Scaling limit of vicious walks and two-matrix model

We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the probability density function of eigenvalues of $N \times N$ Gaussian random matrices. The particle distribution depends on the ratio of the observation time $t$ and the time interval $T$ in which the nonintersecting condition is imposed. As $t/T$ is going on from 0 to 1, there occurs a transition of distribution, which is identified with the transition observed in the two-matrix model of Pandey and Mehta. Despite of the absence of matrix structure in the original vicious walker model, in the diffusion scaling limit, accumulation of contact repulsive interactions realizes the correlated distribution of eigenvalues in the multimatrix model as the particle distribution.Comment: REVTeX4, 12 pages, no figure, minor corrections made for publicatio

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.

Universality for orthogonal and symplectic Laguerre-type ensembles

We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth author in [23]. The varying weight case at the hard spectral edge was analyzed in [13] for beta=2: In this paper we do not consider varying weights. Our proof follows closely the work of the first two authors who showed in [7], [8] analogous results for Hermite-type ensembles. As in [7], [8] we use the version of the orthogonal polynomial method presented in [25], [22] to analyze the local eigenvalue statistics. The necessary asymptotic information on the Laguerre-type orthogonal polynomials is taken from [23].Comment: 75 page

Massive chiral random matrix ensembles at beta = 1 & 4 : QCD Dirac operator spectra

The zero momentum sectors in effective theories of QCD coupled to pseudoreal (two colors) and real (adjoint) quarks have alternative descriptions in terms of chiral orthogonal and symplectic ensembles of random matrices. Using this correspondence, we compute correlation functions of Dirac operator eigenvalues within a sector with an arbitrary topological charge in a presence of finite quark masses of the order of the smallest Dirac eigenvalue. These novel correlation functions, expressed in terms of Pfaffians, interpolate between known results for the chiral and quenched limits as quark masses vary.Comment: 12 pages, REVTeX 3.1, 2 figures; (v2) corrections on signatures in eqs.(48), (53), (C7), and on referential note

Determinantal process starting from an orthogonal symmetry is a Pfaffian process

When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $\nu > -1$ (BESQ$^{(\nu)}$) are determinantal processes for arbitrary fixed initial configurations. In the present paper we prove that, if initial configurations are distributed with orthogonal symmetry, they are Pfaffian processes in the sense that any multitime correlation functions are expressed by Pfaffians. The $2 \times 2$ skew-symmetric matrix-valued correlation kernels of the Pfaffians processes are explicitly obtained by the equivalence between the noncolliding BM and an appropriate dilatation of a time reversal of the temporally inhomogeneous version of noncolliding BM with finite duration in which all particles start from the origin, $N \delta_0$, and by the equivalence between the noncolliding BESQ$^{(\nu)}$ and that of the noncolliding squared generalized meander starting from $N \delta_0$.Comment: v2: AMS-LaTeX, 17 pages, no figure, corrections made for publication in J.Stat.Phy

Distribution of the k-th smallest Dirac operator eigenvalue

Based on the exact relationship to Random Matrix Theory, we derive the probability distribution of the k-th smallest Dirac operator eigenvalue in the microscopic finite-volume scaling regime of QCD and related gauge theories.Comment: REVTeX 3.1, 6 pages, 1 figure. Corrected factors in eqs. (16a) and (16c) and very minor typos (v2

Massive random matrix ensembles at beta = 1 & 4 : QCD in three dimensions

The zero momentum sectors in effective theories of three dimensional QCD coupled to pseudoreal (two colors) and real (adjoint) quarks in a classically parity-invariant manner have alternative descriptions in terms of orthogonal and symplectic ensembles of random matrices. Using this correspondence, we compute finite-volume QCD partition functions and correlation functions of Dirac operator eigenvalues in a presence of finite quark masses of the order of the smallest Dirac eigenvalue. These novel correlation functions, expressed in terms of quaternion determinants, are reduced to conventional results for the Gaussian ensembles in the quenched limit.Comment: 26 pages, REVTeX 3.1 + mathlett.sty (attached), 4 figure

Microscopic universality with dynamical fermions

It has recently been demonstrated in quenched lattice simulations that the distribution of the low-lying eigenvalues of the QCD Dirac operator is universal and described by random-matrix theory. We present first evidence that this universality continues to hold in the presence of dynamical quarks. Data from a lattice simulation with gauge group SU(2) and dynamical staggered fermions are compared to the predictions of the chiral symplectic ensemble of random-matrix theory with massive dynamical quarks. Good agreement is found in this exploratory study. We also discuss implications of our results.Comment: 5 pages, 3 figures, minor modifications, to appear in Phys. Rev. D (Rapid Commun.

Symmetry of matrix-valued stochastic processes and noncolliding diffusion particle systems

As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral and nonstandard random-matrix ensembles. In addition to the noncolliding Brownian motions, we introduce a one-parameter family of temporally homogeneous noncolliding systems of the Bessel processes and a two-parameter family of temporally inhomogeneous noncolliding systems of Yor's generalized meanders and show that all of the ten classes of eigenvalue statistics in the Altland-Zirnbauer classification are realized as particle distributions in the special cases of these diffusion particle systems. As a corollary of each equivalence in distribution of a temporally inhomogeneous eigenvalue process and a noncolliding diffusion process, a stochastic-calculus proof of a version of the Harish-Chandra (Itzykson-Zuber) formula of integral over unitary group is established.Comment: LaTeX, 27 pages, 4 figures, v3: Minor corrections made for publication in J. Math. Phy