Non-intersecting squared Bessel paths: critical time and double scaling limit

We consider the double scaling limit for a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t=0$ at the same positive value $x=a$, remain positive, and are conditioned to end at time $t=1$ at $x=0$. After appropriate rescaling, the paths fill a region in the $tx$--plane as $n\to \infty$ that intersects the hard edge at $x=0$ at a critical time $t=t^{*}$. In a previous paper (arXiv:0712.1333), the scaling limits for the positions of the paths at time $t\neq t^{*}$ were shown to be the usual scaling limits from random matrix theory. Here, we describe the limit as $n\to \infty$ of the correlation kernel at critical time $t^{*}$ and in the double scaling regime. We derive an integral representation for the limit kernel which bears some connections with the Pearcey kernel. The analysis is based on the study of a $3\times 3$ matrix valued Riemann-Hilbert problem by the Deift-Zhou steepest descent method. The main ingredient is the construction of a local parametrix at the origin, out of the solutions of a particular third-order linear differential equation, and its matching with a global parametrix.Comment: 53 pages, 15 figure

Non-intersecting squared Bessel paths and multiple orthogonal polynomials for modified Bessel weights

We study a model of $n$ non-intersecting squared Bessel processes in the confluent case: all paths start at time $t = 0$ at the same positive value $x = a$, remain positive, and are conditioned to end at time $t = T$ at $x = 0$. In the limit $n \to \infty$, after appropriate rescaling, the paths fill out a region in the $tx$-plane that we describe explicitly. In particular, the paths initially stay away from the hard edge at $x = 0$, but at a certain critical time $t^*$ the smallest paths hit the hard edge and from then on are stuck to it. For $t \neq t^*$ we obtain the usual scaling limits from random matrix theory, namely the sine, Airy, and Bessel kernels. A key fact is that the positions of the paths at any time $t$ constitute a multiple orthogonal polynomial ensemble, corresponding to a system of two modified Bessel-type weights. As a consequence, there is a $3 \times 3$ matrix valued Riemann-Hilbert problem characterizing this model, that we analyze in the large $n$ limit using the Deift-Zhou steepest descent method. There are some novel ingredients in the Riemann-Hilbert analysis that are of independent interest.Comment: 59 pages, 11 figure

System of Complex Brownian Motions Associated with the O'Connell Process

The O'Connell process is a softened version (a geometric lifting with a parameter $a>0$) of the noncolliding Brownian motion such that neighboring particles can change the order of positions in one dimension within the characteristic length $a$. This process is not determinantal. Under a special entrance law, however, Borodin and Corwin gave a Fredholm determinant expression for the expectation of an observable, which is a softening of an indicator of a particle position. We rewrite their integral kernel to a form similar to the correlation kernels of determinantal processes and show, if the number of particles is $N$, the rank of the matrix of the Fredholm determinant is $N$. Then we give a representation for the quantity by using an $N$-particle system of complex Brownian motions (CBMs). The complex function, which gives the determinantal expression to the weight of CBM paths, is not entire, but in the combinatorial limit $a \to 0$ it becomes an entire function providing conformal martingales and the CBM representation for the noncolliding Brownian motion is recovered.Comment: v3: AMS_LaTeX, 25 pages, no figure, minor corrections made for publication in J. Stat. Phy

Determinantal process starting from an orthogonal symmetry is a Pfaffian process

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

Noncolliding Squared Bessel Processes

We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we prove for any fixed initial configuration that this noncolliding diffusion process is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel called the correlation kernel. When the number of particles is infinite, we give sufficient conditions for initial configurations so that the system is well defined. There the process with an infinite number of particles is determinantal and the correlation kernel is expressed using an entire function represented by the Weierstrass canonical product, whose zeros on the positive part of the real axis are given by the particle-positions in the initial configuration. From the class of infinite-particle initial configurations satisfying our conditions, we report one example in detail, which is a fixed configuration such that every point of the square of positive zero of the Bessel function $J_{\nu}$ is occupied by one particle. The process starting from this initial configuration shows a relaxation phenomenon converging to the stationary process, which is determinantal with the extended Bessel kernel, in the long-term limit.Comment: v3: LaTeX2e, 26 pages, no figure, corrections made for publication in J. Stat. Phy

