We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the full explicit asymptotics (up to decreasing terms) for the transition between one and two large gaps.
We study the one parameter family of Fredholm determinants $\det(I-γK_{\textnormal{csin}}),γ\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic generalization of the sine kernel which appears in random matrix theory. This Fredholm determinant appears in the description of the Fermi distribution of semiclassical non-equilibrium Fermi states in condensed matter physics as well as in random matrix theory. Using the Riemann-Hilbert method, we calculate the large $s$-asymptotics of $\det(I-γK_{\textnormal{csin}})$ for all…
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point fields with determinantal correlation functions. As another corollary of Costin-Lebowitz Theorem we prove CLT for the empirical distribution function of the eigenvalues of random matrices from classical compact groups.
We investigate the asymptotic behavior of a generalized sine kernel acting on a finite size interval [-q,q]. We determine its asymptotic resolvent as well as the first terms in the asymptotic expansion of its Fredholm determinant. Further, we apply our results to build the resolvent of truncated Wiener--Hopf operators generated by holomorphic symbols. Finally, the leading asymptotics of the Fredholm determinant allows us to establish the asymptotic estimates of certain oscillatory multidimensional coupled integrals that appear in the study of correlation functions of quantum integrable models.
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $ξ=\sum_{j \in Λ} δ_{x_j}$, in the sense that any multitime correlation function is given by a determinant associated with the correlation kernel, which is specified by an entire function $Φ$ having zeros in $\supp ξ$. Using such entire functions $Φ$, we define new topologies called the $Φ$-moderate topologies. Then we construct three infinite-dimensional determinantal processes, …
The asymptotic properties of integral operators with the generalized sine kernel acting on the real axis are studied. The formulas for the resolvent and the Fredholm determinant are obtained in the large x limit. Some applications of the results obtained to the theory of integrable models are considered.
Some Wiener--Hopf determinants on [0,s] are calculated explicitly for all s>0. Their symbols are zero on an interval and they are related to the determinant with the sine-kernel appearing in the random matrix theory. The determinants are calculated by taking limits of Toeplitz determinants, which in turn are found from the related systems of polynomials orthogonal on an arc of the unit circle. As is known, the latter polynomials are connected to those orthogonal on an interval of the real axis. This connection is somewhat extended here. The determinants we compute originate from the Bernstein-…
We find the probability of two gaps of the form $(sc,sb)\cup (sa,+\infty)$, $c<b<a<0$, for large $s>0$, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.
We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random matrices and has potential applications to the analysis of the large-distance asymptotic behaviour of the so-called emptiness formation probability for various quantum integrable models away from their free fermion point.
We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\fracβ{2} n^2 \log(n)+O(n^2)}$ as $n\to \infty$. We also identify the next order term in the exponent if the size of the interval goes to zero.
We derive the leading asymptotic behavior and build a new series representation for the Fredholm determinant of integrable integral operators appearing in the representation of the time and distance dependent correlation functions of integrable models described by a six-vertex R-matrix. This series representation opens a systematic way for the computation of the long-time, long-distance asymptotic expansion for the correlation functions of the aforementioned integrable models away from their free fermion point. Our method builds on a Riemann--Hilbert based analysis.
We obtain asymptotics for the Airy kernel Fredholm determinant on two intervals. We give explicit formulas for all the terms up to and including the oscillations of order $1$, which are expressed in terms of Jacobi $θ$-functions.
We consider the generating function of the sine point process on $m$ consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \begin{equation*} \sum_{k_{1},...,k_{m} \geq 0} \mathbb{P}\Bigg(\bigcap_{j=1}^{m} \#\{\mbox{points in j-th interval}\}=k_{j}\Bigg)\prod_{j=1}^{m} s_{j}^{k_{j}}, \end{equation*} where $s_{1},\ldots,s_{m} \in [0,1]$. In particular, we can deduce from it joint probabilities of the counting function of the process. In this work, we obtain large gap asymptotics for the generating function, which are asy…
We unveil a remarkable connection between the sine-Gordon quantum field theory and the Kardar-Parisi-Zhang (KPZ) growth equation. We find that the non-relativistic limit of the two point correlation function of the sine-Gordon theory is related to the generating function of the height distribution of the KPZ field with droplet initial conditions, i.e. the directed polymer free energy with two endpoints fixed. As shown recently, the latter can be expressed as a Fredholm determinant which in the large time separation limit converges to the GUE Tracy-Widom cumulative distribution. Possible applic…
We study the determinants of Toeplitz matrices as the size of the matrices tends to infinity, in the particular case where the symbol has two jump discontinuities and tends to zero on an arc of the unit circle at a sufficiently fast rate. We generalize an asymptotic expansion by Widom [22], which was known for symbols supported on an arc. We highlight applications of our results in the Circular Unitary Ensemble and in the study of Fredholm determinants associated to the sine kernel.
