Exact solution of the six-vertex model with domain wall boundary condition. Critical line between ferroelectric and disordered phases

This is a continuation of the papers [4] of Bleher and Fokin and [5] of Bleher and Liechty, in which the large $n$ asymptotics is obtained for the partition function $Z_n$ of the six-vertex model with domain wall boundary conditions in the disordered and ferroelectric phases, respectively. In the present paper we obtain the large $n$ asymptotics of $Z_n$ on the critical line between these two phases.Comment: 22 pages, 6 figures, to appear in the Journal of Statistical Physic

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

Unique positive solution for an alternative discrete Painlevé I equation

We show that the alternative discrete Painleve I equation has a unique solution which remains positive for all n >0. Furthermore, we identify this positive solution in terms of a special solution of the second Painleve equation involving the Airy function Ai(t). The special-function solutions of the second Painleve equation involving only the Airy function Ai(t) therefore have the property that they remain positive for all n>0 and all t>0, which is a new characterization of these special solutions of the second Painlevé equation and the alternative discrete Painlevé I equation

Nearest Neighbor Distances on a Circle: Multidimensional Case

We study the distances, called spacings, between pairs of neighboring energy levels for the quantum harmonic oscillator. Specifically, we consider all energy levels falling between E and E+1, and study how the spacings between these levels change for various choices of E, particularly when E goes to infinity. Primarily, we study the case in which the spring constant is a badly approximable vector. We first give the proof by Boshernitzan-Dyson that the number of distinct spacings has a uniform bound independent of E. Then, if the spring constant has components forming a basis of an algebraic number field, we show that, when normalized up to a unit, the spacings are from a finite set. Moreover, in the specific case that the field has one fundamental unit, the probability distribution of these spacings behaves quasiperiodically in log E. We conclude by studying the spacings in the case that the spring constant is not badly approximable, providing examples for which the number of distinct spacings is unbounded.Comment: Version 2 is updated to include more discussion of previous works. 17 pages with five figures. To appear in the Journal of Statistical Physic

Level spacing statistics of classically integrable systems -Investigation along the line of the Berry-Robnik approach-

By extending the approach of Berry and Robnik, the limiting level spacing distribution of a system consisting of infinitely many independent components is investigated. The limiting level spacing distribution is characterized by a single monotonically increasing function $\bar{\mu}(S)$ of the level spacing $S$. Three cases are distinguished: (i) Poissonian if $\bar{\mu}(+\infty)=0$, (ii) Poissonian for large $S$, but possibly not for small $S$ if $0<\bar{\mu}(+\infty)< 1$, and (iii) sub-Poissonian if $\bar{\mu}(+\infty)=1$. This implies that, even when energy-level distributions of individual components are statistically independent, non-Poissonian level spacing distributions are possible.Comment: 19 pages, 4 figures. Accepted for publication in Phys. Rev.

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

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

Decay of the Sinai Well in D dimensions

We study the decay law of the Sinai Well in $D$ dimensions and relate the behavior of the decay law to internal distributions that characterize the dynamics of the system. We show that the long time tail of the decay is algebraic ($1/t$), irrespective of the dimension $D$.Comment: 14 pages, Figures available under request. Revtex. Submitted to Phys. Rev. E.,e-mail: [email protected]

A Contour Method on Cayley tree

We consider a finite range lattice models on Cayley tree with two basic properties: the existence of only a finite number of ground states and with Peierls type condition. We define notion of a contour for the model on the Cayley tree. By a contour argument we show the existence of $s$ different (where $s$ is the number of ground states) Gibbs measures.Comment: 12 page

Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials

We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution for the largest eigenvalue of the Gaussian orthogonal ensemble. This is as expected from the viewpoint that the maximal height of the outermost path converges to the maximum of the $\textrm{Airy}_2$ process minus a parabola. Our proof is based on Riemann-Hilbert analysis of a system of discrete orthogonal polynomials with a Gaussian weight in the double scaling limit as this system approaches saturation. We consequently compute the asymptotics of the free energy and the reproducing kernel of the corresponding discrete orthogonal polynomial ensemble in the critical scaling in which the density of particles approaches saturation. Both of these results can be viewed as dual to the case in which the mean density of eigenvalues in a random matrix model is vanishing at one point.Comment: 39 pages, 4 figures; The title has been changed from "The limiting distribution of the maximal height of nonintersecting Brownian excursions and discrete Gaussian orthogonal polynomials." This is a reflection of the fact that the analysis has been adapted to include nonintersecting Brownian motions with either reflecting of absorbing boundaries at zero. To appear in J. Stat. Phy