Bulk Phase Transition and Edge Behavior in Temporally Correlated Random Matrices

📅 2026-08-24
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🤖 AI Summary
研究了长程相关的Wigner型矩阵,通过组合“枢纽”机制和矩阵Dyson方程框架分析了体相变和边缘行为。
📝 Abstract
We study long-range correlated Wigner-type matrices built from row-independent stationary Gaussian sequences. For exponentially decaying (AR(1)) correlations, the bulk spectral density deforms from the semicircle law via an explicit combinatorial "hub" mechanism, yet we verify the flatness and decay hypotheses of the matrix-Dyson-equation framework (MDE), with numerical evidence supporting Tracy-Widom edge universality for every fixed $ρ<1$ of the exponential decay correlations; the degenerate limit $ρ\to1^-$ reduces to a symmetrized Volterra operator, connecting to the singular-value cascade identified in a companion BBP analysis. For power-law correlations $dt\sim t^{-γ}$, we identify $γ_c=1/2$ as the critical point for divergence of the bulk fourth-moment, while $γ=1$ marks the breakdown of the flatness condition governing the MDE edge analysis. We prove the fourth-moment transition exactly and find numerically that the self-consistent edge varies smoothly across $γ=1$, with no evidence of a kink or discontinuity.
Problem

Research questions and friction points this paper is trying to address.

long-range correlated
Wigner-type matrices
spectral density
bulk phase transition
edge behavior
Innovation

Methods, ideas, or system contributions that make the work stand out.

Long-range correlated Wigner-type matrices
Exponentially decaying correlations
Matrix-Dyson-equation framework
Power-law correlations
Fourth-moment transition
M
Masato Hisakado
Kanazawa University, Kakumamachi, Kanazawa, Ishikawa 920-1192, Japan
T
Takuya Kaneko
International Christian University, Osawa 3-10-2, Mitaka, Tokyo 181-8585, Japan