In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably adapting a method of orthogonal polynomials developed by Gross and Matytsin in the context of Yang-Mills theory in two dimensions, we provide a rather simple derivation of the Tracy-Widom law for GUE. Our derivation is based on the elementary asymptotic scaling analysis of a pair of coupled nonlinear recursion relations. As an added bonus, this method also allows us to compute the precise subleading terms describing the right large deviation tail of the maximal eigenvalue distribution. In the Yang-Mills language, these subleading terms correspond to non-perturbative (in $1/N$ expansion) corrections to the two-dimensional partition function in the so called `weak' coupling regime.
The distribution function of the free energy fluctuations in one-dimensional directed polymers with free boundary conditions is derived by mapping the replicated problem to the N-particle quantum boson system with attractive interactions. It is shown that in the thermodynamic limit this function is described by the universal Tracy-Widom distribution of the Gaussian orthogonal ensemble.
While originally discovered in the context of the Gaussian Unitary Ensemble, the Tracy-Widom distribution also rules the height fluctuations of growth processes. This suggests that there might be other nonequilibrium processes in which the Tracy-Widom distribution plays an important role. In our contribution we study one-dimensional systems with domain wall initial conditions. For an appropriate choice of parameters the profile develops a rarefaction wave, while maintaining the initial equilibrium states far to the left and right, which thus serve as infinitely extended thermal reservoirs. For…
Investigating the long time asymptotics of the totally asymmetric simple exclusion process, Sasamoto obtains rather indirectly a formula for the GOE Tracy-Widom distribution. We establish that his novel formula indeed agrees with more standard expressions.
We study the growing patterns formed by a deterministic cellular automaton, the rotor-router model, in the presence of quenched noise. By the detailed study of two cases, we show that: (a) the boundary of the pattern displays KPZ fluctuations with a Tracy-Widom distribution, (b) as one increases the amount of randomness, the rotor-router path undergoes a transition from a recurrent to a transient walk. This transition is analysed here for the first time, and it is shown that it falls in the 3D Anisotropic Directed Percolation universality class.
We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an exact formula from [4] to show that, at any fixed positive time, the width of a river delta of length $L$ approaches a constant times $L^{2/3}$ with Tracy-Widom GUE fluctuations of order $L^{4/9}$. This result can be rephrased in terms of particle systems. We introduce an exactly solvable particle system on the integer half line and show that after running t…
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal polynomials, in analogue to the approach of Nadal and Majumdar (NM) for the Gaussian unitary ensemble (GUE). Generalizing the techniques of Adler, Forrester, Nagao and van Moerbeke, and using "overlapping Pfaffian" identities due to Knuth, we explicitly construct these semi-classical skew-orthogonal polynomials in terms of the semi-classical orthogonal polynomials …
We exploit a relation between the mean number $N_{m}$ of minima of random Gaussian surfaces and extreme eigenvalues of random matrices to understand the critical behaviour of $N_{m}$ in the simplest glass-like transition occuring in a toy model of a single particle in $N$-dimensional random environment, with $N\gg 1$. Varying the control parameter $μ$ through the critical value $μ_c$ we analyse in detail how $N_{m}(μ)$ drops from being exponentially large in the glassy phase to $N_{m}(μ)\sim 1$ on the other side of the transition. We also extract a subleading behaviour of $N_{m}(μ)$ in both gl…
The distribution function of the free energy fluctuations in one-dimensional directed polymers with $δ$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive interactions. Performing the summation over the entire spectrum of excited states the problem is reduced to the Fredholm determinant with the Airy kernel which is known to yield the Tracy-Widom distribution
We investigate the finite-size fluctuations due to quenched disorder of the critical temperature of the Sherrington-Kirkpatrick spin glass. In order to accomplish this task, we perform a finite-size analysis of the spectrum of the susceptibility matrix obtained via the Plefka expansion. By exploiting results from random matrix theory, we obtain that the fluctuations of the critical temperature are described by the Tracy-Widom distribution with a non-trivial scaling exponent 2/3.
