We consider a family of determinantal random point processes on the two-dimensional lattice and prove that members of our family can be interpreted as a kind of Gibbs ensembles of nonintersecting paths. Examples include probability measures on lozenge and domino tilings of the plane, some of which are non-translation-invariant.
The correlation kernels of our processes can be viewed as extensions of the discrete sine kernel, and we show that the Gibbs property is a consequence of simple linear relations satisfied by these kernels. The processes depend on infinitely many parameters, which are closely related to parametrization of totally positive Toeplitz matrices.
We consider an ensemble of $N$ discrete nonintersecting paths starting from equidistant points and ending at consecutive integers. Our first result is an explicit formula for the correlation kernel that allows us to analyze the process as $N\to \infty$. In that limit we obtain a new general class of kernels describing the local correlations close to the equidistant starting points. As the distance between the starting points goes to infinity, the correlation kernel converges to that of a single random walker. As the distance to the starting line increases, however, the local correlations conve…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller Markov process. The dynamical correlation functions of the limit process are determinantal with an explicit correlation kernel. The key idea is to identify random point processes on Z with q-Gibbs measures on Gelfand-Tsetlin schemes and construct Markov processes on the latter space. Independently, we analyze the large time behavior of PushASEP with finitely ma…
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 scalin…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to intersect. There is a critical value of $T$ which separates the subcritical case, in which it is vanishingly unlikely that the particles wrap around the circle, and the supercritical case, in which particles may wrap around the circle. In this paper, we show that in the subcritical and critical cases the probability that the total winding number is zero is almos…
We explicitly compute limit shapes for several grand canonical Gibbs ensembles of partitions of integers. These ensembles appear in models of aggregation and are also related to invariant measures of zero range and coagulation-fragmentation processes. We show, that all possible limit shapes for these ensembles fall into several distinct classes determined by the asymptotics of the internal energies of aggregates.
As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $ζ$ is given by the total weight of all random walks $π$ which are inverse images of $ζ$, $\{π: \LE(π)=ζ\}$. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce …
The Airy line ensemble is a central object in random matrix theory and last passage percolation defined by a determinantal formula. The goal of this paper is to provide a set of tools which allow for precise probabilistic analysis of the Airy line ensemble. The two main theorems are a representation in terms of independent Brownian bridges connecting a fine grid of points, and a modulus of continuity result for all lines. Along the way, we give tail bounds and moduli of continuity for nonintersecting Brownian ensembles, and a quick proof of tightness for Dyson's Brownian motion converging to t…
We introduce a statistical ensemble for a single vortex filament of a three dimensional incompressible fluid. The core of the vortex is modelled by a quite generic stochastic process. We prove the existence of the partition function for both positive and a limited range of negative temperatures.
The maximum entropy formalism developed by Jaynes determines the relevant ensemble in nonequilibrium statistical mechanics by maximising the entropy functional subject to the constraints imposed by the available information. We present an alternative derivation of the relevant ensemble based on the Kullback-Leibler divergence from equilibrium. If the equilibrium ensemble is already known, then calculation of the relevant ensemble is considerably simplified. The constraints must be chosen with care in order to avoid contradictions between the two alternative derivations. The relative entropy fu…
A Bernoulli Gibbsian line ensemble $\mathfrak{L} = (L_1, \dots, L_N)$ is the law of the trajectories of $N-1$ independent Bernoulli random walkers $L_1, \dots, L_{N-1}$ with possibly random initial and terminal locations that are conditioned to never cross each other or a given random up-right path $L_N$ (i.e. $L_1 \geq \cdots \geq L_N$). In this paper we investigate the asymptotic behavior of sequences of Bernoulli Gibbsian line ensembles $\mathfrak{L}^N = (L^N_1, \dots, L^N_N)$ when the number of walkers $N$ tends to infinity. We prove that if one has mild but uniform control of the one-poin…
This paper considers the problem of data compression for dependent quantum systems. It is the second in a series under the same title. As in the previous paper, we are interested in Lempel--Ziv encoding for quantum Gibbs ensembles. Here, we consider the canonical ideal lattice Bose- and Fermi-ensembles. We prove that as in the case of the grand canonical ensemble, the (limiting) von Neumann entropy rate $h$ can be assessed, via the classical Lempel--Ziv universal coding algorithm, from a single eigenvector of the density matrix.
The Toda chain is the prime example of a classical integrable system with strictly local conservation laws. Relying on the Dumitriu-Edelman matrix model, we obtain the generalized free energy of the Toda chain and thereby establish a mapping to the one-dimensional log-gas with an interaction strength of order 1/N. The (deterministic) local density of states of the Lax matrix is identified as the object, which should evolve according to generalized hydrodynamics. In the current version missing factors of 2 are corrected.
