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

{\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

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

Increasing subsequences and the hard-to-soft edge transition in matrix ensembles

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free involutions. It is shown that these probabilities are equal to the hard edge gap probability for matrix ensembles with unitary, orthogonal and symplectic symmetry respectively. The gap probabilities can be written as a sum over correlations for certain determinantal point processes. From these expressions a proof can be given that the limiting form of Pr(L(t) \le l) in the three cases is equal to the soft edge gap probability for matrix ensembles with unitary, orthogonal and symplectic symmetry respectively, thereby reclaiming theorems due to Baik-Deift-Johansson and Baik-Rains.Comment: LaTeX, 19 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

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

Resistively-Detected NMR in a Two-Dimensional Electron System near ν=1\nu = 1: Clues to the Origin of the Dispersive Lineshape

Resistively-detected NMR measurements on 2D electron systems near the $\nu = 1$ quantum Hall state are reported. In contrast to recent results of Gervais \emph{et al.} [Phys. Rev. Lett. $\bf 94$, 196803 (2005)], a dispersive lineshape is found at all RF powers studied and Korringa-like nuclear spin-lattice relaxation is observed. The shape of the unexplained dispersive lineshape is found to invert when the temperature derivative of the longitudinal resistance changes sign. This suggests that both Zeeman and thermal effects are important to resistively-detected NMR in this regime.Comment: 5 pages, 4 figures. Version accepted for publication in Phys. Rev.B, Rapid Communication

Surface Acoustic Wave Propagation and Inhomogeneities in Low Density Two-Dimensional Electron Systems Near the Metal-Insulator Transition

We have measured the surface acoustic wave velocity shift in a GaAs/AlGaAs heterostructure containing a two-dimensional electron system (2DES) in a low-density regime ($<$ $10^{10}$ cm$^{-2}$) at zero magnetic field. The interaction of the surface acoustic wave with the 2DES is not well described by a simple model using low-frequency conductivity measurements. We speculate that this conflict is a result of inhomogeneities in the 2DES which become very important at low density. This has implications for the putative metal-insulator transition in two dimensions.Comment: 5 pages, 5 figure

Growth models, random matrices and Painleve transcendents

The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of the height of the polynuclear growth model, or the length of the longest increasing subsequence in a random permutation. The cumulative distribution of the longest path length can be written in terms of an average over the unitary group. Versions of the Hammersley process in which the points are constrained to have certain symmetries of the square allow similar formulas. The derivation of these formulas is reviewed. Generalizing the original model to have point sources along two boundaries of the square, and appropriately scaling the parameters gives a model in the KPZ universality class. Following works of Baik and Rains, and Pr\"ahofer and Spohn, we review the calculation of the scaled cumulative distribution, in which a particular Painlev\'e II transcendent plays a prominent role.Comment: 27 pages, 5 figure

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