Jump to content

Euclidean random matrix

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by Sergey69 (talk | contribs) at 16:35, 27 February 2012 (Added a figure to illustrate the case of Hermitian ERMs). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

A N×N Euclidean random matrix  is defined with the help of an arbitrary deterministic function f(r, r′) and of N points {ri} randomly distributed in a region V of d-dimensional Euclidean space. The element Aij of the matrix is equal to f(ri, rj): Aij = f(ri, rj).

History

Euclidean random matrices were first introduced by M. Mézard, G. Parisi and A. Zee in 1999.[1] They studied a special case of functions f that depend only on the distances between the pairs of points: f(r, r′) = f(r - r′) and imposed an additional condition on the diagonal elements Aii,
Aij = f(ri - rj) - u δijkf(ri - rk),
motivated by the physical context in which they studied the matrix. Euclidean distance matrix is a particular example of Euclidean matrix with either f(ri - rj) = |ri - rj|2 [2] or f(ri - rj) = |ri - rj|.[3]

Properties

Because the positions of the points {ri} are random, the matrix elements Aij are random too. Moreover, because the N×N elements are completely determined by only N points and, typically, one is interested in Nd, strong correlations exist between different elements.

Hermitian Euclidean random matrices

Example 1
Example of the probability distribution of eigenvalues Λ of Euclidean random matrix generated by the function f(r, r′) = sin(k0ǀr-r′ǀ)/(k0ǀr-r′ǀ), with k0 = 2π/λ0. The Marchenko-Pastur distribution (red) is compared with the result of numerical diagonalization of a set of randomly generated matrices of size N×N. The density of points is ρλ03 = 0.1.

Hermitian Euclidean random matrices appear in various physical contexts, including supercooled liquids,[4] phonons in disordered systems,[5] and waves in random media.[6]

Example: Consider the matrix A generated by the function f(r, r′) = sin(k0|r-r′|)/(k0|r-r′|), with k0 = 2π/λ0. For N points distributed randomly in a cube of volume V = R3, one can show[6] that the probability distribution of eigenvalues Λ of A is approximately given by the Marchenko-Pastur law, if the density of point ρ = N/V obeys ρλ03 << 1 and 2.8N/(k0 L)2 < 1 (see figure).

Non-Hermitian Euclidean random matrices

The theory for the eigenvalue density of large (N≫1) non-Hermitian Euclidean random matrices was developed by Goetschy and Skipetrov[7] and has been applied to study the problem of random laser.[8]

References