Products and Ratios of Characteristic Polynomials of Random Hermitian Matrices

We present new and streamlined proofs of various formulae for products and ratios of characteristic polynomials of random Hermitian matrices that have appeared recently in the literature.Comment: 18 pages, LaTe

The Widom-Dyson constant for the gap probability in random matrix theory

In this paper we consider an asymptotic question in the theory of the Gaussian Unitary Ensemble of random matrices. In the bulk scaling limit, the probability that there are no eigenvalues in the interval (0,2s) is given by P_s=det(I-K_s), where K_s is the trace-class operator with kernel K_s(x,y)={sin(x-y)}/{\pi(x-y)} acting on L^2(0,2s). We are interested particularly in the behavior of P_s as s tends to infinity...Comment: 31 pages, 4 figure

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

We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, 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 $\textrm{Airy}_2$ 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

An exact formula for general spectral correlation function of random Hermitian matrices

We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential difference from the previously studied correlation functions (of products only) is the appearance of non-polynomial functions along with the orthogonal polynomials. These non-polynomial functions are the Cauchy transforms of the orthogonal polynomials. The result is valid for any ensemble of beta=2 symmetry class and generalizes recent asymptotic formulae obtained for GUE and its chiral counterpart by different methods..Comment: published version, with a few misprints correcte

Exact solution of Riemann--Hilbert problem for a correlation function of the XY spin chain

A correlation function of the XY spin chain is studied at zero temperature. This is called the Emptiness Formation Probability (EFP) and is expressed by the Fredholm determinant in the thermodynamic limit. We formulate the associated Riemann--Hilbert problem and solve it exactly. The EFP is shown to decay in Gaussian.Comment: 7 pages, to be published in J. Phys. Soc. Jp

Numerical study of a multiscale expansion of the Korteweg de Vries equation and Painlev\'e-II equation

The Cauchy problem for the Korteweg de Vries (KdV) equation with small dispersion of order \e^2, \e\ll 1, is characterized by the appearance of a zone of rapid modulated oscillations. These oscillations are approximately described by the elliptic solution of KdV where the amplitude, wave-number and frequency are not constant but evolve according to the Whitham equations. Whereas the difference between the KdV and the asymptotic solution decreases as $\epsilon$ in the interior of the Whitham oscillatory zone, it is known to be only of order $\epsilon^{1/3}$ near the leading edge of this zone. To obtain a more accurate description near the leading edge of the oscillatory zone we present a multiscale expansion of the solution of KdV in terms of the Hastings-McLeod solution of the Painlev\'e-II equation. We show numerically that the resulting multiscale solution approximates the KdV solution, in the small dispersion limit, to the order $\epsilon^{2/3}$.Comment: 20 pages, 14 figure

Dispersive Shock Wave, Generalized Laguerre Polynomials and Asymptotic Solitons of the Focusing Nonlinear Schr\"odinger Equation

We consider dispersive shock wave to the focusing nonlinear Schr\"odinger equation generated by a discontinuous initial condition which is periodic or quasi-periodic on the left semi-axis and zero on the right semi-axis. As an initial function we use a finite-gap potential of the Dirac operator given in an explicit form through hyper-elliptic theta-functions. The paper aim is to study the long-time asymptotics of the solution of this problem in a vicinity of the leading edge, where a train of asymptotic solitons are generated. Such a problem was studied in \cite{KK86} and \cite{K91} using Marchenko's inverse scattering technics. We investigate this problem exceptionally using the Riemann-Hilbert problems technics that allow us to obtain explicit formulas for the asymptotic solitons themselves that in contrast with the cited papers where asymptotic formulas are obtained only for the square of absolute value of solution. Using transformations of the main RH problems we arrive to a model problem corresponding to the parametrix at the end points of continuous spectrum of the Zakharov-Shabat spectral problem. The parametrix problem is effectively solved in terms of the generalized Laguerre polynomials which are naturally appeared after appropriate scaling of the Riemann-Hilbert problem in a small neighborhoods of the end points of continuous spectrum. Further asymptotic analysis give an explicit formula for solitons at the edge of dispersive wave. Thus, we give the complete description of the train of asymptotic solitons: not only bearing envelope of each asymptotic soliton, but its oscillating structure are found explicitly. Besides the second term of asymptotics describing an interaction between these solitons and oscillating background is also found. This gives the fine structure of the edge of dispersive shock wave.Comment: 36 pages, 5 figure