Winding number correlation for a Brownian loop in a plane

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or negative, around that point. Indeed from the (long known) probability distribution, the mean square winding number is infinite, so all statistical moments - averages of powers of the winding number - are infinity (even powers) or zero (odd powers, by symmetry). If an additional marked point is introduced at some distance from the origin, there are now two winding numbers, which are correlated. That correlation, the average of the product of the two winding numbers, is finite and is calculated here. The result takes the form of a single well-convergent integral that depends on a single parameter - the suitably scaled separation of the marked points. The integrals of the correlation weighted by powers of the separation are simple factorial expressions. Explicit limits of the correlation for small and large separation of the marked points are found.Comment: The right hand sides of various equations were missing factors of 1/2 or 1/4, now correcte

Two-point correlations of the Gaussian symplectic ensemble from periodic orbits

We determine the asymptotics of the two-point correlation function for quantum systems with half-integer spin which show chaotic behaviour in the classical limit using a method introduced by Bogomolny and Keating [Phys. Rev. Lett. 77 (1996) 1472-1475]. For time-reversal invariant systems we obtain the leading terms of the two-point correlation function of the Gaussian symplectic ensemble. Special attention has to be paid to the role of Kramers' degeneracy.Comment: 7 pages, no figure

Notes on Conformal Invisibility Devices

As a consequence of the wave nature of light, invisibility devices based on isotropic media cannot be perfect. The principal distortions of invisibility are due to reflections and time delays. Reflections can be made exponentially small for devices that are large in comparison with the wavelength of light. Time delays are unavoidable and will result in wave-front dislocations. This paper considers invisibility devices based on optical conformal mapping. The paper shows that the time delays do not depend on the directions and impact parameters of incident light rays, although the refractive-index profile of any conformal invisibility device is necessarily asymmetric. The distortions of images are thus uniform, which reduces the risk of detection. The paper also shows how the ideas of invisibility devices are connected to the transmutation of force, the stereographic projection and Escheresque tilings of the plane

Barnett-Pegg formalism of angle operators, revivals, and flux lines

We use the Barnett-Pegg formalism of angle operators to study a rotating particle with and without a flux line. Requiring a finite dimensional version of the Wigner function to be well defined we find a natural time quantization that leads to classical maps from which the arithmetical basis of quantum revivals is seen. The flux line, that fundamentally alters the quantum statistics, forces this time quantum to be increased by a factor of a winding number and determines the homotopy class of the path. The value of the flux is restricted to the rational numbers, a feature that persists in the infinite dimensional limit.Comment: 5 pages, 0 figures, Revte

Evaluating forecasts of the evolution of the cloudy boundary layer using diurnal composites of radar and lidar observations

Observations of boundary-layer cloud have been made using radar and lidar at Chilbolton, Hampshire, UK. These have been compared with output from 7 different global and regional models. Fifty-five cloudy days have been composited to reveal the mean diurnal variation of cloud top and base heights, cloud thickness and liquid water path of the clouds. To enable like-for-like comparison between model and observations, the observations have been averaged on to the grid of each model. The composites show a distinct diurnal cycle in observed cloud; the cloud height exhibits a sinusoidal variation throughout the day with a maximum at around 1600 and a minimum at around 0700 UTC. This diurnal cycle is captured by six of the seven models analysed, although the models generally under-predict both cloud top and cloud base heights throughout the day. The two worst performing models in terms of cloud boundaries also have biases of around a factor of two in liquid water path; these were the only two models that did not include an explicit formulation for cloud-top entrainment

Fluctuations and Ergodicity of the Form Factor of Quantum Propagators and Random Unitary Matrices

We consider the spectral form factor of random unitary matrices as well as of Floquet matrices of kicked tops. For a typical matrix the time dependence of the form factor looks erratic; only after a local time average over a suitably large time window does a systematic time dependence become manifest. For matrices drawn from the circular unitary ensemble we prove ergodicity: In the limits of large matrix dimension and large time window the local time average has vanishingly small ensemble fluctuations and may be identified with the ensemble average. By numerically diagonalizing Floquet matrices of kicked tops with a globally chaotic classical limit we find the same ergodicity. As a byproduct we find that the traces of random matrices from the circular ensembles behave very much like independent Gaussian random numbers. Again, Floquet matrices of chaotic tops share that universal behavior. It becomes clear that the form factor of chaotic dynamical systems can be fully faithful to random-matrix theory, not only in its locally time-averaged systematic time dependence but also in its fluctuations.Comment: 12 pages, RevTEX, 4 figures in eps forma

Negative moments of characteristic polynomials of random GOE matrices and singularity-dominated strong fluctuations

We calculate the negative integer moments of the (regularized) characteristic polynomials of N x N random matrices taken from the Gaussian Orthogonal Ensemble (GOE) in the limit as $N \to \infty$. The results agree nontrivially with a recent conjecture of Berry & Keating motivated by techniques developed in the theory of singularity-dominated strong fluctuations. This is the first example where nontrivial predictions obtained using these techniques have been proved.Comment: 13 page

Geometric phases and anholonomy for a class of chaotic classical systems

Berry's phase may be viewed as arising from the parallel transport of a quantal state around a loop in parameter space. In this Letter, the classical limit of this transport is obtained for a particular class of chaotic systems. It is shown that this ``classical parallel transport'' is anholonomic --- transport around a closed curve in parameter space does not bring a point in phase space back to itself --- and is intimately related to the Robbins-Berry classical two-form.Comment: Revtex, 11 pages, no figures

Parametric statistics of zeros of Husimi representations of quantum chaotic eigenstates and random polynomials

Local parametric statistics of zeros of Husimi representations of quantum eigenstates are introduced. It is conjectured that for a classically fully chaotic systems one should use the model of parametric statistics of complex roots of Gaussian random polynomials which is exactly solvable as demonstrated below. For example, the velocities (derivatives of zeros of Husimi function with respect to an external parameter) are predicted to obey a universal (non-Maxwellian) distribution ${d P(v)}/{dv^2} = 2/(\pi\sigma^2)(1 + |v|^2/\sigma^2)^{-3},$ where $\sigma^2$ is the mean square velocity. The conjecture is demonstrated numerically in a generic chaotic system with two degrees of freedom. Dynamical formulation of the ``zero-flow'' in terms of an integrable many-body dynamical system is given as well.Comment: 13 pages in plain Latex (1 figure available upon request