random fully-connected neural network. We show that, under mild assumptions on the non-linear activation function, namely Lipschitz continuity and measurability, the limiting spectral distribution can be written as successive free multiplicative convolutions between the Marchenko-Pastur law and a nonrandom measure specific to the neural network. The latter has no known analytical expression but can be simulated empirically, separately from the random matrices of interest.

Spectral properties of Schrödinger operators are studied a lot in mathematical physics. They can give the description of trapped fermionic particles. This presentation will focus on the non-interacting case. I will explain why it is relevant to estimate L^p bounds of orthonormal families of eigenfuntions at the semiclassical regime and then, give the main ideas of the proof.

In this talk, I will firstly give asymptotic formulas for the moments of the n-th derivative of the characteristic polynomials from the CUE. Secondly, I will talk about the connections between them and a solution of certain Painleve differential equation. This is joint work with Jonathan P. Keating.