Large deviations for random hives and the spectrum of the sum of two random matrices

TL;DR

This paper establishes large deviation principles for the spectra of sums of random Hermitian matrices with specific spectral distributions, linking these results to the continuum limit surface tension of discrete hives.

Contribution

It introduces a novel large deviation framework for spectra of sums of random matrices with prescribed spectral measures, connecting to the theory of discrete hives and their continuum limits.

Findings

Limit of spectral deviation probability exists as matrix size grows

Connection between spectral large deviations and surface tension of hives

Provides a probabilistic interpretation of continuum hive limits

Abstract

Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and $\beta(1) = \gamma(1) = 0.$ For an $n \times n$ Hermitian matrix $W$, let $spec(W)$ denote the vector in $\mathbb{R}^n$ whose coordinates are the eigenvalues of $W$ listed in non-increasing order. Let $\lambda = \partial^- \alpha$, $\mu = \partial^- \beta$ on $(0, 1]$ and $\nu = \partial^- \gamma,$ at all points of $(0, 1]$, where $\partial^-$ is the left derivative, which is monotonically decreasing. Let $\lambda_n(i) := n^2(\alpha(\frac{i}{n})-\alpha(\frac{i-1}{n}))$, for $i \in [n]$, and similarly, $\mu_n(i) := n^2(\beta(\frac{i}{n})-\beta(\frac{i-1}{n}))$, and $\nu_n(i) := n^2(\gamma(\frac{i}{n})-\gamma(\frac{i-1}{n}))$. Let $X_n, Y_n$ be independent random Hermitian matrices from unitarily invariant distributions with spectra $\lambda_n$, $\mu_n$ respectively. We define norm $\|\cdot\|_\mathcal{I}$ to correspond in a certain way to the sup norm of an antiderivative. For suitable $\lambda$ and $\mu$, we prove that the following limit exists. \begin{equation} \lim\limits_{n \rightarrow \infty}\frac{\ln \mathbb{P}\left[\|spec(X_n + Y_n) - \nu_n\|_{\mathcal{I}} < n^2 \epsilon\right]}{n^2}.\end{equation} We interpret this limit in terms of the surface tension $\sigma$ of continuum limits of the discrete hives defined by Knutson and Tao.