Large n limit of Gaussian random matrices with external source, Part III: Double scaling limit

We consider the double scaling limit in the random matrix ensemble with an external source \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with two eigenvalues $\pm a$ of equal multiplicities. The value $a=1$ is critical since the eigenvalues of $M$ accumulate as $n \to \infty$ on two intervals for $a > 1$ and on one interval for $0 < a < 1$. These two cases were treated in Parts I and II, where we showed that the local eigenvalue correlations have the universal limiting behavior known from unitary random matrix ensembles. For the critical case $a=1$ new limiting behavior occurs which is described in terms of Pearcey integrals, as shown by Br\'ezin and Hikami, and Tracy and Widom. We establish this result by applying the Deift/Zhou steepest descent method to a $3 \times 3$-matrix valued Riemann-Hilbert problem which involves the construction of a local parametrix out of Pearcey integrals. We resolve the main technical issue of matching the local Pearcey parametrix with a global outside parametrix by modifying an underlying Riemann surface.Comment: 36 pages, 9 figure

Discretization Dependence of Criticality in Model Fluids: a Hard-core Electrolyte

Grand canonical simulations at various levels, $\zeta=5$-20, of fine- lattice discretization are reported for the near-critical 1:1 hard-core electrolyte or RPM. With the aid of finite-size scaling analyses it is shown convincingly that, contrary to recent suggestions, the universal critical behavior is independent of $\zeta$ (\grtsim 4); thus the continuum $(\zeta\to\infty)$ RPM exhibits Ising-type (as against classical, SAW, XY, etc.) criticality. A general consideration of lattice discretization provides effective extrapolation of the {\em intrinsically} erratic $\zeta$-dependence, yielding (\Tc^ {\ast},\rhoc^{\ast})\simeq (0.0493_{3},0.075) for the $\zeta=\infty$ RPM.Comment: 4 pages including 4 figure

Spectral statistics for quantized skew translations on the torus

We study the spectral statistics for quantized skew translations on the torus, which are ergodic but not mixing for irrational parameters. It is shown explicitly that in this case the level--spacing distribution and other common spectral statistics, like the number variance, do not exist in the semiclassical limit.Comment: 7 pages. One figure, include

Spectra of random Hermitian matrices with a small-rank external source: supercritical and subcritical regimes

Random Hermitian matrices with a source term arise, for instance, in the study of non-intersecting Brownian walkers \cite{Adler:2009a, Daems:2007} and sample covariance matrices \cite{Baik:2005}. We consider the case when the $n\times n$ external source matrix has two distinct real eigenvalues: $a$ with multiplicity $r$ and zero with multiplicity $n-r$. The source is small in the sense that $r$ is finite or $r=\mathcal O(n^\gamma)$, for $0< \gamma<1$. For a Gaussian potential, P\'ech\'e \cite{Peche:2006} showed that for $|a|$ sufficiently small (the subcritical regime) the external source has no leading-order effect on the eigenvalues, while for $|a|$ sufficiently large (the supercritical regime) $r$ eigenvalues exit the bulk of the spectrum and behave as the eigenvalues of $r\times r$ Gaussian unitary ensemble (GUE). We establish the universality of these results for a general class of analytic potentials in the supercritical and subcritical regimes.Comment: 41 pages, 4 figure

The Julia sets and complex singularities in hierarchical Ising models

We study the analytical continuation in the complex plane of free energy of the Ising model on diamond-like hierarchical lattices. It is known that the singularities of free energy of this model lie on the Julia set of some rational endomorphism $f$ related to the action of the Migdal-Kadanoff renorm-group. We study the asymptotics of free energy when temperature goes along hyperbolic geodesics to the boundary of an attractive basin of $f$. We prove that for almost all (with respect to the harmonic measure) geodesics the complex critical exponent is common, and compute it

Scaled Correlations of Critical Points of Random Sections on Riemann Surfaces

In this paper we prove that as N goes to infinity, the scaling limit of the correlation between critical points z1 and z2 of random holomorphic sections of the N-th power of a positive line bundle over a compact Riemann surface tends to 2/(3pi^2) for small sqrt(N)|z1-z2|. The scaling limit is directly calculated using a general form of the Kac-Rice formula and formulas and theorems of Pavel Bleher, Bernard Shiffman, and Steve Zelditch.Comment: 55 pages. LaTeX. output.txt is the output of running heisenberg_simpler.mpl through maple. heisenberg_simpler.mpl can be run by maple at the command line by saying 'maple -q heisenberg_simpler.mpl' to see the maple calculations that generated the matrices U(t) and D(t) described in the paper's appendix. It may also be run by opening it with GUI mapl

Exact solution of the six-vertex model with domain wall boundary condition. Critical line between ferroelectric and disordered phases

This is a continuation of the papers [4] of Bleher and Fokin and [5] of Bleher and Liechty, in which the large $n$ asymptotics is obtained for the partition function $Z_n$ of the six-vertex model with domain wall boundary conditions in the disordered and ferroelectric phases, respectively. In the present paper we obtain the large $n$ asymptotics of $Z_n$ on the critical line between these two phases.Comment: 22 pages, 6 figures, to appear in the Journal of Statistical Physic

Convergence of random zeros on complex manifolds

We show that the zeros of random sequences of Gaussian systems of polynomials of increasing degree almost surely converge to the expected limit distribution under very general hypotheses. In particular, the normalized distribution of zeros of systems of m polynomials of degree N, orthonormalized on a regular compact subset K of C^m, almost surely converge to the equilibrium measure on K as the degree N goes to infinity.Comment: 16 page

On the Accuracy of the Semiclassical Trace Formula

The semiclassical trace formula provides the basic construction from which one derives the semiclassical approximation for the spectrum of quantum systems which are chaotic in the classical limit. When the dimensionality of the system increases, the mean level spacing decreases as $\hbar^d$, while the semiclassical approximation is commonly believed to provide an accuracy of order $\hbar^2$, independently of d. If this were true, the semiclassical trace formula would be limited to systems in d <= 2 only. In the present work we set about to define proper measures of the semiclassical spectral accuracy, and to propose theoretical and numerical evidence to the effect that the semiclassical accuracy, measured in units of the mean level spacing, depends only weakly (if at all) on the dimensionality. Detailed and thorough numerical tests were performed for the Sinai billiard in 2 and 3 dimensions, substantiating the theoretical arguments.Comment: LaTeX, 31 pages, 14 figures, final version (minor changes