arXiv subjects
Publications and source records attributed to Harold Widom.
We review recent progress in limit laws for the one-dimensional asymmetric simple exclusion process (ASEP) on the integer lattice. The limit laws are expressed in terms of a certain Painlevé II function. Furthermore, we take this opportunity to give a brief survey of the appearance of Painlevé functions in statistical physics.
For the asymmetric simple exclusion process on the integer lattice with two-sided Bernoulli initial condition, we derive exact formulas for the following quantities: (1) the probability that site x is occupied at time t; (2) a correlation function, the probability that site 0 is occupied at time 0 and site x is occupied at time t; (3) the distribution function for the total flux across 0 at time t and its exponential generating function.
This paper extends results of earlier work on ASEP to the case of step Bernoulli initial condition. The main results are a representation in terms of a Fredholm determinant for the probability distribution of a fixed particle, and asymptotic results which in particular establish KPZ universality for this probability in one regime. (And, as a corollary, for the current fluctuations.)
We give an exact expression for the distribution of the position X(t) of a single second class particle in the asymmetric simple exclusion process (ASEP) where initially the second class particle is located at the origin and the first class particles occupy the sites {1,2,...}.
A limit theorem for the total current in the asymmetric simple exclusion process (ASEP) with step initial condition is proved. This extends the result of Johansson on TASEP to ASEP.
We give a method to solve the time-dependent Schroedinger equation for a system of one-dimensional bosons interacting via a repulsive delta function potential. The method uses the ideas of Bethe Ansatz but does not use the spectral theory of the associated Hamiltonian.
In previous work the authors considered the asymmetric simple exclusion process on the integer lattice in the case of step initial condition, particles beginning at the positive integers. There it was shown that the probability distribution for the position of an individual particle is given by an integral whose integrand involves a Fredholm determinant. Here we use this formula to obtain three asymptotic results for the positions of these particles. In one an apparently new distribution function arises and in another the distribuion function F_2 arises. The latter extends a result of Johansson on TASEP to ASEP.
In previous work the authors found integral formulas for probabilities in the asymmetric simple exclusion process (ASEP) on the integer lattice. The dynamics are uniquely determined once the initial state is specified. In this note we restrict our attention to the case of step initial condition with particles at the positive integers, and consider the distribution function for the m'th particle from the left. In the previous work an infinite series of multiple integrals was derived for this distribution. In this note we show that the series can be summed to give a single integral whose integrand involves a Fredholm determinant. We use this determinant representation to derive (non-rigorously, at this writing) a scaling limit.
We consider the process of $n$ Brownian excursions conditioned to be nonintersecting. We show the distribution functions for the top curve and the bottom curve are equal to Fredholm determinants whose kernel we give explicitly. In the simplest case, these determinants are expressible in terms of Painlevé V functions. We prove that as $n\to \infty$, the distributional limit of the bottom curve is the Bessel process with parameter 1/2. (This is the Bessel process associated with Dyson's Brownian motion.) We apply these results to study the expected area under the bottom and top curves.
The solution of a problem arising in integrable systems requires sharp asymptotics for the inverses and determinants of truncated Wiener-Hopf operators, both in the regular case (where the non-truncated Wiener-Hopf operator is invertible) and in singular cases. This paper treats the singular cases where the symbol of the Wiener-Hopf operator has one double zero or two simple zeros. We find formulas for the inverses that hold uniformly throughout the underlying interval with very small error, and formulas for the determinants with very small error.
In work of C. A. Tracy and the author asymptotic formulas were derived for certain operator determinants which gave solutions to the cylindrical Toda equations. Later the author considered a more general class of operators which retained some of the properties of those cited and found analogous asymptotics for the determinants. These results applied only in what we call the regular case, when the symbol of an associated convolution operator is nonzero and has zero index. The present work goes further and establishes asymptotics for a class of singular cases.
Recently Richard Stanley initiated a study of the distribution of the length as(w) of the longest alternating subsequence in a random permutation w from the symmetric group $S_n$. Among other things he found an explicit formula for the generating function (on n and k) for the probability that as(w) is at most k and conjectured that the distribution, suitably centered and normalized, tended to a Gaussian with variance 8/45. In this note we present a proof of the conjecture based on the generating function.
The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a cubic singularity, arising from the coalescence of two saddle points in an asymptotic analysis. Pearcey functions are given by integrals in which the exponents have a quartic singularity, arising from the coalescence of three saddle points. A corresponding Pearcey kernel appears in a random matrix model and a Brownian motion model for a fixed time. This paper derives an extended Pearcey kernel by scaling the Brownian motion model at several times, and a system of partial differential equations whose solution determines associated distribution functions. We expect there to be a limiting nonstationary process consisting of infinitely many paths, which we call the Pearcey process, whose space-time correlation functions are expressible in terms of this extended kernel.
In previous work of C. A. Tracy and the author asymptotic formulas were derived for certain operator determinants whose interest lay in the fact that quotients of them gave solutions to the cylindrical Toda equations. In the present paper we consider a more general class of operators which retain some of the properties of those cited and we find analogous asymptotics for the determinants
We consider the operator of taking the $2p$th derivative of a function with zero boundary conditions for the function and its first $p-1$ derivatives at two distinct points. Our main result provides an asymptotic formula for the eigenvalues and resolves a question on the appearance of certain regular numbers in the eigenvalue sequences for $p=1$ and $p=3$.
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.
We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) of such matrices. In the original Dyson process it was the ensemble of n by n Hermitian matrices, and the eigenvalues describe n curves. Given sets X_1,...,X_m the probability that for each k no curve passes through X_k at time τ_k is given by the Fredholm determinant of a certain matrix kernel, the extended Hermite kernel. For this reason we call this Dyson process the Hermite process. Similarly, when the entries of a complex matrix undergo diffusion we call the evolution of its singular values the Laguerre process, for which there is a corresponding extended Laguerre kernel. Scaling the Hermite process at the edge leads to the Airy process and in the bulk to the sine process; scaling the Laguerre process at the edge leads to the Bessel process. Generalizing and strengthening earlier work, we assume that each X_k is a finite union of intervals and find for the Airy process a system of partial differential equations, with the end-points of the intervals of the X_k as independent variables, whose solution determines the probability that for each k no curve passes through X_k at time τ_k. Then we find the analogous systems for the Hermite process (which is more complicated) and also for the sine process. Finally we find an analogous system of PDEs for the Bessel process, which is the most difficult.
We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.