36 research outputs found

    Extremal statistics of curved growing interfaces in 1+1 dimensions

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    We study the joint probability distribution function (pdf) of the maximum M of the height and its position X_M of a curved growing interface belonging to the universality class described by the Kardar-Parisi-Zhang equation in 1+1 dimensions. We obtain exact results for the closely related problem of p non-intersecting Brownian bridges where we compute the joint pdf P_p(M,\tau_M) where \tau_M is there the time at which the maximal height M is reached. Our analytical results, in the limit p \to \infty, become exact for the interface problem in the growth regime. We show that our results, for moderate values of p \sim 10 describe accurately our numerical data of a prototype of these systems, the polynuclear growth model in droplet geometry. We also discuss applications of our results to the ground state configuration of the directed polymer in a random potential with one fixed endpoint.Comment: 6 pages, 4 figures. Published version, to appear in Europhysics Letters. New results added for non-intersecting excursion

    Determinantal process starting from an orthogonal symmetry is a Pfaffian process

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    When the number of particles NN is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index ν>1\nu > -1 (BESQ(ν)^{(\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 2×22 \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, Nδ0N \delta_0, and by the equivalence between the noncolliding BESQ(ν)^{(\nu)} and that of the noncolliding squared generalized meander starting from Nδ0N \delta_0.Comment: v2: AMS-LaTeX, 17 pages, no figure, corrections made for publication in J.Stat.Phy

    Endpoint distribution of directed polymers in 1+1 dimensions

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    We give an explicit formula for the joint density of the max and argmax of the Airy2_2 process minus a parabola. The argmax has a universal distribution which governs the rescaled endpoint for large time or temperature of directed polymers in 1+1 dimensions.Comment: Expanded introductio

    A simple derivation of the Tracy-Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix

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    In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a (N×N)(N\times N) random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably adapting a method of orthogonal polynomials developed by Gross and Matytsin in the context of Yang-Mills theory in two dimensions, we provide a rather simple derivation of the Tracy-Widom law for GUE. Our derivation is based on the elementary asymptotic scaling analysis of a pair of coupled nonlinear recursion relations. As an added bonus, this method also allows us to compute the precise subleading terms describing the right large deviation tail of the maximal eigenvalue distribution. In the Yang-Mills language, these subleading terms correspond to non-perturbative (in 1/N1/N expansion) corrections to the two-dimensional partition function in the so called `weak' coupling regime.Comment: 2 figure

    Airy processes and variational problems

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    We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities that they lie below a given curve as Fredholm determinants of certain boundary value operators, and the several applications of these formulas to variational problems involving Airy processes that arise in physical problems, as well as to their local behaviour.Comment: Minor corrections. 41 pages, 4 figures. To appear as chapter in "PASI Proceedings: Topics in percolative and disordered systems

    Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials

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    We study the distribution of the maximal height of the outermost path in the model of NN nonintersecting Brownian motions on the half-line as NN\to \infty, showing that it converges in the proper scaling to the Tracy-Widom distribution for the largest eigenvalue of the Gaussian orthogonal ensemble. This is as expected from the viewpoint that the maximal height of the outermost path converges to the maximum of the Airy2\textrm{Airy}_2 process minus a parabola. Our proof is based on Riemann-Hilbert analysis of a system of discrete orthogonal polynomials with a Gaussian weight in the double scaling limit as this system approaches saturation. We consequently compute the asymptotics of the free energy and the reproducing kernel of the corresponding discrete orthogonal polynomial ensemble in the critical scaling in which the density of particles approaches saturation. Both of these results can be viewed as dual to the case in which the mean density of eigenvalues in a random matrix model is vanishing at one point.Comment: 39 pages, 4 figures; The title has been changed from "The limiting distribution of the maximal height of nonintersecting Brownian excursions and discrete Gaussian orthogonal polynomials." This is a reflection of the fact that the analysis has been adapted to include nonintersecting Brownian motions with either reflecting of absorbing boundaries at zero. To appear in J. Stat. Phy

    Extreme value statistics from the Real Space Renormalization Group: Brownian Motion, Bessel Processes and Continuous Time Random Walks

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    We use the Real Space Renormalization Group (RSRG) method to study extreme value statistics for a variety of Brownian motions, free or constrained such as the Brownian bridge, excursion, meander and reflected bridge, recovering some standard results, and extending others. We apply the same method to compute the distribution of extrema of Bessel processes. We briefly show how the continuous time random walk (CTRW) corresponds to a non standard fixed point of the RSRG transformation.Comment: 24 pages, 5 figure

    Evidence for geometry-dependent universal fluctuations of the Kardar-Parisi-Zhang interfaces in liquid-crystal turbulence

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    We provide a comprehensive report on scale-invariant fluctuations of growing interfaces in liquid-crystal turbulence, for which we recently found evidence that they belong to the Kardar-Parisi-Zhang (KPZ) universality class for 1+1 dimensions [Phys. Rev. Lett. 104, 230601 (2010); Sci. Rep. 1, 34 (2011)]. Here we investigate both circular and flat interfaces and report their statistics in detail. First we demonstrate that their fluctuations show not only the KPZ scaling exponents but beyond: they asymptotically share even the precise forms of the distribution function and the spatial correlation function in common with solvable models of the KPZ class, demonstrating also an intimate relation to random matrix theory. We then determine other statistical properties for which no exact theoretical predictions were made, in particular the temporal correlation function and the persistence probabilities. Experimental results on finite-time effects and extreme-value statistics are also presented. Throughout the paper, emphasis is put on how the universal statistical properties depend on the global geometry of the interfaces, i.e., whether the interfaces are circular or flat. We thereby corroborate the powerful yet geometry-dependent universality of the KPZ class, which governs growing interfaces driven out of equilibrium.Comment: 31 pages, 21 figures, 1 table; references updated (v2,v3); Fig.19 updated & minor changes in text (v3); final version (v4); J. Stat. Phys. Online First (2012
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