On a conjecture of Widom

We prove a conjecture of H.Widom stated in [W] (math/0108008) about the reality of eigenvalues of certain infinite matrices arising in asymptotic analysis of large Toeplitz determinants. As a byproduct we obtain a new proof of A.Okounkov's formula for the (determinantal) correlation functions of the Schur measures on partitions.Comment: 9 page

Structured matrices, continued fractions, and root localization of polynomials

We give a detailed account of various connections between several classes of objects: Hankel, Hurwitz, Toeplitz, Vandermonde and other structured matrices, Stietjes and Jacobi-type continued fractions, Cauchy indices, moment problems, total positivity, and root localization of univariate polynomials. Along with a survey of many classical facts, we provide a number of new results.Comment: 79 pages; new material added to the Introductio

Gibbs Ensembles of Nonintersecting Paths

We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures on lozenge and domino tilings of the plane, some of which are non-translation-invariant. The correlation kernels of our processes can be viewed as extensions of the discrete sine kernel, and we show that the Gibbs property is a consequence of simple linear relations satisfied by these kernels. The processes depend on infinitely many parameters, which are closely related to parametrization of totally positive Toeplitz matrices.Comment: 6 figure

Infinite-dimensional diffusions as limits of random walks on partitions

The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z. The z-measures live on the Thoma simplex, an infinite-dimensional compact space which is a kind of dual object to the infinite symmetric group. The aim of the paper is to introduce stochastic dynamics related to the z-measures. Namely, we construct a family of diffusion processes in the Toma simplex indexed by the same parameter z. Our diffusions are obtained from certain Markov chains on partitions of natural numbers n in a scaling limit as n goes to infinity. These Markov chains arise in a natural way, due to the approximation of the infinite symmetric group by the increasing chain of the finite symmetric groups. Each z-measure P_z serves as a unique invariant distribution for the corresponding diffusion process, and the process is ergodic with respect to P_z. Moreover, P_z is a symmetrizing measure, so that the process is reversible. We describe the spectrum of its generator and compute the associated (pre)Dirichlet form.Comment: AMSTex, 33 pages. Version 2: minor changes, typos corrected, to appear in Prob. Theor. Rel. Field

Intensity Distribution of Waves Transmitted Through a Multiple Scattering Medium

The distributions of the angular transmission coefficient and of the total transmission are calculated for multiple scattered waves. The calculation is based on a mapping to the distribution of eigenvalues of the transmission matrix. The distributions depend on the profile of the incoming beam. The distribution function of the angular transmission has a stretched exponential decay. The total-transmission distribution grows log-normally whereas it decays exponentially.Comment: 8 pages, revtex3.0, 3 postscript figures, NvR0

Localization in non-chiral network models for two-dimensional disordered wave mechanical systems

Scattering theoretical network models for general coherent wave mechanical systems with quenched disorder are investigated. We focus on universality classes for two dimensional systems with no preferred orientation: Systems of spinless waves undergoing scattering events with broken or unbroken time reversal symmetry and systems of spin 1/2 waves with time reversal symmetric scattering. The phase diagram in the parameter space of scattering strengths is determined. The model breaking time reversal symmetry contains the critical point of quantum Hall systems but, like the model with unbroken time reversal symmetry, only one attractive fixed point, namely that of strong localization. Multifractal exponents and quasi-one-dimensional localization lengths are calculated numerically and found to be related by conformal invariance. Furthermore, they agree quantitatively with theoretical predictions. For non-vanishing spin scattering strength the spin 1/2 systems show localization-delocalization transitions.Comment: 4 pages, REVTeX, 4 figures (postscript

Non-perturbative calculation of the probability distribution of plane-wave transmission through a disordered waveguide

A non-perturbative random-matrix theory is applied to the transmission of a monochromatic scalar wave through a disordered waveguide. The probability distributions of the transmittances T_{mn} and T_n=\sum_m T_{mn} of an incident mode n are calculated in the thick-waveguide limit, for broken time-reversal symmetry. A crossover occurs from Rayleigh or Gaussian statistics in the diffusive regime to lognormal statistics in the localized regime. A qualitatively different crossover occurs if the disordered region is replaced by a chaotic cavity. ***Submitted to Physical Review E.***Comment: 7 pages, REVTeX-3.0, 5 postscript figures appended as self-extracting archive. A complete postscript file with figures and text (4 pages) is available from http://rulgm4.LeidenUniv.nl/preprints.htm

Reflection and transmission of waves in surface-disordered waveguides

The reflection and transmission amplitudes of waves in disordered multimode waveguides are studied by means of numerical simulations based on the invariant embedding equations. In particular, we analyze the influence of surface-type disorder on the behavior of the ensemble average and fluctuations of the reflection and transmission coefficients, reflectance, transmittance, and conductance. Our results show anomalous effects stemming from the combination of mode dispersion and rough surface scattering: For a given waveguide length, the larger the mode transverse momentum is, the more strongly is the mode scattered. These effects manifest themselves in the mode selectivity of the transmission coefficients, anomalous backscattering enhancement, and speckle pattern both in reflection and transmission, reflectance and transmittance, and also in the conductance and its universal fluctuations. It is shown that, in contrast to volume impurities, surface scattering in quasi-one-dimensional structures (waveguides) gives rise to the coexistence of the ballistic, diffusive, and localized regimes within the same sample.Comment: LaTeX (REVTeX), 12 pages with 14 EPS figures (epsf macro), minor change

Intensity Distribution of Modes in Surface Corrugated Waveguides

Exact calculations of transmission and reflection coefficients in surface randomly corrugated optical waveguides are presented. As the length of the corrugated part of the waveguide increases, there is a strong preference to forward coupling through the lowest mode. An oscillating behavior of the enhanced backscattering as a function of the wavelength is predicted. Although the transport is strongly non isotropic, the analysis of the probability distributions of the transmitted waves confirms in this configuration distributions predicted by Random Matrix Theory for volume disorder

Spectral Compressibility at the Metal-Insulator Transition of the Quantum Hall Effect

The spectral properties of a disordered electronic system at the metal-insulator transition point are investigated numerically. A recently derived relation between the anomalous diffusion exponent $\eta$ and the spectral compressibility $\chi$ at the mobility edge, $\chi=\eta/2d$, is confirmed for the integer quantum Hall delocalization transition. Our calculations are performed within the framework of an unitary network-model and represent a new method to investigate spectral properties of disordered systems.Comment: 5 pages, RevTeX, 3 figures, Postscript, strongly revised version to be published in PR