Truncated linear statistics associated with the top eigenvalues of random matrices (1609.08296v3)

Abstract: Given a certain invariant random matrix ensemble characterised by the joint probability distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, many important questions have been related to the study of linear statistics of eigenvalues $L=\sum_{i=1}^Nf(\lambda_i)$, where $f(\lambda)$ is a known function. We study here truncated linear statistics where the sum is restricted to the $N_1<N$ largest eigenvalues: $\tilde{L}=\sum_{i=1}^{N_1}f(\lambda_i)$. Motivated by the analysis of the statistical physics of fluctuating one-dimensional interfaces, we consider the case of the Laguerre ensemble of random matrices with $f(\lambda)=\sqrt{\lambda}$. Using the Coulomb gas technique, we study the $N\to\infty$ limit with $N_1/N$ fixed. We show that the constraint that $\tilde{L}=\sum_{i=1}^{N_1}f(\lambda_i)$ is fixed drives an infinite order phase transition in the underlying Coulomb gas. This transition corresponds to a change in the density of the gas, from a density defined on two disjoint intervals to a single interval. In this latter case the density presents a logarithmic divergence inside the bulk. Assuming that $f(\lambda)$ is monotonous, we show that these features arise for any random matrix ensemble and truncated linear statitics, which makes the scenario described here robust and universal.