3,027 research outputs found
Probability densities and distributions for spiked and general variance Wishart -ensembles
A Wishart matrix is said to be spiked when the underlying covariance matrix
has a single eigenvalue different from unity. As increases through
, a gap forms from the largest eigenvalue to the rest of the spectrum, and
with of order the scaled largest eigenvalues form a well
defined parameter dependent state. Recent works by Bloemendal and Vir\'ag [BV],
and Mo, have quantified this parameter dependent state for real Wishart
matrices from different viewpoints, and the former authors have done similarly
for the spiked Wishart -ensemble. The latter is defined in terms of
certain random bidiagonal matrices. We use a recursive structure to give an
alternative construction of the spiked and more generally the general variance
Wishart -ensemble, and we give the exact form of the joint eigenvalue
PDF for the two matrices in the recurrence. In the case of real quaternion
Wishart matrices () the latter is recognised as having appeared in
earlier studies on symmetrized last passage percolation, allowing the exact
form of the scaled distribution of the largest eigenvalue to be given. This
extends and simplifies earlier work of Wang, and is an alternative derivation
to a result in [BV]. We also use the construction of the spiked Wishart
-ensemble from [BV] to give a simple derivation of the explicit form of
the eigenvalue PDF.Comment: 18 page
Random walks and random fixed-point free involutions
A bijection is given between fixed point free involutions of
with maximum decreasing subsequence size and two classes of vicious
(non-intersecting) random walker configurations confined to the half line
lattice points . In one class of walker configurations the maximum
displacement of the right most walker is . 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
The largest eigenvalue of rank one deformation of large Wigner matrices
The purpose of this paper is to establish universality of the fluctuations of
the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner
Ensembles. The real model is also considered. Our approach is close to the one
used by A. Soshnikov in the investigations of classical real or complex Wigner
Ensembles. It is based on the computation of moments of traces of high powers
of the random matrices under consideration
Symmetrized models of last passage percolation and non-intersecting lattice paths
It has been shown that the last passage time in certain symmetrized models of
directed percolation can be written in terms of averages over random matrices
from the classical groups , and . We present a theory of
such results based on non-intersecting lattice paths, and integration
techniques familiar from the theory of random matrices. Detailed derivations of
probabilities relating to two further symmetrizations are also given.Comment: 21 pages, 5 figure
Dynamics of a tagged particle in the asymmetric exclusion process with the step initial condition
The one-dimensional totally asymmetric simple exclusion process (TASEP) is
considered. We study the time evolution property of a tagged particle in TASEP
with the step-type initial condition. Calculated is the multi-time joint
distribution function of its position. Using the relation of the dynamics of
TASEP to the Schur process, we show that the function is represented as the
Fredholm determinant. We also study the scaling limit. The universality of the
largest eigenvalue in the random matrix theory is realized in the limit. When
the hopping rates of all particles are the same, it is found that the joint
distribution function converges to that of the Airy process after the time at
which the particle begins to move. On the other hand, when there are several
particles with small hopping rate in front of a tagged particle, the limiting
process changes at a certain time from the Airy process to the process of the
largest eigenvalue in the Hermitian multi-matrix model with external sources.Comment: 48 pages, 8 figure
On the joint distribution of the maximum and its position of the Airy2 process minus a parabola
The maximal point of the Airy2 process minus a parabola is believed to
describe the scaling limit of the end-point of the directed polymer in a random
medium, which was proved to be true for a few specific cases. Recently two
different formulas for the joint distribution of the location and the height of
this maximal point were obtained, one by Moreno Flores, Quastel and Remenik,
and the other by Schehr. The first formula is given in terms of the Airy
function and an associated operator, and the second formula is expressed in
terms of the Lax pair equations of the Painleve II equation. We give a direct
proof that these two formulas are the same.Comment: 15 pages, no figure, minor revision, to appear in J.Math.Phy
Exact solution for the stationary Kardar-Parisi-Zhang equation
We obtain the first exact solution for the stationary one-dimensional
Kardar-Parisi-Zhang equation. A formula for the distribution of the height is
given in terms of a Fredholm determinant, which is valid for any finite time
. The expression is explicit and compact enough so that it can be evaluated
numerically. Furthermore, by extending the same scheme, we find an exact
formula for the stationary two-point correlation function.Comment: 9 pages, 3 figure
On ASEP with Step Bernoulli Initial Condition
This paper extends results of earlier work on ASEP to the case of step
Bernoulli initial condition. The main results are a representation in terms of
a Fredholm determinant for the probability distribution of a fixed particle,
and asymptotic results which in particular establish KPZ universality for this
probability in one regime. (And, as a corollary, for the current fluctuations.)Comment: 16 pages. Revised version adds references and expands the
introductio
Recommendation Seeking Behavior: Empirical Study of Recommendation Needs in Everyday Life
This study explores why recommendation seekers look for recommendations, and how they interact with recommendations through their social milieu. This study utilizes qualitative one-week diary recordings and post-diary interviews to collect rich data that reflect recommendation seekersâ interaction and evaluation strategies in real life issues. The results show that respondents needed recommendations when they are new to situation, wish for changes from a routine behavior, seek trustworthy options or better solutions, and need inspiration. Degree of recommendersâ understanding participantsâ situation is more significant than that of sharing interest and similarity with recommenders
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