Asymptotic analysis of a Fredholm determinant occurring in the description of the dynamical correlation functions of the Lieb--Liniger Bose gas
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,克劳德·贝尔纳大学,法国国家科学研究中心,物理实验室)
We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.
We consider the problem of finding extremal potentials for the functional determinant of a one-dimensional Schrödinger operator defined on a bounded interval with Dirichlet boundary conditions under an $L^q$-norm restriction ($q\geq 1$). This is done by first extending the definition of the functional determinant to the case of $L^q$ potentials and showing the resulting problem to be equivalent to a problem in optimal control, which we believe to be of independent interest. We prove existence, uniqueness and describe some basic properties of solutions to this problem for all $q\geq 1$, providi…
Massive holomorphicity of near-critical dimers and sine-Gordon model
University of Vienna(维也纳大学);Courant Institute, New York University(纽约大学柯朗数学科学研究所);PSL University-Dauphine, CNRS, UMR 7534, CEREMADE(巴黎文理研究大学-达芬奇分校,法国国家科学研究中心,联合研究单位7534,CEREMADE)
The goal of this article is to rederive the connection between the Painlevé $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More specifically we prove, \textbf{to all orders}, that the WKB asymptotic expansions of the $τ$-function as well as of determinantal formulas arising from the Painlevé $5$ Lax pair are identical to the large $N$ double scaling asymptotic expansions of the partition function and correlation functions of any hermitian matrix model around a regular point in the bul…
In this article, we study the large $n$ asymptotic expansions of $n\times n$ Toeplitz determinants whose symbols are indicator functions of unions of arc-intervals of the unit circle. In particular, we use an Hermitian matrix model reformulation of the problem to provide a rigorous derivation of the general form of the large $n$ expansion when the symbol is an indicator function of either a single arc-interval or several arc-intervals with a discrete rotational symmetry. Moreover, we prove that the coefficients in the expansions can be reconstructed, up to some constants, from the Eynard-Orant…
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols possess Fisher-Hartwig singularities on a smooth background. We prove the general non-degenerate asymptotic behavior as conjectured by Basor and Tracy. We also obtain asymptotics of Hankel determinants on a finite interval as well as determinants of Toeplitz+Hankel type. Our analysis is based on a study of the related system of orthogonal polynomials on the unit circle using the Riemann-Hilbert approach.
We consider the circular unitary ensemble with a Fisher-Hartwig singularity of both jump type and root type at $z=1$. A rescaling of the ensemble at the Fisher-Hartwig singularity leads to the confluent hypergeometric kernel. By studying the asymptotics of the Toeplitz determinants, we show that the probability of there being no eigenvalues in a symmetric arc about the singularity on the unit circle for a random matrix in the ensemble can be explicitly evaluated via an integral of the Hamiltonian of the coupled Painlevé V system in dimension four. This leads to a Painlevé-type representation o…
We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant with the kernel $\sin z/(πz)$ on the interval $[0,s]$, verifying a conjecture of Dyson for the constant term in the expansion. In the Gaussian Unitary Ensemble of random matrices, this determinant describes the probability for an interval of length $s$ in the bulk scaling limit to be free from the eigenvalues.
