<p>We consider the Wigner minor process, i.e. the eigenvalues of an <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq1.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="55" /> </InlineMediaObject> <EquationSource Format="TEX">\(N\times N\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>N</mi> <mo>×</mo> <mi>N</mi> </mrow> </math></EquationSource> </InlineEquation> Wigner matrix <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq2.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{(N)}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation> together with the eigenvalues of all its <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq3.gif" Format="GIF" Height="13" Rendition="HTML" Resolution="72" Type="Linedraw" Width="45" /> </InlineMediaObject> <EquationSource Format="TEX">\(n\times n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>n</mi> <mo>×</mo> <mi>n</mi> </mrow> </math></EquationSource> </InlineEquation> minors, <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq4.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="33" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{(n)}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq5.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="51" /> </InlineMediaObject> <EquationSource Format="TEX">\(n\le N\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>n</mi> <mo>≤</mo> <mi>N</mi> </mrow> </math></EquationSource> </InlineEquation>. The top eigenvalues of <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq2.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="37" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{(N)}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation> and those of its immediate minor <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq7.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="52" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{(N-1)}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo>-</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation> are very strongly correlated, but this correlation becomes weaker for smaller minors <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq8.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="53" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{(N-k)}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <mi>N</mi> <mo>-</mo> <mi>k</mi> <mo stretchy="false">)</mo> </mrow> </msup> </math></EquationSource> </InlineEquation> as <i>k</i> increases. For the GUE minor process the critical transition regime around <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="440_2025_1422_Article_IEq9.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="67" /> </InlineMediaObject> <EquationSource Format="TEX">\(k\sim N^{2/3}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>k</mi> <mo>∼</mo> <msup> <mi>N</mi> <mrow> <mn>2</mn> <mo stretchy="false">/</mo> <mn>3</mn> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation> was analyzed by Forrester and Nagao (Forrester and Nagao, J. Stat. Mech. (08): P08011, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.</p>

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Decorrelation transition in the Wigner minor process

  • Zhigang Bao,
  • Giorgio Cipolloni,
  • László Erdős,
  • Joscha Henheik,
  • Oleksii Kolupaiev

摘要

We consider the Wigner minor process, i.e. the eigenvalues of an \(N\times N\) N × N Wigner matrix \(H^{(N)}\) H ( N ) together with the eigenvalues of all its \(n\times n\) n × n minors, \(H^{(n)}\) H ( n ) , \(n\le N\) n N . The top eigenvalues of \(H^{(N)}\) H ( N ) and those of its immediate minor \(H^{(N-1)}\) H ( N - 1 ) are very strongly correlated, but this correlation becomes weaker for smaller minors \(H^{(N-k)}\) H ( N - k ) as k increases. For the GUE minor process the critical transition regime around \(k\sim N^{2/3}\) k N 2 / 3 was analyzed by Forrester and Nagao (Forrester and Nagao, J. Stat. Mech. (08): P08011, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.