We compute exactly the asymptotic distribution of scaled height in a (1+1)--dimensional anisotropic ballistic deposition model by mapping it to the Ulam problem of finding the longest nondecreasing subsequence in a random sequence of integers. Using the known results for the Ulam problem, we show that the scaled height in our model has the Tracy-Widom distribution appearing in the theory of random matrices near the edges of the spectrum. Our result supports the hypothesis that various growth models in $(1+1)$ dimensions that belong to the Kardar-Parisi-Zhang universality class perhaps all shar…
In random matrix theory (RMT), the Tracy-Widom (TW) distribution describes the behavior of the largest eigenvalue. We consider here two models in which TW undergoes transformations. In the first one disorder is introduced in the Gaussian ensembles by superimposing an external source of randomness. A competition between TW and a normal (Gaussian) distribution results, depending on the spreading of the disorder. The second model consists in removing at random a fraction of (correlated) eigenvalues of a random matrix. The usual formalism of Fredholm determinants extends naturally. A continuous tr…
We study a system of N non-intersecting Brownian motions on a line segment [0,L] with periodic, absorbing and reflecting boundary conditions. We show that the normalized reunion probabilities of these Brownian motions in the three models can be mapped to the partition function of two-dimensional continuum Yang-Mills theory on a sphere respectively with gauge groups U(N), Sp(2N) and SO(2N). Consequently, we show that in each of these Brownian motion models, as one varies the system size L, a third order phase transition occurs at a critical value L=L_c(N)\sim \sqrt{N} in the large N limit. Clos…
The probability distribution for the free energy of directed polymers in random media (DPRM) with uncorrelated noise in $d=1+1$ dimensions satisfies the Tracy-Widom distribution. We inquire if and how this universal distribution is modified in the presence of spatially correlated noise. The width of the distribution scales as the DPRM length to an exponent $β$, in good (but not full) agreement with previous renormalization group and numerical results. The scaled probability is well described by the Tracy-Widom form for uncorrelated noise, but becomes symmetric with increasing correlation expon…
We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $β$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom $β$ law, converges weakly, when properly centered and scaled, to the Gumbel distribution. More generally we obtain the convergence in law of the marginal distribution of any eigenvalue with given index $k$. Those convergences are obtained after a careful analysis of the explosion times process of the Riccati diffusion associated to the stochastic Airy operator. W…
We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-Péché) transition from the Gaussian to the Tracy-Widom scaling of fluctuations in several statistical systems for both canonical and microcanonical ensembles and identify the corresponding control parameter in each case. In particular, for fixed path length (microcanonical) ensemble of paths located in the vicinity of a partially permeable semicircle, the transition occurs at the…
We study the edge behavior of inhomogeneous one-dimensional quantum systems, such as Lieb-Liniger models in traps or spin chains in spatially varying magnetic fields. For free systems these fall into several universality classes, the most generic one being governed by the Tracy-Widom distribution. We investigate in this paper the effect of interactions. Using semiclassical arguments, we show that since the density vanishes to leading order, the strong interactions in the bulk are renormalized to zero at the edge, which simply explains the survival of Tracy-Widom scaling in general. For integra…
We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= δ_0 whose logarithm, with appropriate normalizations, is the free energy of the continuum directed polymer, or the solution of the Kardar-Parisi-Zhang equation with narrow wedge initial conditions. We obtain explicit formulas for the one-dimensional marginal distributions -- the {\it crossover distributions} -- which interpolate between a standard Gaussian distribution (small time) and the GUE Tra…
We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta distribution. We also describe a related directed polymer model, which is a limit of the $q$-Hahn interacting particle system. Using a Fredholm determinant representation for the quenched probability distribution function of the walker's position, we are able to prove second order cube-root scale corrections to the large deviation principle satisfied by the w…
The one-dimensional polynuclear growth model with external sources at edges is studied. The height fluctuation at the origin is known to be given by either the Gaussian, the GUE Tracy-Widom distribution, or certain distributions called GOE$^2$ and $F_0$, depending on the strength of the sources. We generalize these results and show that the scaling limit of the multi-point equal time height fluctuations of the model are described by the Fredholm determinant, of which the limiting kernel is explicitly obtained. In particular we obtain two new kernels, describing transitions between the above on…
For one-dimensional growth processes we consider the distribution of the height above a given point of the substrate and study its scale invariance in the limit of large times. We argue that for self-similar growth from a single seed the universal distribution is the Tracy-Widom distribution from the theory of random matrices and that for growth from a flat substrate it is some other, only numerically determined distribution. In particular, for the polynuclear growth model in the droplet geometry the height maps onto the longest increasing subsequence of a random permutation, from which the he…
We present a random matrix interpretation of the distribution functions which have appeared in the study of the one-dimensional polynuclear growth (PNG) model with external sources. It is shown that the distribution, GOE$^2$, which is defined as the square of the GOE Tracy-Widom distribution, can be obtained as the scaled largest eigenvalue distribution of a special case of a random matrix model with a deterministic source, which have been studied in a different context previously. Compared to the original interpretation of the GOE$^2$ as ``the square of GOE'', ours has an advantage that it ca…
In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common mathematical structure on an interlacing structure, also known as Gelfand-Tsetlin pattern, that appears for specific models in both fields.
Although time-dependent random media with short range correlations lead to (possibly biased) normal tracer diffusion, anomalous fluctuations occur away from the most probable direction. This was pointed out recently in 1D lattice random walks, where statistics related to the 1D Kardar- Parisi-Zhang (KPZ) universality class, i.e. the GUE Tracy Widom distribution, were shown to arise. Here we provide a simple picture for this correspondence, directly in the continuum as well as for lattice models, which allows to study arbitrary space dimension and to predict a variety of universal distributions…
We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest eigenvalue $λ_{max}$ depends on a percolation transition in the entries of the random matrices. Below the percolation threshold the distribution is multi-peaked and changes above the threshold to the Tracy-Widom distribution. We also show that the distribution of the eigenvalues is neither of the Wigner form nor gaussian.
