Asymptotics for the Fredholm Determinant of the Sine Kernel on a Union of Intervals

In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this interval. A formal asymptotic expansion for the determinant as $s$ tends to infinity was obtained by Dyson. In this paper we replace a single interval of length $s$ by $sJ$ where $J$ is a union of $m$ intervals and present a proof of the asymptotics up to second order. The logarithmic derivative with respect to $s$ of the determinant equals a constant (expressible in terms of hyperelliptic integrals) times $s$, plus a bounded oscillatory function of $s$ (zero of $m=1$, periodic if $m=2$, and in general expressible in terms of the solution of a Jacobi inversion problem), plus $o(1)$. Also determined are the asymptotics of the trace of the resolvent operator, which is the ratio in the same model of the probability that the set contains exactly one eigenvalue to the probability that it contains none. The proofs use ideas from orthogonal polynomial theory.Comment: 24 page

Asymptotics of block Toeplitz determinants and the classical dimer model

We compute the asymptotics of a block Toeplitz determinant which arises in the classical dimer model for the triangular lattice when considering the monomer-monomer correlation function. The model depends on a parameter interpolating between the square lattice ($t=0$) and the triangular lattice ($t=1$), and we obtain the asymptotics for $0<t\le 1$. For $0<t<1$ we apply the Szeg\"o Limit Theorem for block Toeplitz determinants. The main difficulty is to evaluate the constant term in the asymptotics, which is generally given only in a rather abstract form

On Orthogonal and Symplectic Matrix Ensembles

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles and their respective scaling limits both in the bulk and at the edge of the spectrum. We show how these probabilities can be expressed in terms of quantities arising in the corresponding unitary ($\beta=2$) ensembles. Our most explicit new results concern the distribution of the largest eigenvalue in each of these ensembles. In the edge scaling limit we show that these largest eigenvalue distributions are given in terms of a particular Painlev\'e II function.Comment: 34 pages. LaTeX file with one figure. To appear in Commun. Math. Physic

Block Toeplitz determinants, constrained KP and Gelfand-Dickey hierarchies

We propose a method for computing any Gelfand-Dickey tau function living in Segal-Wilson Grassmannian as the asymptotics of block Toeplitz determinant associated to a certain class of symbols. Also truncated block Toeplitz determinants associated to the same symbols are shown to be tau function for rational reductions of KP. Connection with Riemann-Hilbert problems is investigated both from the point of view of integrable systems and block Toeplitz operator theory. Examples of applications to algebro-geometric solutions are given.Comment: 35 pages. Typos corrected, some changes in the introductio

Level-Spacing Distributions and the Bessel Kernel

The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is expressible in terms of Bessel functions of order $\alpha$. We derive a system of partial differential equations associated with the logarithmic derivative of this Fredholm determinant when the underlying domain is a union of intervals. In the case of a single interval this Fredholm determinant is a Painleve tau function.Comment: 18 pages, resubmitted to make postscript compatible, no changes to manuscript conten

Non-colliding Brownian Motions and the extended tacnode process

We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel for the determinantal point process at the tacnode point is computed using new methods and given in a different form from that obtained for a single time in previous work by Delvaux, Kuijlaars and Zhang. The form of the extended kernel is also different from that obtained for the extended tacnode kernel in another model by Adler, Ferrari and van Moerbeke. We also obtain the correlation kernel for a finite number of non-colliding Brownian motions starting at two points and ending at arbitrary points.Comment: 38 pages. In the revised version a few arguments have been expanded and many typos correcte

Fredholm Determinants, Differential Equations and Matrix Models

Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is a union of open intervals. The emphasis is on the determinants thought of as functions of the end-points of these intervals. We show that these Fredholm determinants with kernels of the general form described above are expressible in terms of solutions of systems of PDE's as long as phi and psi satisfy a certain type of differentiation formula. There is also an exponential variant of this analysis which includes the circular ensembles of NxN unitary matrices.Comment: 34 pages, LaTeX using RevTeX 3.0 macros; last version changes only the abstract and decreases length of typeset versio

Finite one dimensional impenetrable Bose systems: Occupation numbers

Bosons in the form of ultra cold alkali atoms can be confined to a one dimensional (1d) domain by the use of harmonic traps. This motivates the study of the ground state occupations $\lambda_i$ of effective single particle states $\phi_i$, in the theoretical 1d impenetrable Bose gas. Both the system on a circle and the harmonically trapped system are considered. The $\lambda_i$ and $\phi_i$ are the eigenvalues and eigenfunctions respectively of the one body density matrix. We present a detailed numerical and analytic study of this problem. Our main results are the explicit scaled forms of the density matrices, from which it is deduced that for fixed $i$ the occupations $\lambda_i$ are asymptotically proportional to $\sqrt{N}$ in both the circular and harmonically trapped cases.Comment: 22 pages, 8 figures (.eps), uses REVTeX

The resultant on compact Riemann surfaces

We introduce a notion of resultant of two meromorphic functions on a compact Riemann surface and demonstrate its usefulness in several respects. For example, we exhibit several integral formulas for the resultant, relate it to potential theory and give explicit formulas for the algebraic dependence between two meromorphic functions on a compact Riemann surface. As a particular application, the exponential transform of a quadrature domain in the complex plane is expressed in terms of the resultant of two meromorphic functions on the Schottky double of the domain.Comment: 44 page

Accuracy and Stability of Computing High-Order Derivatives of Analytic Functions by Cauchy Integrals

High-order derivatives of analytic functions are expressible as Cauchy integrals over circular contours, which can very effectively be approximated, e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius of convergence is equal, numerical stability strongly depends on r. We give a comprehensive study of this effect; in particular we show that there is a unique radius that minimizes the loss of accuracy caused by round-off errors. For large classes of functions, though not for all, this radius actually gives about full accuracy; a remarkable fact that we explain by the theory of Hardy spaces, by the Wiman-Valiron and Levin-Pfluger theory of entire functions, and by the saddle-point method of asymptotic analysis. Many examples and non-trivial applications are discussed in detail.Comment: Version 4 has some references and a discussion of other quadrature rules added; 57 pages, 7 figures, 6 tables; to appear in Found. Comput. Mat