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In the theory of [[random matrix|random matrices]], the '''circular ensembles''' are  measures on spaces of [[unitary matrix|unitary matrices]] introduced by [[Freeman Dyson]] as modifications of the [[Gaussian matrix ensemble]]s.<ref>{{cite journal|author=F.M. Dyson|title=The threefold way. Algebraic structure of symmetry groups and ensembles in quantum mechanics|journal=J. Math. Phys.|volume=3|page=1199|year=1962}}</ref> The three main examples are the '''circular orthogonal ensemble''' (COE) on symmetric unitary matrices, the '''circular unitary ensemble''' (CUE) on unitary matrices, and the '''circular symplectic ensemble''' (CSE) on self dual unitary quaternionic  matrices.


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==Probability distributions==
 
The distribution of the unitary circular ensemble CUE(''n'') is the [[Haar measure]] on the [[unitary group]] ''U(n)''. If ''U'' is a random element of CUE(''n''), then ''U<sup>T</sup>U'' is a random element of COE(''n''); if ''U'' is a random element of CUE(''2n''), then ''U<sup>R</sup>U'' is a random element of CSE(''n''), where
: <math> U^R = \left( \begin{array}{ccccccc} 0 & -1 & & & & &  \\ 1 & 0 &  & & & & \\ & & 0 & -1 &  & &  \\ & & 1 & 0  & & & \\ & & & & \ddots & & \\ & & & & & 0& -1\\ & & & & & 1 & 0 \end{array} \right) U^T \left( \begin{array}{ccccccc} 0 & 1 & & & & &  \\ -1 & 0 &  & & & & \\ & & 0 & 1 &  & &  \\ & & -1 & 0  & & & \\ & & & & \ddots & & \\ & & & & & 0& 1\\ & & & & & -1 & 0 \end{array} \right)~. </math>
 
Each element of a circular ensemble is a unitary matrix, so it has eigenvalues on the unit circle: <math>e^{i\theta_k}</math> with ''0 < θ<sub>k</sub> < 2π'' and ''k=1,2,... n''. (In the CSE each of these ''n''  eigenvalues appears twice.) The [[probability density function]] of the phases ''θ<sub>k</sub>'' is given by
: <math> p(\theta_1, \cdots, \theta_n) = \frac{1}{Z_{n,\beta}} \prod_{1 \leq k < j \leq n} |e^{i \theta_k} - e^{i \theta_j}|^\beta~,</math>
where β=1 for COE, β=2 for CUE, and β=4 for CSE. The normalisation constant ''Z<sub>n,β</sub>'' is given by
: <math> Z_{n,\beta} = (2\pi)^n \frac{\Gamma(\beta n/2 + 1)}{\left(\Gamma(\beta/2 + 1)\right)^n}~. </math>
 
==Generalizations==
 
Generalizations of the circular ensemble restrict the matrix elements of ''U'' to real numbers [so that ''U'' is in the [[orthogonal group]] ''O(n)''] or to real [[quaternion]] numbers [so that ''U'' is in the [[symplectic group]] ''Sp(2n)''. The Haar measure on the orthogonal group produces the '''circular real ensemble''' (CRE) and the Haar measure on the symplectic group produces the '''circular quaternion ensemble''' (CQE).
 
The eigenvalues of orthogonal matrices come in complex conjugate pairs <math>e^{i\theta_k}</math> and <math>e^{-i\theta_k}</math>, possibly complemented by eigenvalues fixed at ''+1'' or ''-1''. For ''n=2m'' even and ''det U=1'', there are no fixed eigenvalues and the phases ''θ<sub>k</sub>'' have probability distribution <ref>{{cite journal|author=V.L. Girko|title=Distribution of eigenvalues and eigenvectors of orthogonal random matrices|journal=Ukr. Math. J.|volume=37|page=457|year=1985}}</ref>
: <math> p(\theta_1, \cdots, \theta_m) = C \prod_{1 \leq k < j \leq m} (\cos\theta_k - \cos\theta_j)^2~,</math>
with ''C'' an unspecified normalization constant. For ''n=2m+1'' odd there is one fixed eigenvalue ''σ=det U'' equal to ±1. The phases have distribution
: <math> p(\theta_1, \cdots, \theta_m) = C \prod_{1 \leq i \leq m}(1-\sigma\cos\theta_i)  \prod_{1 \leq k < j \leq m} (\cos\theta_k - \cos\theta_j)^2~.</math>
For ''n=2m+2'' even and ''det U=-1'' there is a pair of eigenvalues fixed at ''+1'' and ''-1'', while the phases have distribution
: <math> p(\theta_1, \cdots, \theta_m) = C \prod_{1 \leq i \leq m}(1-\cos^2\theta_i)  \prod_{1 \leq k < j \leq m} (\cos\theta_k - \cos\theta_j)^2~.</math>
This is also the distribution of the eigenvalues of a matrix in ''Sp(2m)''.
These probability density functions are referred to as '''Jacobi distributions''' in the theory of random matrices, because correlation functions can be expressed in terms of [[Jacobi polynomials]].
 
