From Random Matrices to Stochastic Operators

We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operators. Three particular stochastic operators commonly arise, each associated with a familiar class of local eigenvalue behavior. The stochastic Airy operator displays soft edge behavior, associated with the Airy kernel. The stochastic Bessel operator displays hard edge behavior, associated with the Bessel kernel. The article concludes with suggestions for a stochastic sine operator, which would display bulk behavior, associated with the sine kernel.Comment: 41 pages, 5 figures. Submitted to Journal of Statistical Physics. Changes in this revision: recomputed Monte Carlo simulations, added reference [19], fit into margins, performed minor editin

Random walks and random fixed-point free involutions

A bijection is given between fixed point free involutions of $\{1,2,...,2N\}$ with maximum decreasing subsequence size $2p$ and two classes of vicious (non-intersecting) random walker configurations confined to the half line lattice points $l \ge 1$. In one class of walker configurations the maximum displacement of the right most walker is $p$. Because the scaled distribution of the maximum decreasing subsequence size is known to be in the soft edge GOE (random real symmetric matrices) universality class, the same holds true for the scaled distribution of the maximum displacement of the right most walker.Comment: 10 page

Gap Probabilities for Edge Intervals in Finite Gaussian and Jacobi Unitary Matrix Ensembles

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $N \times N$ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our study we find second and third order nonlinear ordinary differential equations defining the probabilities in the general $N$ case. For N=1 and N=2 the probabilities and thus the solution of the equations are given explicitly. An asymptotic expansion for large gap size is obtained from the equation in the Hermite case, and also studied is the scaling at the edge of the Hermite spectrum as $N \to \infty$, and the Jacobi to Hermite limit; these last two studies make correspondence to other cases reported here or known previously. Moreover, the differential equation arising in the Hermite ensemble is solved in terms of an explicit rational function of a {Painlev\'e-V} transcendent and its derivative, and an analogous solution is provided in the two Jacobi cases but this time involving a {Painlev\'e-VI} transcendent.Comment: 32 pages, Latex2

{\bf τ\tau-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $\tau$-functions for certain Painlev\'e systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise $\tau$-functions for certain Painlev\'e systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two $\tau$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two $\tau$-functions gives the gap probability in the corresponding unitary symmetry case, while one of those $\tau$-functions is the gap probability in the corresponding orthogonal symmetry case.Comment: AMS-Late

Effect of spin-orbit coupling on the excitation spectrum of Andreev billiards

We consider the effect of spin-orbit coupling on the low energy excitation spectrum of an Andreev billiard (a quantum dot weakly coupled to a superconductor), using a dynamical numerical model (the spin Andreev map). Three effects of spin-orbit coupling are obtained in our simulations: In zero magnetic field: (1) the narrowing of the distribution of the excitation gap; (2) the appearance of oscillations in the average density of states. In strong magnetic field: (3) the appearance of a peak in the average density of states at zero energy. All three effects have been predicted by random-matrix theory.Comment: 5 pages, 4 figure

Two ways to solve ASEP

The purpose of this article is to describe the two approaches to compute exact formulas (which are amenable to asymptotic analysis) for the probability distribution of the current of particles past a given site in the asymmetric simple exclusion process (ASEP) with step initial data. The first approach is via a variant of the coordinate Bethe ansatz and was developed in work of Tracy and Widom in 2008-2009, while the second approach is via a rigorous version of the replica trick and was developed in work of Borodin, Sasamoto and the author in 2012.Comment: 10 pages, Chapter in "Topics in percolative and disordered systems

Characteristic polynomials of random matrices at edge singularities

We have discussed earlier the correlation functions of the random variables \det(\la-X) in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the appropriate units of the level spacing. When the \la's, instead of belonging to the bulk of the spectrum, approach the edge, a cross-over takes place to an Airy or to a Bessel problem, and we consider here these modified classes of universality. Furthermore, when an external matrix source is added to the probability distribution of $X$, various new phenomenons may occur and one can tune the spectrum of this source matrix to new critical points. Again there are remarkably simple formulae for arbitrary source matrices, which allow us to compute the moments of the characteristic polynomials in these cases as well.Comment: 22 pages, late

Asymptotics of a discrete-time particle system near a reflecting boundary

We examine a discrete-time Markovian particle system on the quarter-plane introduced by M. Defosseux. The vertical boundary acts as a reflecting wall. The particle system lies in the Anisotropic Kardar-Parisi-Zhang with a wall universality class. After projecting to a single horizontal level, we take the longtime asymptotics and obtain the discrete Jacobi and symmetric Pearcey kernels. This is achieved by showing that the particle system is identical to a Markov chain arising from representations of the infinite-dimensional orthogonal group. The fixed-time marginals of this Markov chain are known to be determinantal point processes, allowing us to take the limit of the correlation kernel. We also give a simple example which shows that in the multi-level case, the particle system and the Markov chain evolve differently.Comment: 16 pages, Version 2 improves the expositio

Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GUE Revisited

We derive expansions of the resolvent Rn(x;y;t)=(Qn(x;t)Pn(y;t)-Qn(y;t)Pn(x;t))/(x-y) of the Hermite kernel Kn at the edge of the spectrum of the finite n Gaussian Unitary Ensemble (GUEn) and the finite n expansion of Qn(x;t) and Pn(x;t). Using these large n expansions, we give another proof of the derivation of an Edgeworth type theorem for the largest eigenvalue distribution function of GUEn. We conclude with a brief discussion on the derivation of the probability distribution function of the corresponding largest eigenvalue in the Gaussian Orthogonal Ensemble (GOEn) and Gaussian Symplectic Ensembles (GSEn)

Universal singularity at the closure of a gap in a random matrix theory

We consider a Hamiltonian $H = H_0+ V$, in which $H_0$ is a given non-random Hermitian matrix,and $V$ is an $N \times N$ Hermitian random matrix with a Gaussian probability distribution.We had shown before that Dyson's universality of the short-range correlations between energy levels holds at generic points of the spectrum independently of $H_{0}$. We consider here the case in which the spectrum of $H_{0}$ is such that there is a gap in the average density of eigenvalues of $H$ which is thus split into two pieces. When the spectrum of $H_{0}$ is tuned so that the gap closes, a new class of universality appears for the energy correlations in the vicinity of this singular point.Comment: 20pages, Revtex, to be published in Phys. Rev.