A discrete Gibbsian line ensemble $\mathfrak{L} = (L_1,\dots,L_N)$ consists of $N$ independent random walks on the integers conditioned not to cross one another, i.e., $L_1 \geq \cdots \geq L_N$. In this paper we provide sufficient conditions for convergence of a sequence of suitably scaled discrete Gibbsian line ensembles $f^N = (f_1^N,\dots,f_N^N)$ as the number of curves $N$ tends to infinity. Assuming log-concavity and a KMT-type coupling for the random walk jump distribution, we prove that under mild control of the one-point marginals of the top curves with a global parabolic shift, the f…
In this paper, we present a novel extension to the classical path coupling method to statistical mechanical models which we refer to as aggregate path coupling. In conjunction with large deviations estimates, we use this aggregate path coupling method to prove rapid mixing of Glauber dynamics for a large class of statistical mechanical models, including models that exhibit discontinuous phase transitions which have traditionally been more difficult to analyze rigorously. The parameter region for rapid mixing for the generalized Curie-Weiss-Potts model is derived as a new application of the agg…
A model of a quantum information source is proposed, based on the Gibbs ensemble of ideal (free) particles (bosons or fermions). We identify the (thermodynamic) von Neumann entropy as the information rate and establish the classical Lempel--Ziv universal coding algorithm in Grassberger's form for such a source. This generalises the Schumacher theorem to the case of non-IID qubits.
We consider a one-dimensional lattice system of unbounded, real-valued spins with arbitrary strong, quadratic, finite-range interaction. We show the equivalence of correlations of the grand canonical (gce) and the canonical ensemble (ce). As a corollary we obtain that the correlations of the ce decay exponentially plus a volume correction term. Then, we use the decay of correlation to verify a conjecture that the infinite-volume Gibbs measure of the ce is unique on a one-dimensional lattice. For the equivalence of correlations, we modify a method that was recently used by the authors to show t…
In a recent paper, in collaboration with Mathieu Lewin and Phan Th{à}nh Nam, we showed that nonlinear Gibbs measures based on Gross-Pitaevskii like functionals could be derived from many-body quantum mechanics, in a mean-field limit. This text summarizes these findings. It focuses on the simplest, but most physically relevant, case we could treat so far, namely that of the defocusing cubic NLS functional on a 1D interval. The measure obtained in the limit, which (almost) lives over H^{1/2} , has been previously shown to be invariant under the NLS flow by Bourgain.
This study extends a prior investigation of limit shapes for partitions of integers, which was based on analysis of sums of geometric random variables. Here we compute limit shapes for grand canonical Gibbs ensembles of partitions of sets, which lead to the sums of Poisson random variables. Under mild monotonicity assumptions, we study all possible scenarios arising from different asymptotic behaviors of the energy, and also compute local limit shape profiles for cases in which the limit shape is a step function.
Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N) horizontally by a factor of N^{2/3} and vertically by N^{1/3}. If a parabola is added to each limit curve, an x-translation invariant process sometimes called the multi-line Airy process is obtained. We prove the existence of a version of this process (which we call the Airy line ensemble) in which curves are a.s. everywhere continuous and non-intersecting. T…
Consider a discrete locally finite subset $Γ$ of $R^d$ and the complete graph $(Γ,E)$, with vertices $Γ$ and edges $E$. We consider Gibbs measures on the set of sub-graphs with vertices $Γ$ and edges $E'\subset E$. The Gibbs interaction acts between open edges having a vertex in common. We study percolation properties of the Gibbs distribution of the graph ensemble. The main results concern percolation properties of the open edges in two cases: (a) when the $Γ$ is a sample from homogeneous Poisson process and (b) for a fixed $Γ$ with exponential decay of connectivity.
Ballistic particle transport and Drude weight in gases
Bergische Universität Wuppertal（伍珀塔尔大学）；Univ Lyon, ENS de Lyon, Univ Claude Bernard, CNRS, Laboratoire de Physique（里昂大学，巴黎高等师范学院里昂分校，克莱德·伯纳德大学，法国国家科学研究中心，物理实验室）
Recently, it was understood that modified concepts of locality played an important role in the study of extended quantum systems out of equilibrium, in particular in so-called generalized Gibbs ensembles. In this paper, we rigorously study pseudolocal charges and their involvement in time evolutions and in the thermalization process of arbitrary states with strong enough clustering properties. We show that the densities of pseudolocal charges form a Hilbert space, with inner product determined by thermodynamic susceptibilities. Using this, we define the family of pseudolocal states, which are …
We compute the bulk limit of the correlation functions for the uniform measure on lozenge tilings of a hexagon. The limiting determinantal process is a translation invariant extension of the discrete sine process, which also describes the ergodic Gibbs measure of an appropriate slope.
We consider a quantum quench in the spin-1/2 Heisenberg XXZ chain. At late times after the quench it is believed that the expectation values of local operators approach time-independent values, that are described by a generalized Gibbs ensemble. Employing a quantum transfer matrix approach we show how to determine short-range correlation functions in such generalized Gibbs ensembles for a class of initial states.
