Probability densities and distributions for spiked and general variance Wishart β\beta-ensembles

A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with $b-2$ of order $N^{-1/3}$ the scaled largest eigenvalues form a well defined parameter dependent state. Recent works by Bloemendal and Vir\'ag [BV], and Mo, have quantified this parameter dependent state for real Wishart matrices from different viewpoints, and the former authors have done similarly for the spiked Wishart $\beta$-ensemble. The latter is defined in terms of certain random bidiagonal matrices. We use a recursive structure to give an alternative construction of the spiked and more generally the general variance Wishart $\beta$-ensemble, and we give the exact form of the joint eigenvalue PDF for the two matrices in the recurrence. In the case of real quaternion Wishart matrices ($\beta = 4$) the latter is recognised as having appeared in earlier studies on symmetrized last passage percolation, allowing the exact form of the scaled distribution of the largest eigenvalue to be given. This extends and simplifies earlier work of Wang, and is an alternative derivation to a result in [BV]. We also use the construction of the spiked Wishart $\beta$-ensemble from [BV] to give a simple derivation of the explicit form of the eigenvalue PDF.Comment: 18 page

Local Central Limit Theorem for Determinantal Point Processes

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to infinity as $|J| \to \infty$. This extends a previous result giving a weaker central limit theorem (CLT) for these systems. Our result relies on the fact that the Lee-Yang zeros of the generating function for $\{E(k;J)\}$ --- the probabilities of there being exactly $k$ points in $J$ --- all lie on the negative real $z$-axis. In particular, the result applies to the scaled bulk eigenvalue distribution for the Gaussian Unitary Ensemble (GUE) and that of the Ginibre ensemble. For the GUE we can also treat the properly scaled edge eigenvalue distribution. Using identities between gap probabilities, the LCLT can be extended to bulk eigenvalues of the Gaussian Symplectic Ensemble (GSE). A LCLT is also established for the probability density function of the $k$-th largest eigenvalue at the soft edge, and of the spacing between $k$-th neigbors in the bulk.Comment: 12 pages; claims relating to LCLT for Pfaffian point processes of version 1 withdrawn in version 2 and replaced by determinantal point processes; improved presentation version

Random transition-rate matrices for the master equation

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of independent rates of forward and backward transitions are considered. The first case leads to symmetric transition-rate matrices, whereas the second corresponds to general, asymmetric matrices. The resulting matrix ensembles are different from the standard ensembles and show different eigenvalue distributions. For example, the fraction of real eigenvalues scales anomalously with matrix dimension in the asymmetric case.Comment: 15 pages, 12 figure

Phase transitions in self-dual generalizations of the Baxter-Wu model

We study two types of generalized Baxter-Wu models, by means of transfer-matrix and Monte Carlo techniques. The first generalization allows for different couplings in the up- and down triangles, and the second generalization is to a $q$-state spin model with three-spin interactions. Both generalizations lead to self-dual models, so that the probable locations of the phase transitions follow. Our numerical analysis confirms that phase transitions occur at the self-dual points. For both generalizations of the Baxter-Wu model, the phase transitions appear to be discontinuous.Comment: 29 pages, 13 figure

Relaxation rate of the reverse biased asymmetric exclusion process

We compute the exact relaxation rate of the partially asymmetric exclusion process with open boundaries, with boundary rates opposing the preferred direction of flow in the bulk. This reverse bias introduces a length scale in the system, at which we find a crossover between exponential and algebraic relaxation on the coexistence line. Our results follow from a careful analysis of the Bethe ansatz root structure.Comment: 22 pages, 12 figure