Bessel Process and Conformal Quantum Mechanics

Different aspects of the connection between the Bessel process and the conformal quantum mechanics (CQM) are discussed. The meaning of the possible generalizations of both models is investigated with respect to the other model, including self adjoint extension of the CQM. Some other generalizations such as the Bessel process in the wide sense and radial Ornstein- Uhlenbeck process are discussed with respect to the underlying conformal group structure.Comment: 28 Page

Current Fluctuations of the One Dimensional Symmetric Simple Exclusion Process with Step Initial Condition

For the symmetric simple exclusion process on an infinite line, we calculate exactly the fluctuations of the integrated current $Q_t$ during time $t$ through the origin when, in the initial condition, the sites are occupied with density $\rho_a$ on the negative axis and with density $\rho_b$ on the positive axis. All the cumulants of $Q_t$ grow like $\sqrt{t}$. In the range where $Q_t \sim \sqrt{t}$, the decay $\exp [-Q_t^3/t]$ of the distribution of $Q_t$ is non-Gaussian. Our results are obtained using the Bethe ansatz and several identities recently derived by Tracy and Widom for exclusion processes on the infinite line.Comment: 2 figure

Exact solution of the six-vertex model with domain wall boundary conditions. Antiferroelectric phase

We obtain the large $n$ asymptotics of the partition function $Z_n$ of the six-vertex model with domain wall boundary conditions in the antiferroelectric phase region, with the weights a=\sinh(\ga-t), b=\sinh(\ga+t), c=\sinh(2\ga), |t|<\ga. We prove the conjecture of Zinn-Justin, that as $n\to\infty$, Z_n=C\th_4(n\om) F^{n^2}[1+O(n^{-1})], where \om and $F$ are given by explicit expressions in \ga and $t$, and $\th_4(z)$ is the Jacobi theta function. The proof is based on the Riemann-Hilbert approach to the large $n$ asymptotic expansion of the underlying discrete orthogonal polynomials and on the Deift-Zhou nonlinear steepest descent method.Comment: 69 pages, 10 figure

The hypothetical Old-Northern chromosome race of Sorex araneus found in the Ural Mts

Available from JSOR at https://www.jstor.org/stable/23735690Chromosomes of two populations of the common shrew, Sorex araneus L. (Mammalia, Insectivora, Soricidae), from the northern Ural Mts. were investigated. In both sites, homozygous, all-metacentric autosomal complements were revealed, with the autosomal arm combinations af, bc, go, hn, ip, jl, km, qr, tu. This karyotype is identical to that predicted by Halkka et al. (1994) as the hypothetical Old-Northern race connecting the northern and eastern ratial groups of Sorex araneus in Eurasia.This study was supported by grants from the INTAS (No. 93-1463), Russian Foundation of Fundamental Research (No. 95-04-12698a), and Grant Agency of the Academy of Sciences of the Czech Republic (No. A6045601)

Chromosome synapsis and recombination in male hybrids between two chromosome races of the common shrew (Sorex araneus L., Soricidae, Eulipotyphla)

Hybrid zones between chromosome races of the common shrew (Sorex araneus) provide exceptional models to study the potential role of chromosome rearrangements in the initial steps of speciation. The Novosibirsk and Tomsk races differ by a series of Robertsonian fusions with monobrachial homology. They form a narrow hybrid zone and generate hybrids with both simple (chain of three chromosomes) and complex (chain of eight or nine) synaptic configurations. Using immunolocalisation of the meiotic proteins, we examined chromosome pairing and recombination in males from the hybrid zone. Homozygotes and simple heterozygotes for Robertsonian fusions showed a low frequency of synaptic aberrations (<10%). The carriers of complex synaptic configurations showed multiple pairing abnormalities, which might lead to reduced fertility. The recombination frequency in the proximal regions of most chromosomes of all karyotypes was much lower than in the other regions. The strong suppression of recombination in the pericentromeric regions and co-segregation of race specific chromosomes involved in the long chains would be expected to lead to linkage disequilibrium between genes located there. Genic differentiation, together with the high frequency of pairing aberrations in male carriers of the long chains, might contribute to maintenance of the narrow hybrid zone.This work was supported by INTAS (Grant # 03-51-4030) for J.B. Searle, The Russian Foundation for Basic Research (Grant # 16-04-00087) for P.M. Borodin and The Federal Agency for Scientific Organizations (Grant # 0324-2016-0024) for all authors of this paper affiliated with the Institute of Cytology and Genetics of the Siberian Department of the Russian Academy of Sciences