Abstract:
The main result in this paper is a one term Szego type asymptotic formula with a sharp remainder estimate for a class of integral operators of the pseudodifferential type with symbols which are allowed to be non-smooth or discontinuous in both position and momentum. The simplest example of such symbol is the product of the characteristic functions of two compact sets, one in real space and the other in momentum space. The results of this paper are used in a study of the violation of the area entropy law for free fermions in [18]. This work also provides evidence towards a conjecture due to Harold Widom.

Abstract:
We study inequalities between general integral moduli of continuity of a function and the tail integral of its Fourier transform. We obtain, in particular, a refinement of a result due to D. B. H. Cline [2] (Theorem 1.1 below). We note that our approach does not use a regularly varying comparison function as in [2]. A corollary of Theorem 1.1 deals with the equivalence of the two-sided estimates on the modulus of continuity on one hand, and on the tail of the Fourier transform, on the other (Corollary 1.5). This corollary is applied in the proof of the violation of the so-called entropic area law for a critical system of free fermions in [4,5].

Abstract:
This is a detailed version of the paper math.FA/0212273. The main motivation for this work was to find an explicit formula for a "Szego-regularized" determinant of a zeroth order pseudodifferential operator (PsDO) on a Zoll manifold. The idea of the Szego-regularization was suggested by V. Guillemin and K. Okikiolu. They have computed the second term in a Szego type expansion on a Zoll manifold of an arbitrary dimension. In the present work we compute the third asymptotic term in any dimension. In the case of dimension 2, our formula gives the above mentioned expression for the Szego-redularized determinant of a zeroth order PsDO. The proof uses a new combinatorial identity, which generalizes a formula due to G.A.Hunt and F.J.Dyson. This identity is related to the distribution of the maximum of a random walk with i.i.d. steps on the real line. The proof of this combinatorial identity together with historical remarks and a discussion of probabilistic and algebraic connections has been published separately.

Abstract:
The main motivation for this work was to find an explicit formula for a "Szego-regularized" determinant of a zeroth order pseudodifferential operator (PsDO) on a Zoll manifold. The idea of the Szego-regularization was suggested by V. Guillemin and K. Okikiolu. They have computed the second term in a Szego type expansion on a Zoll manifold of an arbitrary dimension. In the present work we compute the third asymptotic term in any dimension. In the case of dimension 2, our formula gives the above mentioned expression for the Szego-redularized determinant of a zeroth order PsDO. The proof uses a new combinatorial identity, which generalizes a formula due to G.A. Hunt and F.J. Dyson. This identity is related to the distribution of the maximum of a random walk with i.i.d. steps on the real line. The full version of this paper is also available, math.FA/0212275.

Abstract:
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. The precise statement of our results is given in Theorem 1.1 and Corollaries 1.2, 1.3 below. For a proof of universality in the bulk of the spectrum, for the same class of weights, for unitary ensembles see [DKMVZ2], and for orthogonal and symplectic ensembles see [DG]. Our starting point in the unitary case is [DKMVZ2], and for the orthogonal and symplectic cases we rely on our recent work [DG], which in turn depends on the earlier work of Widom [W] and Tracy and Widom [TW2]. As in [DG], the uniform Plancherel--Rotach type asymptotics for the orthogonal polynomials found in [DKMVZ2] plays a central role. The formulae in [W] express the correlation kernels for beta=1 and 4 as a sum of a Christoffel--Darboux (CD) term, as in the case beta=2, together with a correction term. In the bulk scaling limit [DG], the correction term is of lower order and does not contribute to the limiting form of the correlation kernel. By contrast, in the edge scaling limit considered here, the CD term and the correction term contribute to the same order: this leads to additional technical difficulties over and above [DG].

Abstract:
We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such weights the associated equilibrium measure is supported on a single interval. The precise statement of our results is given in Theorem 1.1 below. For a proof of the Universality Conjecture for unitary ensembles, for the same class of weights, see [DKMVZ2]. Our starting point is Widom's representation [W] of the orthogonal and symplectic correlation kernels in terms of the kernel arising in the unitary case plus a correction term which is constructed out of derivatives and integrals of orthonormal polynomials (OP's) {p_j(x)}, j=0,1,..., with respect to the weight w(x). The calculations in [W] in turn depend on the earlier work of Tracy and Widom [TW2]. It turns out (see [W] and also Theorems 2.1 and 2.2 below) that only the OP's in the range j=N+O(1), N->infinity, contribute to the correction term. In controlling this correction term, and hence proving Universality for both the orthogonal and symplectic cases, the uniform Plancherel--Rotach type asymptotics for the OP's found in [DKMVZ2] play an important role, but there are significant new analytical difficulties that must be overcome which are not present in the unitary case. We note that we do not use skew orthogonal polynomials.

Abstract:
We show that entanglement entropy of free fermions scales faster then area law, as opposed to the scaling $L^{d-1}$ for the harmonic lattice, for example. We also suggest and provide evidence in support of an explicit formula for the entanglement entropy of free fermions in any dimension $d$, $S\sim c(\partial\Gamma,\partial\Omega)\cdot L^{d-1}\log L$ as the size of a subsystem $L\to\infty$, where $\partial\Gamma$ is the Fermi surface and $\partial\Omega$ is the boundary of the region in real space. The expression for the constant $c(\partial\Gamma,\partial\Omega)$ is based on a conjecture due to H. Widom. We prove that a similar expression holds for the particle number fluctuations and use it to prove a two sided estimates on the entropy $S$.

Abstract:
We give a streamlined proof of a quantitative version of a result from [DG1] which is crucial for the proof of universality in the bulk [DG1] and also at the edge [DG2] for orthogonal and symplectic ensembles of random matrices. As a byproduct, this result gives asymptotic information on a certain ratio of the beta=1,2,4 partition functions for log gases.

Abstract:
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth author in [23]. The varying weight case at the hard spectral edge was analyzed in [13] for beta=2: In this paper we do not consider varying weights. Our proof follows closely the work of the first two authors who showed in [7], [8] analogous results for Hermite-type ensembles. As in [7], [8] we use the version of the orthogonal polynomial method presented in [25], [22] to analyze the local eigenvalue statistics. The necessary asymptotic information on the Laguerre-type orthogonal polynomials is taken from [23].