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| Format: | Preprint |
| Published: |
2006
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/math/0605010 |
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| _version_ | 1866910617584009216 |
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| author | Blower, Gordon |
| author_facet | Blower, Gordon |
| contents | Using Hankel operators and shift-invariant subspaces on Hilbert space, this paper develops the theory of the operators associated with soft and hard edges of eigenvalue distributions of random matrices. Tracy and Widom introduced a projection operator $W$ to describe the soft edge of the spectrum of the Gaussian unitary ensemble. The subspace $WL^2$ is simply invariant under the translation semigroup $e^{itD}$ $(t\geq 0)$ and invariant under the Schrödinger semigroup $e^{it(D^2+x)}$ $(t\geq 0)$; these properties characterize $WL^2$ via Beurling's theorem. The Jacobi ensemble of random matrices has positive eigenvalues which tend to accumulate near to the hard edge at zero. This paper identifies a pair of unitary groups that satisfy the von Neumann--Weyl anti-commutation relations and leave invariant certain subspaces of $L^2(0,\infty)$ which are invariant for operators with Jacobi kernels. Such Tracy--Widom operators are reproducing kernels for weighted Hardy spaces, known as Sonine spaces. Periodic solutions of Hill's equation give a new family of Tracy--Widom type operators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_math_0605010 |
| institution | arXiv |
| publishDate | 2006 |
| record_format | arxiv |
| spellingShingle | Operators associated with the soft and hard spectral edges of unitary ensembles Blower, Gordon Functional Analysis Probability 15A52 Using Hankel operators and shift-invariant subspaces on Hilbert space, this paper develops the theory of the operators associated with soft and hard edges of eigenvalue distributions of random matrices. Tracy and Widom introduced a projection operator $W$ to describe the soft edge of the spectrum of the Gaussian unitary ensemble. The subspace $WL^2$ is simply invariant under the translation semigroup $e^{itD}$ $(t\geq 0)$ and invariant under the Schrödinger semigroup $e^{it(D^2+x)}$ $(t\geq 0)$; these properties characterize $WL^2$ via Beurling's theorem. The Jacobi ensemble of random matrices has positive eigenvalues which tend to accumulate near to the hard edge at zero. This paper identifies a pair of unitary groups that satisfy the von Neumann--Weyl anti-commutation relations and leave invariant certain subspaces of $L^2(0,\infty)$ which are invariant for operators with Jacobi kernels. Such Tracy--Widom operators are reproducing kernels for weighted Hardy spaces, known as Sonine spaces. Periodic solutions of Hill's equation give a new family of Tracy--Widom type operators. |
| title | Operators associated with the soft and hard spectral edges of unitary ensembles |
| topic | Functional Analysis Probability 15A52 |
| url | https://arxiv.org/abs/math/0605010 |