Eigenvalues of random Hamiltonian matrices - MathOverflow

Eigenvalues of random Hamiltonian matrices

2013-01-31T10:34:09Z

A real $2n\times 2n$ Hamiltonian matrix has the general form

$$H=\begin{pmatrix} A & B \cr C & -A^T \end{pmatrix} $$

where $A$, $B$ and $C$ are $n\times n$ matrices, and $B$ and $C$ are symmetric. Are there any results regarding the eigenvalue distribution of an ensemble of such matrices? For example, the above condition is equivalent to the symmetry of $JH$ with

$$ J=\begin{pmatrix} 0 & 1 \cr -1 & 0 \end{pmatrix}, $$

so it would be natural to consider the Gaussian orthogonal ensemble for $JH$. Generically, the eigenvalues come in quadruples: $\lambda, -\lambda, \bar\lambda, -\bar\lambda$

Answer by Carlo Beenakker for Eigenvalues of random Hamiltonian matrices

2013-02-01T08:43:27Z

The exponent $M=e^H\ $ of a Hamiltonian matrix $H$ is a symplectic matrix. So you might equivalently ask for the distribution of the eigenvalues $\xi=e^{\lambda}\ $ of $M$. There is an extensive literature on this in random matrix theory, I give some pointers below.

The random symplectic matrix $M$ appears as the transfer matrix for the wave equation of a disordered medium, with many applications in optics and electronics. The most natural ensemble for the transfer matrix is inherited from the circular ensemble of the scattering matrix $S$ for the same wave equation. There is a one-to-one algebraic relation between the symplectic transfer matrix $M$ and the unitary scattering matrix $S$. The random matrix ensemble for $S$ is the familiar circular ensemble.

Here are some references to papers on random transfer matrix ensembles. (Notice that the word Hamiltonian has a different meaning in these papers.)

S. Bachmann, M. Butz, W. De Roeck, Disordered quantum wires: microscopic origins of the DMPK theory and Ohm's law (2012).
M. Caselle, U. Magnea, Random matrix theory and symmetric spaces (2004).
J. An, Z. Wang, K. Yan, A generalization of random matrix ensembles (2005).
P. Devillard, Statistics of transfer matrices for disordered quantum thin metallic slabs (1991).

Answer by Carlo Beenakker for Eigenvalues of random Hamiltonian matrices

2013-05-13T08:23:22Z

In the course of a physics project in my group, I have had an opportunity to learn more about the eigenvalue statistics of Hamiltonian matrices. (Our physics problem actually involved skew-Hamiltonian matrices, so I made a small detour, joined by Jonathan Edge & Jan Dahlhaus.)

The ensemble is the one you suggested: $2n\times 2n$ real matrices $H$ with Hamiltonian symmetry and normally distributed elements. It is convenient to rescale the eigenvalues $\varepsilon_k$ of $H$ by a factor $\sqrt{2n}$, and separate the real and imaginary parts:

$(2n)^{-1/2}\varepsilon_k=x_k+iy_k$.

The eigenvalue density in the complex plane $x+iy$ consists of three parts: a two-dimensional density $\rho_{c}(x,y)$ of the complex eigenvalues, a one-dimensional density $\rho_{r}(x)$ of the real eigenvalues and another one-dimensional density $\rho_{i}(y)$ of the imaginary eigenvalues.

Based on numerical experiments, I can offer three conjectures:

1) For large $n$, the rescaled complex eigenvalues $x_k+iy_k$ uniformly cover a disc of unit radius,

$\lim_{n\rightarrow\infty}n^{-1}\rho_{c}(x,y)=2/\pi$ for $x^2+y^2<1$.

2) For large $n$, the rescaled real eigenvalues $x_k$ uniformly cover the interval $-1<x<1$ , with density

$\lim_{n\rightarrow\infty}n^{-1/2}\rho_{r}(x)=1/\sqrt{\pi}$ .

Therefore the expectation value of the number $n_{r}$ of real eigenvalues satisfies $\lim_{n\rightarrow\infty}n^{-1/2}E[n_{r}]=2/\sqrt{\pi}$.

3) Also the rescaled imaginary eigenvalues $iy_{k}$ have a uniform density in the large-$n$ limit, in the interval $-1<y<1$ , but this density is less than the density of the real eigenvalues. The expectation value of the number $n_{i}$ of imaginary eigenvalues satisfies $\lim_{n\rightarrow\infty}n^{-1/2}E[n_{i}]={\rm constant}\approx 0.72$ .

Conjectures 1 and 2 were proven by Edelman and collaborators in the absence of Hamiltonian symmetry, so when all $(2n)^{2}$ real matrix elements of $H$ are chosen from independent normal distributions. [This is known as the (real) Ginibre ensemble.] Our numerics suggests that, for large matrices, the Hamiltonian symmetry only affects the (rescaled) eigenvalue distribution within a distance of order $n^{-1/2}$ from the imaginary axis.

By way of illustration, I include a plot of the eigenvalues $\varepsilon$ of $200$ real matrices of size $100\times 100$ (so $n=50$), with normally distributed matrix elements, both with the Hamiltonian symmetry (left) and without (right). These eigenvalues are shown without rescaling, so they cover a disc of radius $\sqrt{2n}=10$.