Linear statistics and pushed Coulomb gas at the edge of beta random matrices: four paths to large deviations

The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability distribution function (PDF) of linear statistics ${\sf L}= \sum_i t \varphi(t^{-2/3} a_i)$ for large parameter $t$. We show the large deviation forms $\mathbb{E}_{{\rm Airy},\beta}[\exp(-{\sf L})] \sim \exp(- t^2 \Sigma[\varphi])$ and $P({\sf L}) \sim \exp(- t^2 G(L/t^2))$ for the cumulant generating function and the PDF. We obtain the exact rate function $\Sigma[\varphi]$ using four apparently different methods (i) the electrostatics of a Coulomb gas (ii) a random Schr\"odinger problem, i.e. the stochastic Airy operator (iii) a cumulant expansion (iv) a non-local non-linear differential Painlev\'e type equation. Each method was independently introduced to obtain the lower tail of the KPZ equation. Here we show their equivalence in a more general framework. Our results are obtained for a class of functions $\varphi$, the monotonous soft walls, containing the monomials $\varphi(x)=(u+x)_+^\gamma$ and the exponential $\varphi(x)=e^{u+x}$ and equivalently describe the response of a Coulomb gas pushed at its edge. The small $u$ behavior of the excess energy $\Sigma[\varphi]$ exhibits a change at $\gamma=3/2$ between a non-perturbative hard wall like regime for $\gamma<3/2$ (third order free-to-pushed transition) and a perturbative deformation of the edge for $\gamma>3/2$ (higher order transition). Applications are given, among them: (i) truncated linear statistics such as $\sum_{i=1}^{N_1} a_i$, leading to a formula for the PDF of the ground state energy of $N_1 \gg 1$ noninteracting fermions in a linear plus random potential (ii) $(\beta-2)/r^2$ interacting spinless fermions in a trap at the edge of a Fermi gas (iii) traces of large powers of random matrices.Comment: Main text : 8 pages. Supp mat : 49 page

Inverse scattering solution of the weak noise theory of the Kardar-Parisi-Zhang equation with flat and Brownian initial conditions

We present the solution of the weak noise theory (WNT) for the Kardar-Parisi-Zhang equation in one dimension at short time for flat initial condition (IC). The non-linear hydrodynamic equations of the WNT are solved analytically through a connexion to the Zakharov-Shabat (ZS) system using its classical integrability. This approach is based on a recently developed Fredholm determinant framework previously applied to the droplet IC. The flat IC provides the case for a non-vanishing boundary condition of the ZS system and yields a richer solitonic structure comprising the appearance of multiple branches of the Lambert function. As a byproduct, we obtain the explicit solution of the WNT for the Brownian IC, which undergoes a dynamical phase transition. We elucidate its mechanism by showing that the related spontaneous breaking of the spatial symmetry arises from the interplay between two solitons with different rapidities.Comment: 20 page

Large fluctuations of the KPZ equation in a half-space

We investigate the short-time regime of the KPZ equation in $1+1$ dimensions and develop a unifying method to obtain the height distribution in this regime, valid whenever an exact solution exists in the form of a Fredholm Pfaffian or determinant. These include the droplet and stationary initial conditions in full space, previously obtained by a different method. The novel results concern the droplet initial condition in a half space for several Neumann boundary conditions: hard wall, symmetric, and critical. In all cases, the height probability distribution takes the large deviation form $P(H,t) \sim \exp( - \Phi(H)/\sqrt{t})$ for small time. We obtain the rate function $\Phi(H)$ analytically for the above cases. It has a Gaussian form in the center with asymmetric tails, $|H|^{5/2}$ on the negative side, and $H^{3/2}$ on the positive side. The amplitude of the left tail for the half-space is found to be half the one of the full space. As in the full space case, we find that these left tails remain valid at all times. In addition, we present here (i) a new Fredholm Pfaffian formula for the solution of the hard wall boundary condition and (ii) two Fredholm determinant representations for the solutions of the hard wall and the symmetric boundary respectively.Comment: Submission to SciPost, comments of the referee included in this new versio

The inverse scattering of the Zakharov-Shabat system solves the weak noise theory of the Kardar-Parisi-Zhang equation

We solve the large deviations of the Kardar-Parisi-Zhang (KPZ) equation in one dimension at short time by introducing an approach which combines field theoretical, probabilistic and integrable techniques. We expand the program of the weak noise theory, which maps the large deviations onto a non-linear hydrodynamic problem, and unveil its complete solvability through a connection to the integrability of the Zakharov-Shabat system. Exact solutions, depending on the initial condition of the KPZ equation, are obtained using the inverse scattering method and a Fredholm determinant framework recently developed. These results, explicit in the case of the droplet geometry, open the path to obtain the complete large deviations for general initial conditions.Comment: 35 page

Systematic time expansion for the Kardar-Parisi-Zhang equation, linear statistics of the GUE at the edge and trapped fermions

We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked against a numerical evaluation of the known exact Fredholm determinant expression. We also obtain the next order term for the Brownian initial condition. Although initially devised for short time, a resummation of the series allows to obtain also the \textit{long time large deviation function}, found to agree with previous works using completely different techniques. Unexpected similarities with stationary large deviations of TASEP with periodic and open boundaries are discussed. Two additional applications are given. (i) Our method is generalized to study the linear statistics of the {Airy point process}, i.e. of the GUE edge eigenvalues. We obtain the generating function of the cumulants of the empirical measure to a high order. The second cumulant is found to match the result in the bulk obtained from the Gaussian free field by Borodin and Ferrari, but we obtain systematic corrections to the Gaussian free field (higher cumulants, expansion towards the edge). This also extends a result of Basor and Widom to a much higher order. We obtain {large deviation functions} for the {Airy point process} for a variety of linear statistics test functions. (ii) We obtain results for the \textit{counting statistics of trapped fermions} at the edge of the Fermi gas in both the high and the low temperature limits.Comment: 84 pages, 3 figure

Half-space stationary Kardar-Parisi-Zhang equation

We study the solution of the Kardar-Parisi-Zhang (KPZ) equation for the stochastic growth of an interface of height $h(x,t)$ on the positive half line, equivalently the free energy of the continuum directed polymer in a half space with a wall at $x=0$. The boundary condition $\partial_x h(x,t)|_{x=0}=A$ corresponds to an attractive wall for $A<0$, and leads to the binding of the polymer to the wall below the critical value $A=-1/2$. Here we choose the initial condition $h(x,0)$ to be a Brownian motion in $x>0$ with drift $-(B+1/2)$. When $A+B \to -1$, the solution is stationary, i.e. $h(\cdot,t)$ remains at all times a Brownian motion with the same drift, up to a global height shift $h(0,t)$. We show that the distribution of this height shift is invariant under the exchange of parameters $A$ and $B$. For any $A,B > - 1/2$, we provide an exact formula characterizing the distribution of $h(0,t)$ at any time $t$, using two methods: the replica Bethe ansatz and a discretization called the log-gamma polymer, for which moment formulae were obtained. We analyze its large time asymptotics for various ranges of parameters $A,B$. In particular, when $(A, B) \to (-1/2, -1/2)$, the critical stationary case, the fluctuations of the interface are governed by a universal distribution akin to the Baik-Rains distribution arising in stationary growth on the full-line. It can be expressed in terms of a simple Fredholm determinant, or equivalently in terms of the Painlev\'e II transcendent. This provides an analog for the KPZ equation, of some of the results recently obtained by Betea-Ferrari-Occelli in the context of stationary half-space last-passage-percolation. From universality, we expect that limiting distributions found in both models can be shown to coincide.Comment: 53 page