A random matrix decimation procedure relating β=2/(r+1)\beta = 2/(r+1) to β=2(r+1)\beta = 2(r+1)

Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to be the case $r=1$ of a family of inter-relations between eigenvalue probability density functions for generalizations of the classical random matrix ensembles referred to as $\beta$-ensembles. The inter-relations give that the joint distribution of every $(r+1)$-st eigenvalue in certain $\beta$-ensembles with $\beta = 2/(r+1)$ is equal to that of another $\beta$-ensemble with $\beta = 2(r+1)$. The proof requires generalizing a conditional probability density function due to Dixon and Anderson.Comment: 19 pages, 1 figur

Correlations for the Dyson Brownian motion model with Poisson initial conditions

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the initial condition that the particles are non-interacting (Poisson statistics). Jack polynomial theory is used to derive a simple exact expression for the density-density correlation with the position of one particle specified in the initial state, and the position of one particle specified at time $\tau$, valid for all $\beta > 0$. The same correlation with two particles specified in the initial state is also derived exactly, and some special cases of the theoretical correlations are illustrated by comparison with the empirical correlations calculated from the eigenvalues of certain parameter-dependent Gaussian random matrices. Application to fluctuation formulas for time displaced linear statistics in made.Comment: 17 pgs., 2 postscript fig

Symmetrized models of last passage percolation and non-intersecting lattice paths

It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such results based on non-intersecting lattice paths, and integration techniques familiar from the theory of random matrices. Detailed derivations of probabilities relating to two further symmetrizations are also given.Comment: 21 pages, 5 figure

Correlations for the orthogonal-unitary and symplectic-unitary transitions at the hard and soft edges

For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion determinant. For the parameter dependent Gaussian and Laguerre ensembles the matrix elements of the determinant are expressed in terms of corresponding skew-orthogonal polynomials, and their limiting value for infinite matrix dimension are computed in the vicinity of the soft and hard edges respectively. A connection formula relating the distributions at the hard and soft edge is obtained, and a universal asymptotic behaviour of the two point correlation is identified.Comment: 37 pgs., 1fi

Exact and asymtotic formulas for overdamped Brownian dynamics

Exact and asymptotic formulas relating to dynamical correlations for overdamped Brownian motion are obtained. These formulas include a generalization of the $f$-sum rule from the theory of quantum fluids, a formula relating the static current-current correlation to the static density-density correlation, and an asymptotic formula for the small-$k$ behaviour of the dynamical structure factor. Known exact evaluations of the dynamical density-density correlation in some special models are used to illustrate and test the formulas.Comment: 18 pages,LaTe

Interlaced particle systems and tilings of the Aztec diamond

Motivated by the problem of domino tilings of the Aztec diamond, a weighted particle system is defined on $N$ lines, with line $j$ containing $j$ particles. The particles are restricted to lattice points from 0 to $N$, and particles on successive lines are subject to an interlacing constraint. It is shown that marginal distributions for this particle system can be computed exactly. This in turn is used to give unified derivations of a number of fundamental properties of the tiling problem, for example the evaluation of the number of distinct configurations and the relation to the GUE minor process. An interlaced particle system associated with the domino tiling of a certain half Aztec diamond is similarly defined and analyzed.Comment: 17 pages, 4 figure

A generalized plasma and interpolation between classical random matrix ensembles

The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an exactly solvable two-component log-potential plasma which interpolates between the \beta =1 and 4 circular ensemble, and an exactly solvable two-component generalized plasma which interpolates between \beta = 2 and 4 circular ensemble. We extend known exact results relating to the latter --- for the free energy and one and two-point correlations --- by giving the general (k_1+k_2)-point correlation function in a Pfaffian form. Crucial to our working is an identity which expresses the Vandermonde determinant in terms of a Pfaffian. The exact evaluation of the general correlation is used to exhibit a perfect screening sum rule.Comment: 21 page

Expanded Vandermonde powers and sum rules for the two-dimensional one-component plasma

The two-dimensional one-component plasma (2dOCP) is a system of $N$ mobile particles of the same charge $q$ on a surface with a neutralising background. The Boltzmann factor of the 2dOCP at temperature $T$ can be expressed as a Vandermonde determinant to the power $\Gamma=q^{2}/(k_B T)$. Recent advances in the theory of symmetric and anti-symmetric Jack polymonials provide an efficient way to expand this power of the Vandermonde in their monomial basis, allowing the computation of several thermodynamic and structural properties of the 2dOCP for $N$ values up to 14 and $\Gamma$ equal to 4, 6 and 8. In this work, we explore two applications of this formalism to study the moments of the pair correlation function of the 2dOCP on a sphere, and the distribution of radial linear statistics of the 2dOCP in the plane

Pfaffian Expressions for Random Matrix Correlation Functions

It is well known that Pfaffian formulas for eigenvalue correlations are useful in the analysis of real and quaternion random matrices. Moreover the parametric correlations in the crossover to complex random matrices are evaluated in the forms of Pfaffians. In this article, we review the formulations and applications of Pfaffian formulas. For that purpose, we first present the general Pfaffian expressions in terms of the corresponding skew orthogonal polynomials. Then we clarify the relation to Eynard and Mehta's determinant formula for hermitian matrix models and explain how the evaluation is simplified in the cases related to the classical orthogonal polynomials. Applications of Pfaffian formulas to random matrix theory and other fields are also mentioned.Comment: 28 page

Two-dimensional one-component plasma on a Flamm's paraboloid

We study the classical non-relativistic two-dimensional one-component plasma at Coulomb coupling Gamma=2 on the Riemannian surface known as Flamm's paraboloid which is obtained from the spatial part of the Schwarzschild metric. At this special value of the coupling constant, the statistical mechanics of the system are exactly solvable analytically. The Helmholtz free energy asymptotic expansion for the large system has been found. The density of the plasma, in the thermodynamic limit, has been carefully studied in various situations