==Calculations==
 
Averages of products of matrix elements in the circular ensembles can be calculated using [[Weingarten function]]s. For large dimension of the matrix these calculations become impractical, and a numerical method is advantageous. There exist efficient algorithms to generate random matrices in the circular ensembles.<ref>{{cite journal|author=F. Mezzadri|title=How to generate random matrices from the classical compact groups|journal=Notices of the AMS|volume=54|page=592|year=2007|arxiv=math-ph/0609050}}</ref>
 
==References==
{{reflist}}
 
== External links ==
*{{Citation | last1=Mehta | first1=Madan Lal | title=Random matrices | publisher=Elsevier/Academic Press, Amsterdam | edition=3rd | series=Pure and Applied Mathematics (Amsterdam) | isbn=978-0-12-088409-4 | mr=2129906 | year=2004 | volume=142}}
*{{Citation | last1=Forrester | first1=Peter J. | title=Log-gases and random matrices | publisher=Princeton University Press | isbn=978-0-691-12829-0 | year=2010}}
 
[[Category:Random matrices]]
[[Category:Mathematical physics]]
[[Category:Freeman Dyson]]

Latest revision as of 13:45, 10 July 2013

In the theory of random matrices, the circular ensembles are measures on spaces of unitary matrices introduced by Freeman Dyson as modifications of the Gaussian matrix ensembles.[1] The three main examples are the circular orthogonal ensemble (COE) on symmetric unitary matrices, the circular unitary ensemble (CUE) on unitary matrices, and the circular symplectic ensemble (CSE) on self dual unitary quaternionic matrices.

Probability distributions

The distribution of the unitary circular ensemble CUE(n) is the Haar measure on the unitary group U(n). If U is a random element of CUE(n), then UTU is a random element of COE(n); if U is a random element of CUE(2n), then URU is a random element of CSE(n), where

Each element of a circular ensemble is a unitary matrix, so it has eigenvalues on the unit circle: with 0 < θk < 2π and k=1,2,... n. (In the CSE each of these n eigenvalues appears twice.) The probability density function of the phases θk is given by

where β=1 for COE, β=2 for CUE, and β=4 for CSE. The normalisation constant Zn,β is given by

Generalizations

Generalizations of the circular ensemble restrict the matrix elements of U to real numbers [so that U is in the orthogonal group O(n)] or to real quaternion numbers [so that U is in the symplectic group Sp(2n). The Haar measure on the orthogonal group produces the circular real ensemble (CRE) and the Haar measure on the symplectic group produces the circular quaternion ensemble (CQE).

The eigenvalues of orthogonal matrices come in complex conjugate pairs and , possibly complemented by eigenvalues fixed at +1 or -1. For n=2m even and det U=1, there are no fixed eigenvalues and the phases θk have probability distribution [2]

with C an unspecified normalization constant. For n=2m+1 odd there is one fixed eigenvalue σ=det U equal to ±1. The phases have distribution

For n=2m+2 even and det U=-1 there is a pair of eigenvalues fixed at +1 and -1, while the phases have distribution

This is also the distribution of the eigenvalues of a matrix in Sp(2m).

These probability density functions are referred to as Jacobi distributions in the theory of random matrices, because correlation functions can be expressed in terms of Jacobi polynomials.

Calculations

Averages of products of matrix elements in the circular ensembles can be calculated using Weingarten functions. For large dimension of the matrix these calculations become impractical, and a numerical method is advantageous. There exist efficient algorithms to generate random matrices in the circular ensembles.[3]

References

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    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

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