Correlations for the Dyson Brownian motion model with Poisson initial conditions

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the initial condition that the particles are non-interacting (Poisson statistics). Jack polynomial theory is used to derive a simple exact expression for the density-density correlation with the position of one particle specified in the initial state, and the position of one particle specified at time $\tau$, valid for all $\beta > 0$. The same correlation with two particles specified in the initial state is also derived exactly, and some special cases of the theoretical correlations are illustrated by comparison with the empirical correlations calculated from the eigenvalues of certain parameter-dependent Gaussian random matrices. Application to fluctuation formulas for time displaced linear statistics in made.Comment: 17 pgs., 2 postscript fig

Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion determinant. For the parameter dependent Gaussian and Laguerre ensembles the matrix elements of the determinant are expressed in terms of corresponding skew-orthogonal polynomials, and their limiting value for infinite matrix dimension are computed in the vicinity of the soft and hard edges respectively. A connection formula relating the distributions at the hard and soft edge is obtained, and a universal asymptotic behaviour of the two point correlation is identified.Comment: 37 pgs., 1fi

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