The bead model and limit behaviors of dimer models

In this paper, we study the bead model: beads are threaded on a set of wires on the plane represented by parallel straight lines. We add the constraint that between two consecutive beads on a wire; there must be exactly one bead on each neighboring wire. We construct a one-parameter family of Gibbs measures on the bead configurations that are uniform in a certain sense. When endowed with one of these measures, this model is shown to be a determinantal point process, whose marginal on each wire is the sine process (given by eigenvalues of large hermitian random matrices). We prove then that this process appears as a limit of any dimer model on a planar bipartite graph when some weights degenerate.Comment: Published in at http://dx.doi.org/10.1214/08-AOP398 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Limit shape and height fluctuations of random perfect matchings on square-hexagon lattices

We study asymptotics of perfect matchings on a large class of graphs called the contracting square-hexagon lattice, which is constructed row by row from either a row of a square grid or a row of a hexagonal lattice. We assign the graph periodic edge weights with period $1\times n$, and consider the probability measure of perfect matchings in which the probability of each configuration is proportional to the product of edge weights. We show that the partition function of perfect matchings on such a graph can be computed explicitly by a Schur function depending on the edge weights. By analyzing the asymptotics of the Schur function, we then prove the Law of Large Numbers (limit shape) and the Central Limit Theorem (convergence to the Gaussian free field) for the corresponding height functions. We also show that the distribution of certain type of dimers near the turning corner is the same as the eigenvalues of Gaussian Unitary Ensemble, and that in the scaling limit under the boundary condition that each segment of the bottom boundary grows linearly with respect the dimension of the graph, the frozen boundary is a cloud curve whose number of tangent points to the bottom boundary of the domain depends on the size of the period, as well as the number of segments along the bottom boundary

When rule-based models need to count

Rule-based modelers dislike direct enumeration of cases when more efficient means of enumeration are available. We present an extension of the Kappa language which attaches to agents a notion of level. We detail two encodings that are more concise than the former practice

Le contrat notionnel : efficience et causalité.

The main topic of this paper is about the overall functionnning of the french futures bonds market. Three mains questions are asked: (1) Is the futures market inefficient? (2) Is there any free lunch between the future market and the spot market? (3) Does one of these markets play a leader role? Econometric tests give globally an negative answer to all these three questions. The arbitrage's opportunities which have been detected in the period 86.12-90.06 can be explained by the restrictions to sell-short bonds in the french cash market. The two tests on the rationality of the expectations which have been undertaken (a time series test and a panel data test) yield the same conclusion : one cannot reject the assumption that the market is efficient. Finally, tests of causality between the future market and the cash market on daily data shows strong instantaneous correlation between them. Concerning delayed causality, the future market have played a leader role during the period 90.01-93.06 during which one has observed an overall stability of the futures prices.Futures markets ; Efficiency ; Causality.

The critical Z-invariant Ising model via dimers: the periodic case

We study a large class of critical two-dimensional Ising models namely critical Z-invariant Ising models on periodic graphs, example of which are the classical square, triangular and honeycomb lattice at the critical temperature. Fisher introduced a correspondence between the Ising model and the dimer model on a decorated graph, thus setting dimer techniques as a powerful tool for understanding the Ising model. In this paper, we give a full description of the dimer model corresponding to the critical Z-invariant Ising model. We prove that the dimer characteristic polynomial is equal (up to a constant) to the critical Laplacian characteristic polynomial, and defines a Harnack curve of genus 0. We prove an explicit expression for the free energy, and for the Gibbs measure obtained as weak limit of Boltzmann measures.Comment: 35 pages, 8 figure

Height representation of XOR-Ising loops via bipartite dimers

The XOR-Ising model on a graph consists of random spin configurations on vertices of the graph obtained by taking the product at each vertex of the spins of two independent Ising models. In this paper, we explicitly relate loop configurations of the XOR-Ising model and those of a dimer model living on a decorated, bipartite version of the Ising graph. This result is proved for graphs embedded in compact surfaces of genus g. Using this fact, we then prove that XOR-Ising loops have the same law as level lines of the height function of this bipartite dimer model. At criticality, the height function is known to converge weakly in distribution to a Gaussian free field. As a consequence, results of this paper shed a light on the occurrence of the Gaussian free field in the XOR-Ising model. In particular, they prove a discrete analogue of Wilson's conjecture, stating that the scaling limit of XOR-Ising loops are "contour lines" of the Gaussian free field.Comment: 41 pages, 10 figure

Loop statistics in the toroidal honeycomb dimer model

The dimer model on a graph embedded in the torus can be interpreted as a collection of random self-avoiding loops. In this paper, we consider the uniform toroidal honeycomb dimer model. We prove that when the mesh of the graph tends to zero and the aspect of the torus is fixed, the winding number of the collection of loops converges in law to a two-dimensional discrete Gaussian distribution. This is known to physicists in more generality from their analysis of toroidal two-dimensional critical loop models and their mapping to the massless free field on the torus. This paper contains the first mathematical proof of this more general physics result in the specific case of the loop model induced by a toroidal dimer model.Comment: Published in at http://dx.doi.org/10.1214/09-AOP453 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Statistical mechanics on isoradial graphs

Isoradial graphs are a natural generalization of regular graphs which give, for many models of statistical mechanics, the right framework for studying models at criticality. In this survey paper, we first explain how isoradial graphs naturally arise in two approaches used by physicists: transfer matrices and conformal field theory. This leads us to the fact that isoradial graphs provide a natural setting for discrete complex analysis, to which we dedicate one section. Then, we give an overview of explicit results obtained for different models of statistical mechanics defined on such graphs: the critical dimer model when the underlying graph is bipartite, the 2-dimensional critical Ising model, random walk and spanning trees and the q-state Potts model.Comment: 22 page

New Equations for Neutral Terms: A Sound and Complete Decision Procedure, Formalized

The definitional equality of an intensional type theory is its test of type compatibility. Today's systems rely on ordinary evaluation semantics to compare expressions in types, frustrating users with type errors arising when evaluation fails to identify two `obviously' equal terms. If only the machine could decide a richer theory! We propose a way to decide theories which supplement evaluation with `$\nu$-rules', rearranging the neutral parts of normal forms, and report a successful initial experiment. We study a simple -calculus with primitive fold, map and append operations on lists and develop in Agda a sound and complete decision procedure for an equational theory enriched with monoid, functor and fusion laws