Phase transition in a log-normal Markov functional model

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase transition at some critical value of the volatility. We investigate the conditions under which this phase transition occurs, and show that it is related to the position of the zeros of an appropriately defined generating function in the complex plane, in analogy with the Lee-Yang theory of the phase transitions in condensed matter physics.Comment: 9 pages, 5 figures. v2: Added asymptotic expressions for the convexity-adjusted Libors in the small and large volatility limits. v3: Added one reference. Final version to appear in Journal of Mathematical Physic

Multipartite minimum uncertainty products

In our previous work we have found a lower bound for the multipartite uncertainty product of the position and momentum observables over all separable states. In this work we are trying to minimize this uncertainty product over a broader class of states to find the fundamental limits imposed by nature on the observable quantites. We show that it is necessary to consider pure states only and find the infimum of the uncertainty product over a special class of pure states (states with spherically symmetric wave functions). It is shown that this infimum is not attained. We also explicitly construct a parametrized family of states that approaches the infimum by varying the parameter. Since the constructed states beat the lower bound for separable states, they are entangled. We thus show that there is a gap that separates the values of a simple measurable quantity for separable states from entangled ones and we also try to find the size of this gap.Comment: 18 pages, 5 figure

Chern-Simons matrix models and Stieltjes-Wigert polynomials

Employing the random matrix formulation of Chern-Simons theory on Seifert manifolds, we show how the Stieltjes-Wigert orthogonal polynomials are useful in exact computations in Chern-Simons matrix models. We construct a biorthogonal extension of the Stieltjes-Wigert polynomials, not available in the literature, necessary to study Chern-Simons matrix models when the geometry is a lens space. We also discuss several other results based on the properties of the polynomials: the equivalence between the Stieltjes-Wigert matrix model and the discrete model that appears in q-2D Yang-Mills and the relationship with Rogers-Szego polynomials and the corresponding equivalence with an unitary matrix model. Finally, we also give a detailed proof of a result that relates quantum dimensions with averages of Schur polynomials in the Stieltjes-Wigert ensemble.Comment: 25 pages, AMS-LaTe

Asymptotic corrections to the eigenvalue density of the GUE and LUE

We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This is achieved by using the well known orthogonal polynomial expression for the kernel to construct a double contour integral representation for the density, to which we apply the saddle point method. The main correction to the bulk density is oscillatory in N and depends on the distribution function of the limiting density, while the corrections to the Airy kernel at the soft edge are again expressed in terms of the Airy function and its first derivative. We demonstrate numerically that these expansions are very accurate. A matching is exhibited between the asymptotic expansion of the bulk density, expanded about the edge, and the asymptotic expansion of the edge density, expanded into the bulk.Comment: 14 pages, 4 figure

Analytic solutions of the 1D finite coupling delta function Bose gas

An intensive study for both the weak coupling and strong coupling limits of the ground state properties of this classic system is presented. Detailed results for specific values of finite $N$ are given and from them results for general $N$ are determined. We focus on the density matrix and concomitantly its Fourier transform, the occupation numbers, along with the pair correlation function and concomitantly its Fourier transform, the structure factor. These are the signature quantities of the Bose gas. One specific result is that for weak coupling a rational polynomial structure holds despite the transcendental nature of the Bethe equations. All these new results are predicated on the Bethe ansatz and are built upon the seminal works of the past.Comment: 23 pages, 0 figures, uses rotate.sty. A few lines added. Accepted by Phys. Rev.

The resistance of randomly grown trees

Copyright @ 2011 IOP Publishing Ltd. This is a preprint version of the published article which can be accessed from the link below.An electrical network with the structure of a random tree is considered: starting from a root vertex, in one iteration each leaf (a vertex with zero or one adjacent edges) of the tree is extended by either a single edge with probability p or two edges with probability 1 − p. With each edge having a resistance equal to 1 omega, the total resistance Rn between the root vertex and a busbar connecting all the vertices at the nth level is considered. A dynamical system is presented which approximates Rn, it is shown that the mean value (Rn) for this system approaches (1 + p)/(1 − p) as n → ∞, the distribution of Rn at large n is also examined. Additionally, a random sequence construction akin to a random Fibonacci sequence is used to approximate Rn; this sequence is shown to be related to the Legendre polynomials and its mean is shown to converge with |(Rn) − (1 + p)/(1 − p)| ∼ n−1/2.Engineering and Physical Sciences Research Council (EPSRC

Entanglement in Quantum Spin Chains, Symmetry Classes of Random Matrices, and Conformal Field Theory

We compute the entropy of entanglement between the first $N$ spins and the rest of the system in the ground states of a general class of quantum spin-chains. We show that under certain conditions the entropy can be expressed in terms of averages over ensembles of random matrices. These averages can be evaluated, allowing us to prove that at critical points the entropy grows like $\kappa\log_2 N + {\tilde \kappa}$ as $N\to\infty$, where $\kappa$ and ${\tilde \kappa}$ are determined explicitly. In an important class of systems, $\kappa$ is equal to one-third of the central charge of an associated Virasoro algebra. Our expression for $\kappa$ therefore provides an explicit formula for the central charge.Comment: 4 page

The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real quaternion $(\beta = 4$) elements. We use the Dyson Brownian motion model to give a meaning for general $\beta > 0$. In the Gaussian case a further construction valid for $\beta > 0$ is given, as the eigenvalue PDF of a recursively defined random matrix ensemble. In the case of real or complex elements, a combinatorial argument is used to compute the averaged characteristic polynomial. The resulting functional forms are shown to be a special cases of duality formulas due to Desrosiers. New derivations of the general case of Desrosiers' dualities are given. A soft edge scaling limit of the averaged characteristic polynomial is identified, and an explicit evaluation in terms of so-called incomplete Airy functions is obtained.Comment: 21 page

Explicit Integration of the Full Symmetric Toda Hierarchy and the Sorting Property

We give an explicit formula for the solution to the initial value problem of the full symmetric Toda hierarchy. The formula is obtained by the orthogonalization procedure of Szeg\"{o}, and is also interpreted as a consequence of the QR factorization method of Symes \cite{symes}. The sorting property of the dynamics is also proved for the case of a generic symmetric matrix in the sense described in the text, and generalizations of tridiagonal formulae are given for the case of matrices with $2M+1$ nonzero diagonals.Comment: 13 pages, Latex

State estimation in quantum homodyne tomography with noisy data

In the framework of noisy quantum homodyne tomography with efficiency parameter $0 < \eta \leq 1$, we propose two estimators of a quantum state whose density matrix elements $\rho_{m,n}$ decrease like $e^{-B(m+n)^{r/ 2}}$, for fixed known $B>0$ and $0<r\leq 2$. The first procedure estimates the matrix coefficients by a projection method on the pattern functions (that we introduce here for $0<\eta \leq 1/2$), the second procedure is a kernel estimator of the associated Wigner function. We compute the convergence rates of these estimators, in $\mathbb{L}_2$ risk