{\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

Boundary conditions associated with the Painlev\'e III' and V evaluations of some random matrix averages

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $(0,s)$ at the hard edge contains $k$ eigenvalues, was evaluated in terms of a Painlev\'e V transcendent in $\sigma$-form. However the boundary conditions for the corresponding differential equation were not specified for the full parameter space. Here this task is accomplished in general, and the obtained functional form is compared against the most general small $s$ behaviour of the Painlev\'e V equation in $\sigma$-form known from the work of Jimbo. An analogous study is carried out for the the hard edge scaling limit of the random matrix average, which we have previously evaluated in terms of a Painlev\'e \IIId transcendent in $\sigma$-form. An application of the latter result is given to the rapid evaluation of a Hankel determinant appearing in a recent work of Conrey, Rubinstein and Snaith relating to the derivative of the Riemann zeta function

Applications and generalizations of Fisher-Hartwig asymptotics

Fisher-Hartwig asymptotics refers to the large $n$ form of a class of Toeplitz determinants with singular generating functions. This class of Toeplitz determinants occurs in the study of the spin-spin correlations for the two-dimensional Ising model, and the ground state density matrix of the impenetrable Bose gas, amongst other problems in mathematical physics. We give a new application of the original Fisher-Hartwig formula to the asymptotic decay of the Ising correlations above $T_c$, while the study of the Bose gas density matrix leads us to generalize the Fisher-Hartwig formula to the asymptotic form of random matrix averages over the classical groups and the Gaussian and Laguerre unitary matrix ensembles. Another viewpoint of our generalizations is that they extend to Hankel determinants the Fisher-Hartwig asymptotic form known for Toeplitz determinants.Comment: 25 page

Asymptotic corrections to the eigenvalue density of the GUE and LUE

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This is achieved by using the well known orthogonal polynomial expression for the kernel to construct a double contour integral representation for the density, to which we apply the saddle point method. The main correction to the bulk density is oscillatory in N and depends on the distribution function of the limiting density, while the corrections to the Airy kernel at the soft edge are again expressed in terms of the Airy function and its first derivative. We demonstrate numerically that these expansions are very accurate. A matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion of the edge density, expanded into the bulk.Comment: 14 pages, 4 figure

Moments of vicious walkers and M\"obius graph expansions

A system of Brownian motions in one-dimension all started from the origin and conditioned never to collide with each other in a given finite time-interval $(0, T]$ is studied. The spatial distribution of such vicious walkers can be described by using the repulsive eigenvalue-statistics of random Hermitian matrices and it was shown that the present vicious walker model exhibits a transition from the Gaussian unitary ensemble (GUE) statistics to the Gaussian orthogonal ensemble (GOE) statistics as the time $t$ is going on from 0 to $T$. In the present paper, we characterize this GUE-to-GOE transition by presenting the graphical expansion formula for the moments of positions of vicious walkers. In the GUE limit $t \to 0$, only the ribbon graphs contribute and the problem is reduced to the classification of orientable surfaces by genus. Following the time evolution of the vicious walkers, however, the graphs with twisted ribbons, called M\"obius graphs, increase their contribution to our expansion formula, and we have to deal with the topology of non-orientable surfaces. Application of the recent exact result of dynamical correlation functions yields closed expressions for the coefficients in the M\"obius expansion using the Stirling numbers of the first kind.Comment: REVTeX4, 11 pages, 1 figure. v.2: calculations of the Green function and references added. v.3: minor additions and corrections made for publication in Phys.Rev.

Expanded Vandermonde powers and sum rules for the two-dimensional one-component plasma

The two-dimensional one-component plasma (2dOCP) is a system of $N$ mobile particles of the same charge $q$ on a surface with a neutralising background. The Boltzmann factor of the 2dOCP at temperature $T$ can be expressed as a Vandermonde determinant to the power $\Gamma=q^{2}/(k_B T)$. Recent advances in the theory of symmetric and anti-symmetric Jack polymonials provide an efficient way to expand this power of the Vandermonde in their monomial basis, allowing the computation of several thermodynamic and structural properties of the 2dOCP for $N$ values up to 14 and $\Gamma$ equal to 4, 6 and 8. In this work, we explore two applications of this formalism to study the moments of the pair correlation function of the 2dOCP on a sphere, and the distribution of radial linear statistics of the 2dOCP in the plane

Probabilistic Weyl laws for quantized tori

For the Toeplitz quantization of complex-valued functions on a $2n$-dimensional torus we prove that the expected number of eigenvalues of small random perturbations of a quantized observable satisfies a natural Weyl law. In numerical experiments the same Weyl law also holds for ``false'' eigenvalues created by pseudospectral effects.Comment: 33 pages, 3 figures, v2 corrected listed titl

Joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles

The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density function for the spacing between these two eigenvalues is similarly characterized.The particular solution of Painlev\'e II that arises is a double shifted B\"acklund transformation of the Hasting-McLeod solution, which applies in the case of the distribution of the largest eigenvalue at the soft edge. Our deductions are made by employing the hard-to-soft edge transitions to existing results for the joint distribution of the first and second eigenvalue at the hard edge \cite{FW_2007}. In addition recursions under $a \mapsto a+1$ of quantities specifying the latter are obtained. A Fredholm determinant type characterisation is used to provide accurate numerics for the distribution of the spacing between the two largest eigenvalues.Comment: 26 pages, 1 Figure, 2 Table

Free expansion of impenetrable bosons on one-dimensional optical lattices

We review recent exact results for the free expansion of impenetrable bosons on one-dimensional lattices, after switching off a confining potential. When the system is initially in a superfluid state, far from the regime in which the Mott-insulator appears in the middle of the trap, the momentum distribution of the expanding bosons rapidly approaches the momentum distribution of noninteracting fermions. Remarkably, no loss in coherence is observed in the system as reflected by a large occupation of the lowest eigenstate of the one-particle density matrix. In the opposite limit, when the initial system is a pure Mott insulator with one particle per lattice site, the expansion leads to the emergence of quasicondensates at finite momentum. In this case, one-particle correlations like the ones shown to be universal in the equilibrium case develop in the system. We show that the out-of-equilibrium behavior of the Shannon information entropy in momentum space, and its contrast with the one of noninteracting fermions, allows to differentiate the two different regimes of interest. It also helps in understanding the crossover between them.Comment: 21 pages, 14 figures, invited brief revie