Derivation of an eigenvalue probability density function relating to the Poincare disk

A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition, and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A^{-1} B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many body quantum state, and to the one-component plasma, on the pseudosphere.Comment: 11 pages; To appear in J.Phys

Interlaced particle systems and tilings of the Aztec diamond

Motivated by the problem of domino tilings of the Aztec diamond, a weighted particle system is defined on $N$ lines, with line $j$ containing $j$ particles. The particles are restricted to lattice points from 0 to $N$, and particles on successive lines are subject to an interlacing constraint. It is shown that marginal distributions for this particle system can be computed exactly. This in turn is used to give unified derivations of a number of fundamental properties of the tiling problem, for example the evaluation of the number of distinct configurations and the relation to the GUE minor process. An interlaced particle system associated with the domino tiling of a certain half Aztec diamond is similarly defined and analyzed.Comment: 17 pages, 4 figure

Hypergeometric solutions to the q-Painlev\'e equation of type A4(1)A_4^{(1)}

We consider the q-Painlev\'e equation of type $A_4^{(1)}$ (a version of q-Painlev\'e V equation) and construct a family of solutions expressible in terms of certain basic hypergeometric series. We also present the determinant formula for the solutions.Comment: 16 pages, IOP styl

{\bf τ\tau-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise $\tau$-functions for certain Painlev\'e systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two $\tau$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two $\tau$-functions gives the gap probability in the corresponding unitary symmetry case, while one of those $\tau$-functions is the gap probability in the corresponding orthogonal symmetry case.Comment: AMS-Late

Increasing subsequences and the hard-to-soft edge transition in matrix ensembles

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free involutions. It is shown that these probabilities are equal to the hard edge gap probability for matrix ensembles with unitary, orthogonal and symplectic symmetry respectively. The gap probabilities can be written as a sum over correlations for certain determinantal point processes. From these expressions a proof can be given that the limiting form of Pr(L(t) \le l) in the three cases is equal to the soft edge gap probability for matrix ensembles with unitary, orthogonal and symplectic symmetry respectively, thereby reclaiming theorems due to Baik-Deift-Johansson and Baik-Rains.Comment: LaTeX, 19 page

Symmetrized models of last passage percolation and non-intersecting lattice paths

It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such results based on non-intersecting lattice paths, and integration techniques familiar from the theory of random matrices. Detailed derivations of probabilities relating to two further symmetrizations are also given.Comment: 21 pages, 5 figure

Difference system for Selberg correlation integrals

The Selberg correlation integrals are averages of the products $\prod_{s=1}^m\prod_{l=1}^n (x_s - z_l)^{\mu_s}$ with respect to the Selberg density. Our interest is in the case $m=1$, $\mu_1 = \mu$, when this corresponds to the $\mu$-th moment of the corresponding characteristic polynomial. We give the explicit form of a $(n+1) \times (n+1)$ matrix linear difference system in the variable $\mu$ which determines the average, and we give the Gauss decomposition of the corresponding $(n+1) \times (n+1)$ matrix. For $\mu$ a positive integer the difference system can be used to efficiently compute the power series defined by this average.Comment: 21 page

Random Matrix Theory and the Sixth Painlev\'e Equation

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determinants. These distributions are well known to be $\tau$-functions for Painlev\'e systems, allowing for the former to be characterised as the solution of certain nonlinear equations. We consider the random matrix ensembles for which the nonlinear equation is the $\sigma$ form of \PVI. Known results are reviewed, as is their implication by way of series expansions for the distributions. New results are given for the boundary conditions in the neighbourhood of the fixed singularities at $t=0,1,\infty$ of $\sigma$\PVI displayed by a generalisation of the generating function for the distributions. The structure of these expansions is related to Jimbo's general expansions for the $\tau$-function of $\sigma$\PVI in the neighbourhood of its fixed singularities, and this theory is itself put in its context of the linear isomonodromy problem relating to \PVI.Comment: Dedicated to the centenary of the publication of the Painlev\'e VI equation in the Comptes Rendus de l'Academie des Sciences de Paris by Richard Fuchs in 190