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel $\sinπ(x-y)/π(x-y)$. Similarly a double scaling limit at the ``edge of the spectrum'' leads to the Airy kernel $[{\rm Ai}(x) {\rm Ai}'(y) -{\rm Ai}'(x) {\rm Ai}(y)]/(x-y)$. We announce analogies for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{ô}ri and Sato; the expression, in the…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel $\sinπ(x-y)/π(x-y)$. Similarly a scaling limit at the ``edge of the spectrum'' leads to the Airy kernel $[{\rm Ai}(x) {\rm Ai}'(y) -{\rm Ai}'(x) {\rm Ai}(y)]/(x-y)$. In this paper we derive analogues for this Airy kernel of the following properties of the sine kernel: the completely integrable system of P.D.E.'s found by Jimbo, Miwa, M{ô}ri and Sato; the expression, i…
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of integral operators having kernel of this form and where the underlying set is a union of open intervals. The emphasis is on the determinants thought of as functions of the end-points of these intervals. We show that these Fredholm determinants with kernels of the general form described above are expressible in terms of solutions of systems of PDE's as long a…
We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give two applications: one equates certain Toeplitz+Hankel determinants of random matrix theory with appropriate Fredholm determinants and computes Szegő asymptotics for the former; another finds that the simplest examples of said measures exhibit discrete sine kernel asymptotics in the bulk and Airy 2 to 1 kernel---along with a certain dual---asymptotics at the e…
In this paper, we consider the deformed Fredholm determinant of the confluent hypergeometric kernel. This determinant represents the gap probability of the corresponding determinantal point process where each particle is removed independently with probability $1- γ$, $0 \leq γ<1$. We derive asymptotics of the deformed Fredholm determinant when the gap interval tends to infinity, up to and including the constant term. As an application of our results, we establish a central limit theorem for the eigenvalue counting function and a global rigidity upper bound for its maximum deviation.
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic fluctuations for a large class of unitary invariant Hermitian ensembles. In particular, this shows that the support of the equilibrium measure need not be connected in order to see Gaussian fluctuations at mesoscopic scales. Our proof is based on the cumulants computations introduced in [48] for the CUE and the sine process and the asymptotics formulae derived by…
We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $Ψ$-function associated with the Hastings-McLeod solution of the second Painlevé equation. This Fredholm determinant describes the critical behavior of the eigenvalue gap probabilities of a random Hermitian matrix chosen from the Unitary Ensemble in the bulk double scaling limit near a quadratic zero of the limiting mean eigenvalue density. Using the Riemann-Hilbert method, we evaluate the large $s$-asymptotics …
In the hard edge scaling limit of the Jacobi unitary ensemble generated by the weight $x^α(1-x)^β,~x\in[0,1],~α,β>0$, the probability that all eigenvalues of Hermitian matrices from this ensemble lie in the interval $[t,1]$ is given by the Fredholm determinant of the Bessel kernel. We derive the constant in the asymptotics of this Bessel-kernel determinant. A specialization of the results gives the constant in the asymptotics of the probability that the interval $(-a,a),a>0,$ is free of eigenvalues in the Jacobi unitary ensemble with the symmetric weight $(1-x^2)^β, x\in[-1,1]$.
The level spacing distributions which arise when one rescales the Laguerre or Jacobi ensembles of hermitian matrices is studied. These distributions are expressible in terms of a Fredholm determinant of an integral operator whose kernel is expressible in terms of Bessel functions of order $α$. We derive a system of partial differential equations associated with the logarithmic derivative of this Fredholm determinant when the underlying domain is a union of intervals. In the case of a single interval this Fredholm determinant is a Painleve tau function.
The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a generalisation of the sine kernel in the bulk scaling case), is considered. It is shown that this probability is the square of a $τ$-function, in the sense of Okamoto, for the Painlevé system \PIII. This then leads to a factorisation of the probability as the product of two $τ$-functions for the Painlevé system \PIIIdash. A previous study has given a formula of thi…
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 cl…
The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ θ$ in the support of the semicircle distribution. The limits are always Sine$_{2}$ point processes and independent of the macro-position $ θ$ up to the dilations of determinantal kernels. We prove a dynamical counter part of this fact. We prove that the solution of the $ N $-particle systems given by stochastic differential equations (SDEs) converges to the solution of the infinite-dimensional Dyson mode…
We revisit the computation of (2-modified) Fredholm determinants for operators with matrix-valued semi-separable integral kernels. The latter occur, for instance, in the form of Green's functions associated with closed ordinary differential operators on arbitrary intervals on the real line. Our approach determines the (2-modified) Fredholm determinants in terms of solutions of closely associated Volterra integral equations, and as a result offers a natural way to compute such determinants. We illustrate our approach by identifying classical objects such as the Jost function for half-line Schrö…
We study a two-dimensional family of probability measures on infinite Gelfand-Tsetlin schemes induced by a distinguished family of extreme characters of the infinite-dimensional unitary group. These measures are unitary group analogs of the well-known Plancherel measures for symmetric groups. We show that any measure from our family defines a determinantal point process, and we prove that in appropriate scaling limits, such processes converge to two different extensions of the discrete sine process as well as to the extended Airy and Pearcey processes.