4,670 research outputs found
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
Tridiagonal realization of the anti-symmetric Gaussian -ensemble
The Householder reduction of a member of the anti-symmetric Gaussian unitary
ensemble gives an anti-symmetric tridiagonal matrix with all independent
elements. The random variables permit the introduction of a positive parameter
, and the eigenvalue probability density function of the corresponding
random matrices can be computed explicitly, as can the distribution of
, the first components of the eigenvectors. Three proofs are given.
One involves an inductive construction based on bordering of a family of random
matrices which are shown to have the same distributions as the anti-symmetric
tridiagonal matrices. This proof uses the Dixon-Anderson integral from Selberg
integral theory. A second proof involves the explicit computation of the
Jacobian for the change of variables between real anti-symmetric tridiagonal
matrices, its eigenvalues and . The third proof maps matrices from the
anti-symmetric Gaussian -ensemble to those realizing particular examples
of the Laguerre -ensemble. In addition to these proofs, we note some
simple properties of the shooting eigenvector and associated Pr\"ufer phases of
the random matrices.Comment: 22 pages; replaced with a new version containing orthogonal
transformation proof for both cases (Method III
The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source
In classical random matrix theory the Gaussian and chiral Gaussian random
matrix models with a source are realized as shifted mean Gaussian, and chiral
Gaussian, random matrices with real , complex ( and
real quaternion ) elements. We use the Dyson Brownian motion model
to give a meaning for general . In the Gaussian case a further
construction valid for is given, as the eigenvalue PDF of a
recursively defined random matrix ensemble. In the case of real or complex
elements, a combinatorial argument is used to compute the averaged
characteristic polynomial. The resulting functional forms are shown to be a
special cases of duality formulas due to Desrosiers. New derivations of the
general case of Desrosiers' dualities are given. A soft edge scaling limit of
the averaged characteristic polynomial is identified, and an explicit
evaluation in terms of so-called incomplete Airy functions is obtained.Comment: 21 page
Hypergeometric solutions to the q-Painlev\'e equation of type
We consider the q-Painlev\'e equation of type (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
Growth models, random matrices and Painleve transcendents
The Hammersley process relates to the statistical properties of the maximum
length of all up/right paths connecting random points of a given density in the
unit square from (0,0) to (1,1). This process can also be interpreted in terms
of the height of the polynuclear growth model, or the length of the longest
increasing subsequence in a random permutation. The cumulative distribution of
the longest path length can be written in terms of an average over the unitary
group. Versions of the Hammersley process in which the points are constrained
to have certain symmetries of the square allow similar formulas. The derivation
of these formulas is reviewed. Generalizing the original model to have point
sources along two boundaries of the square, and appropriately scaling the
parameters gives a model in the KPZ universality class. Following works of Baik
and Rains, and Pr\"ahofer and Spohn, we review the calculation of the scaled
cumulative distribution, in which a particular Painlev\'e II transcendent plays
a prominent role.Comment: 27 pages, 5 figure
The Ideal Conductor Limit
This paper compares two methods of statistical mechanics used to study a
classical Coulomb system S near an ideal conductor C. The first method consists
in neglecting the thermal fluctuations in the conductor C and constrains the
electric potential to be constant on it. In the second method the conductor C
is considered as a conducting Coulomb system the charge correlation length of
which goes to zero. It has been noticed in the past, in particular cases, that
the two methods yield the same results for the particle densities and
correlations in S. It is shown that this is true in general for the quantities
which depend only on the degrees of freedom of S, but that some other
quantities, especially the electric potential correlations and the stress
tensor, are different in the two approaches. In spite of this the two methods
give the same electric forces exerted on S.Comment: 19 pages, plain TeX. Submited to J. Phys. A: Math. Ge
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 , and . 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
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