Large n limit of Gaussian random matrices with external source, Part III: Double scaling limit

We consider the double scaling limit in the random matrix ensemble with an external source \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with two eigenvalues $\pm a$ of equal multiplicities. The value $a=1$ is critical since the eigenvalues of $M$ accumulate as $n \to \infty$ on two intervals for $a > 1$ and on one interval for $0 < a < 1$. These two cases were treated in Parts I and II, where we showed that the local eigenvalue correlations have the universal limiting behavior known from unitary random matrix ensembles. For the critical case $a=1$ new limiting behavior occurs which is described in terms of Pearcey integrals, as shown by Br\'ezin and Hikami, and Tracy and Widom. We establish this result by applying the Deift/Zhou steepest descent method to a $3 \times 3$-matrix valued Riemann-Hilbert problem which involves the construction of a local parametrix out of Pearcey integrals. We resolve the main technical issue of matching the local Pearcey parametrix with a global outside parametrix by modifying an underlying Riemann surface.Comment: 36 pages, 9 figure

Discretization Dependence of Criticality in Model Fluids: a Hard-core Electrolyte

Grand canonical simulations at various levels, $\zeta=5$-20, of fine- lattice discretization are reported for the near-critical 1:1 hard-core electrolyte or RPM. With the aid of finite-size scaling analyses it is shown convincingly that, contrary to recent suggestions, the universal critical behavior is independent of $\zeta$ (\grtsim 4); thus the continuum $(\zeta\to\infty)$ RPM exhibits Ising-type (as against classical, SAW, XY, etc.) criticality. A general consideration of lattice discretization provides effective extrapolation of the {\em intrinsically} erratic $\zeta$-dependence, yielding (\Tc^ {\ast},\rhoc^{\ast})\simeq (0.0493_{3},0.075) for the $\zeta=\infty$ RPM.Comment: 4 pages including 4 figure

The Julia sets and complex singularities in hierarchical Ising models

We study the analytical continuation in the complex plane of free energy of the Ising model on diamond-like hierarchical lattices. It is known that the singularities of free energy of this model lie on the Julia set of some rational endomorphism $f$ related to the action of the Migdal-Kadanoff renorm-group. We study the asymptotics of free energy when temperature goes along hyperbolic geodesics to the boundary of an attractive basin of $f$. We prove that for almost all (with respect to the harmonic measure) geodesics the complex critical exponent is common, and compute it

Reconstruction of Random Colourings

Reconstruction problems have been studied in a number of contexts including biology, information theory and and statistical physics. We consider the reconstruction problem for random $k$-colourings on the $\Delta$-ary tree for large $k$. Bhatnagar et. al. showed non-reconstruction when $\Delta \leq \frac12 k\log k - o(k\log k)$ and reconstruction when $\Delta \geq k\log k + o(k\log k)$. We tighten this result and show non-reconstruction when $\Delta \leq k[\log k + \log \log k + 1 - \ln 2 -o(1)]$ and reconstruction when $\Delta \geq k[\log k + \log \log k + 1+o(1)]$.Comment: Added references, updated notatio

Real roots of Random Polynomials: Universality close to accumulation points

We identify the scaling region of a width O(n^{-1}) in the vicinity of the accumulation points $t=\pm 1$ of the real roots of a random Kac-like polynomial of large degree n. We argue that the density of the real roots in this region tends to a universal form shared by all polynomials with independent, identically distributed coefficients c_i, as long as the second moment \sigma=E(c_i^2) is finite. In particular, we reveal a gradual (in contrast to the previously reported abrupt) and quite nontrivial suppression of the number of real roots for coefficients with a nonzero mean value \mu_n = E(c_i) scaled as \mu_n\sim n^{-1/2}.Comment: Some minor mistakes that crept through into publication have been removed. 10 pages, 12 eps figures. This version contains all updates, clearer pictures and some more thorough explanation

Spectra of random Hermitian matrices with a small-rank external source: supercritical and subcritical regimes

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$ external source matrix has two distinct real eigenvalues: $a$ with multiplicity $r$ and zero with multiplicity $n-r$. The source is small in the sense that $r$ is finite or $r=\mathcal O(n^\gamma)$, for $0< \gamma<1$. For a Gaussian potential, P\'ech\'e \cite{Peche:2006} showed that for $|a|$ sufficiently small (the subcritical regime) the external source has no leading-order effect on the eigenvalues, while for $|a|$ sufficiently large (the supercritical regime) $r$ eigenvalues exit the bulk of the spectrum and behave as the eigenvalues of $r\times r$ Gaussian unitary ensemble (GUE). We establish the universality of these results for a general class of analytic potentials in the supercritical and subcritical regimes.Comment: 41 pages, 4 figure

Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the limit $n \to \infty$, after appropriate rescaling, the paths fill out a region in the $tx$-plane that we describe explicitly. In particular, the paths initially stay away from the hard edge at $x = 0$, but at a certain critical time $t^*$ the smallest paths hit the hard edge and from then on are stuck to it. For $t \neq t^*$ we obtain the usual scaling limits from random matrix theory, namely the sine, Airy, and Bessel kernels. A key fact is that the positions of the paths at any time $t$ constitute a multiple orthogonal polynomial ensemble, corresponding to a system of two modified Bessel-type weights. As a consequence, there is a $3 \times 3$ matrix valued Riemann-Hilbert problem characterizing this model, that we analyze in the large $n$ limit using the Deift-Zhou steepest descent method. There are some novel ingredients in the Riemann-Hilbert analysis that are of independent interest.Comment: 59 pages, 11 figure

Domino tilings and the six-vertex model at its free fermion point

At the free-fermion point, the six-vertex model with domain wall boundary conditions (DWBC) can be related to the Aztec diamond, a domino tiling problem. We study the mapping on the level of complete statistics for general domains and boundary conditions. This is obtained by associating to both models a set of non-intersecting lines in the Lindstroem-Gessel-Viennot (LGV) scheme. One of the consequence for DWBC is that the boundaries of the ordered phases are described by the Airy process in the thermodynamic limit.Comment: 14 pages, 8 figure

Convergence of random zeros on complex manifolds

We show that the zeros of random sequences of Gaussian systems of polynomials of increasing degree almost surely converge to the expected limit distribution under very general hypotheses. In particular, the normalized distribution of zeros of systems of m polynomials of degree N, orthonormalized on a regular compact subset K of C^m, almost surely converge to the equilibrium measure on K as the degree N goes to infinity.Comment: 16 page

Free particle scattering off two oscillating disks

We investigate the two-dimensional classical dynamics of the scattering of point particles by two periodically oscillating disks. The dynamics exhibits regular and chaotic scattering properties, as a function of the initial conditions and parameter values of the system. The energy is not conserved since the particles can gain and loose energy from the collisions with the disks. We find that for incident particles whose velocity is on the order of the oscillating disk velocity, the energy of the exiting particles displays non-monotonic gaps of allowed energies, and the distribution of exiting particle velocities shows significant fluctuations in the low energy regime. We also considered the case when the initial velocity distribution is Gaussian, and found that for high energies the exit velocity distribution is Gaussian with the same mean and variance. When the initial particle velocities are in the irregular regime the exit velocity distribution is Gaussian but with a smaller mean and variance. The latter result can be understood as an example of stochastic cooling. In the intermediate regime the exit velocity distribution differs significantly from Gaussian. A comparison of the results presented in this paper to previous chaotic static scattering problems is also discussed.Comment: 9 doble sided pages 13 Postscript figures, REVTEX style. To appear in Phys. Rev.