Third-Order Phase Transition: Random Matrices and Screened Coulomb Gas with Hard Walls.

Consider the free energy of a d-dimensional gas in canonical equilibrium under pairwise repulsive interaction and global confinement, in presence of a volume constraint. When the volume of the gas is forced away from its typical value, the system undergoes a phase transition of the third order separating two phases (pulled and pushed). We prove this result (i) for the eigenvalues of one-cut, off-critical random matrices (log-gas in dimension d = 1 ) with hard walls; (ii) in arbitrary dimension d ≥ 1 for a gas with Yukawa interaction (aka screened Coulomb gas) in a generic confining potential. The latter class includes systems with Coulomb (long range) and delta (zero range) repulsion as limiting cases. In both cases, we obtain an exact formula for the free energy of the constrained gas which explicitly exhibits a jump in the third derivative, and we identify the 'electrostatic pressure' as the order parameter of the transition. Part of these results were announced in Cunden et al. (J Phys A 51:35LT01, 2018).

Free Fermions and the Classical Compact Groups.

There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: (i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; (ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of free fermions with classical boundary conditions.

Statistical distribution of the Wigner-Smith time-delay matrix moments for chaotic cavities.

We derive the joint distribution of the moments TrQ(κ) (κ≥1) of the Wigner-Smith matrix for a chaotic cavity supporting a large number of scattering channels n. This distribution turns out to be asymptotically Gaussian, and we compute explicitly averages and covariances. The results are in a compact form and have been verified numerically. The general methodology of proof and computations has a wide range of applications.

Fluctuations in the two-dimensional one-component plasma and associated fourth-order phase transition.

We study the distribution of the mean radial displacement of charges of a two-dimensional (2D) one-component plasma in the thermodynamic limit N→∞ at finite temperature ß>0. We compute explicitly the large deviation functions showing the emergence of a fourth-order phase transition as a consequence of a change of topology in the plasma distribution. This weak phase transition occurs exactly at the ground state of the plasma. These results have been compared with the integrable case (finite N) of plasma parameter ßq2=2. In this case the problem can be mapped to the stationary properties of 2D Dyson Brownian particles and to a non-Hermitian matrix model.

Universal covariance formula for linear statistics on random matrices.

We derive an analytical formula for the covariance cov(A,B) of two smooth linear statistics A=[under ∑]ia(λ_{i}) and B=[under ∑]ib(λ_{i}) to leading order for N→∞, where {λ_{i}} are the N real eigenvalues of a general one-cut random-matrix model with Dyson index ß. The formula, carrying the universal 1/ß prefactor, depends on the random-matrix ensemble only through the edge points [λ_{-},λ_{+}] of the limiting spectral density. For A=B, we recover in some special cases the classical variance formulas by Beenakker and by Dyson and Mehta, clarifying the respective ranges of applicability. Some choices of a(x) and b(x) lead to a striking decorrelation of the corresponding linear statistics. We provide two applications-the joint statistics of conductance and shot noise in ideal chaotic cavities, and some new fluctuation relations for traces of powers of random matrices.