We determine completely the Tracy-Widom distribution for Dyson's β-ensemble with β=6. The problem of the Tracy-Widom distribution of β-ensemble for general β>0 has been reduced to find out a bounded solution of the Bloemendal-Virág equation with a specified boundary. Rumanov proposed a Lax pair approach to solve the Bloemendal-Virág equation for even integer β. He also specially studied the β=6 case with his approach and found a second order nonlinear ordinary differential equation (ODE) for the logarithmic derivative of the Tracy-Widom distribution for \bea=6. Grava et al. continued to study β=6 and found Rumanov's Lax pair is gauge equivalent to that of Painlevé II in this case. They started with Rumanov's basic idea and came down to two auxiliary functions α(t) and q_2(t), which satisfy a coupled first-order ODE. The open question by Grava et al. asks whether a global smooth solution of the ODE with boundary condition α(\infty)=0 and q_2(\infty)=1 exists. By studying the linear equation that is associated with q_2 and α, we give a positive answer to the open question. Moreover, we find that the solutions of the ODE with α(\infty)=0 and q_2(\infty)=1 are parameterized by c_1 and c_2 . Not all c_1 and c_2 give global smooth solutions. But if (c_1, c_2) \in R_{smooth}, where R_{smooth} is a large region containing (0,0), they do give. We prove the constructed solution is a bounded solution of the Bloemendal-Virág equation with the required boundary condition if and only if (c_1,c_2)=(0,0).
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the entries of $H$ to have distinct values but of comparable sizes such that $\sum_{i} \mathbb{E}|h_{ij}|^2=1$. Our result improves the previous rate $O(N^{-2/9})$ by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.
This is a survey of Harold Widom's work in random matrices. We start with his pioneering papers on the sine-kernel determinant, continue with his and Craig Tracy's groundbreaking results concerning the distribution functions of random matrix theory, touch on the remarkable universality of the Tracy-Widom distributions in mathematics and physics, and close with Tracy and Widom's remarkable work on the asymmetric simple exclusion process.
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+ω})$, as $N$ tends to infinity. For Wigner matrices this improves the previous rate $O(N^{-2/9+ω})$ obtained by Bourgade [5] for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős, Yau and Yin [19] to prove edge universality, on a finer spectral parameter scale with improved error estimates. The proof relies on the continuous Green function flow indu…
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 …
The Jánossy density for a determinantal point process is the probability density that an interval $I$ contains exactly $p$ points except for those at $k$ designated loci. The Jánossy density associated with an integrable kernel $\mathbf{K}\doteq (φ(x)ψ(y)-ψ(x)φ(y))/(x-y)$ is shown to be expressed as a Fredholm determinant $\mathrm{Det}(\mathbb{I}-\tilde{\mathbf{K}}|_I)$ of a transformed kernel $\tilde{\mathbf{K}}\doteq (\tildeφ(x)\tildeψ(y)-\tildeψ(x)\tildeφ(y))/(x-y)$. We observe that $\tilde{\mathbf{K}}$ satisfies Tracy and Widom's criteria if $\mathbf{K}$ does, because of the structure that…
LPTMS, Université Paris Saclay, CNRS（巴黎萨克雷大学，法国国家科学研究中心）；Laboratoire de Physique de l’Ecole Normale Supérieure, CNRS, ENS and PSL Université, Sorbonne Université, Université Paris Cité（巴黎高等师范学院物理实验室，法国国家科学研究中心，巴黎文理研究大学，索邦大学，巴黎西岱大学）；Racah Institute of Physics, Hebrew University of Jerusalem（耶路撒冷希伯来大学拉卡物理研究所）
This paper studies the mixing behavior of the Asymmetric Simple Exclusion Process (ASEP) on a segment of length $N$. Our main result is that for particle densities in $(0,1),$ the total-variation cutoff window of ASEP is $N^{1/3}$ and the cutoff profile is $1-F_{\mathrm{GUE}},$ where $F_{\mathrm{GUE}}$ is the Tracy-Widom distribution function. This also gives a new proof of the cutoff itself, shown earlier by Labbé and Lacoin. Our proof combines coupling arguments, the result of Tracy-Widom about fluctuations of ASEP started from the step initial condition, and exact algebraic identities comin…
We study large random partitions boxed into a rectangle and coming from skew Howe duality, or alternatively from dual Schur measures. As the sides of the rectangle go to infinity, we obtain: 1) limit shape results for the profiles generalizing the Vershik--Kerov--Logan--Shepp curve; and 2) universal edge asymptotic results for the first parts in the form of the Tracy--Widom distribution, as well as less-universal critical regime results introduced by Gravner, Tracy and Widom. We do this for a large class of Schur parameters going beyond the Plancherel or principal specializations previously st…
Beta ensembles, stochastic Airy spectrum, and a diffusion
本文证明了随机矩阵理论的β系综的最大特征值按分布收敛于随机Schroedinger算子-d^2/dx^2 + x +（2/β ^{1/2}）b_x'的低本征值，其中b_x'是白噪声.在此过程中，我们将Tracy-Widom（beta）分布的定义扩展到所有beta>0，并分析它们的尾部。最后，在一个平行的发展，我们提供了第二个表征这些法律方面的一维扩散。证明依赖于相关的三对角矩阵模型和一个普遍性的结果表明，这种模型的频谱收敛到其连续算子极限。特别是，我们展示了如何Tracy-Widom法律产生的功能中心极限定理。
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 prove a Tracy-Widom type formula for the generating function of occupancy numbers on several disjoint intervals of the higher order Airy point processes. The formula is related to a new vector-valued Painlevé II hierarchy we define, together with its Lax pair.
Directed Polymer Transfer Matrices as a Unified Generator of Distinct One-Point Fluctuation Laws
Max Planck Institute for the Physics of Complex Systems（马克斯·普朗克复杂系统物理研究所）；School of Science, Constructor University（Constructor大学理学院）；Department of Physics, Massachusetts Institute of Technology（麻省理工学院物理系）
