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

Derivation of an eigenvalue probability density function relating to the Poincare disk

A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition, and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A^{-1} B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many body quantum state, and to the one-component plasma, on the pseudosphere.Comment: 11 pages; To appear in J.Phys

Jacobians and rank 1 perturbations relating to unitary Hessenberg matrices

In a recent work Killip and Nenciu gave random recurrences for the characteristic polynomials of certain unitary and real orthogonal upper Hessenberg matrices. The corresponding eigenvalue p.d.f.'s are beta-generalizations of the classical groups. Left open was the direct calculation of certain Jacobians. We provide the sought direct calculation. Furthermore, we show how a multiplicative rank 1 perturbation of the unitary Hessenberg matrices provides a joint eigenvalue p.d.f generalizing the circular beta-ensemble, and we show how this joint density is related to known inter-relations between circular ensembles. Projecting the joint density onto the real line leads to the derivation of a random three-term recurrence for polynomials with zeros distributed according to the circular Jacobi beta-ensemble.Comment: 23 page

A Combinatorial Interpretation of the Free Fermion Condition of the Six-Vertex Model

The free fermion condition of the six-vertex model provides a 5 parameter sub-manifold on which the Bethe Ansatz equations for the wavenumbers that enter into the eigenfunctions of the transfer matrices of the model decouple, hence allowing explicit solutions. Such conditions arose originally in early field-theoretic S-matrix approaches. Here we provide a combinatorial explanation for the condition in terms of a generalised Gessel-Viennot involution. By doing so we extend the use of the Gessel-Viennot theorem, originally devised for non-intersecting walks only, to a special weighted type of \emph{intersecting} walk, and hence express the partition function of $N$ such walks starting and finishing at fixed endpoints in terms of the single walk partition functions

A random matrix decimation procedure relating β=2/(r+1)\beta = 2/(r+1) to β=2(r+1)\beta = 2(r+1)

Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to be the case $r=1$ of a family of inter-relations between eigenvalue probability density functions for generalizations of the classical random matrix ensembles referred to as $\beta$-ensembles. The inter-relations give that the joint distribution of every $(r+1)$-st eigenvalue in certain $\beta$-ensembles with $\beta = 2/(r+1)$ is equal to that of another $\beta$-ensemble with $\beta = 2(r+1)$. The proof requires generalizing a conditional probability density function due to Dixon and Anderson.Comment: 19 pages, 1 figur

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

The Ideal Conductor Limit

This paper compares two methods of statistical mechanics used to study a classical Coulomb system S near an ideal conductor C. The first method consists in neglecting the thermal fluctuations in the conductor C and constrains the electric potential to be constant on it. In the second method the conductor C is considered as a conducting Coulomb system the charge correlation length of which goes to zero. It has been noticed in the past, in particular cases, that the two methods yield the same results for the particle densities and correlations in S. It is shown that this is true in general for the quantities which depend only on the degrees of freedom of S, but that some other quantities, especially the electric potential correlations and the stress tensor, are different in the two approaches. In spite of this the two methods give the same electric forces exerted on S.Comment: 19 pages, plain TeX. Submited to J. Phys. A: Math. Ge