arXiv subjects

Jinho Baik

Publications and source records attributed to Jinho Baik.

At least 37 records · Page 2Linked to original sources

arXiv2016

Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model with ferromagnetic interaction

We consider a spherical spin system with pure 2-spin spherical Sherrington-Kirkpatrick Hamiltonian with ferromagnetic Curie-Weiss interaction. The system shows a two-dimensional phase transition with respect to the temperature and the coupling constant. We compute the limiting distributions of the free energy for all parameters away from the critical values. The zero temperature case corresponds to the well-known phase transition of the largest eigenvalue of a rank 1 spiked random symmetric matrix. As an intermediate step, we establish a central limit theorem for the linear statistics of rank 1 spiked random symmetric matrices.

math.PR↗

arXiv2015

Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model

The spherical Sherrington-Kirkpatrick model is a spherical mean field model for spin glass. We consider the fluctuations of the free energy at arbitrary non-critical temperature for the 2-spin model with no magnetic field. We show that in the high temperature regime the law of the fluctuations converges to the Gaussian distribution just like in the Sherrington-Kirtkpatrick model. We show, on the other hand, that the law of the fluctuations is given by the GOE Tracy-Widom distribution in the low temperature regime. The orders of the fluctuations are markedly different in these two regimes. A universality of the limit law is also proved.

math.PR↗

arXiv2014

Batch latency analysis and phase transitions for a tandem of queues with exponentially distributed service times

We analyze the latency or sojourn time L(m,n) for the last customer in a batch of n customers to exit from the m-th queue in a tandem of m queues in the setting where the queues are in equilibrium before the batch of customers arrives at the first queue. We first characterize the distribution of L(m,n) exactly for every m and n, under the assumption that the queues have unlimited buffers and that each server has customer independent, exponentially distributed service times with an arbitrary, known rate. We then evaluate the first two leading order terms of the distributions in the large m and n limit and bring into sharp focus the existence of phase transitions in the system behavior. The phase transition occurs due to the presence of either slow bottleneck servers or a high external arrival rate. We determine the critical thresholds for the service rate and the arrival rate, respectively, about which this phase transition occurs; it turns out that they are the same. This critical threshold depends, in a manner we make explicit, on the individual service rates, the number of customers and the number of queues but not on the external arrival rate.

math.PR↗

arXiv2013

Limiting distribution of maximal crossing and nesting of Poissonized random matchings

The notion of $r$-crossing and $r$-nesting of a complete matching was introduced and a symmetry property was proved by Chen et al. [Trans. Amer. Math. Soc. 359 (2007) 1555-1575]. We consider random matchings of large size and study their maximal crossing and their maximal nesting. It is known that the marginal distribution of each of them converges to the GOE Tracy-Widom distribution. We show that the maximal crossing and the maximal nesting becomes independent asymptotically, and we evaluate the joint distribution for the Poissonized random matchings explicitly to the first correction term. This leads to an evaluation of the asymptotic of the covariance. Furthermore, we compute the explicit second correction term in the distribution function of two objects: (a) the length of the longest increasing subsequence of Poissonized random permutation and (b) the maximal crossing, and hence also the maximal nesting, of Poissonized random matching.

math.PR↗

arXiv2013

On the average of the Airy process and its time reversal

We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last passage percolation model with a rotational symmetry in two different ways. We also review other known identities between the Airy process and the Tracy-Widom distributions.

math.PR↗

arXiv2013

Circular unitary ensemble with highly oscillatory potential

We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the eigenvalues. We show that in this case the density of states is periodic and does not converge in the large matrix limit, but the local correlation functions converge to some simple combinations of the sine kernel and the potential. We evaluate the correlation functions exactly and also asymptotically.

math.PR↗

arXiv2013

Discrete Toeplitz/Hankel determinants and the width of non-intersecting processes

We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete Toeplitz/Hankel determinants which arise in studying non-intersecting processes. We show that the asymptotic fluctuations of the width of such processes are given by the GUE Tracy-Widom distribution. This result leads us to an identity between the GUE Tracy-Widom distribution and the maximum of the sum of two independent Airy processes minus a parabola. We provide an independent proof of this identity.

math.PR↗

arXiv2013

Convergence of the two-point function of the stationary TASEP

We consider the two-point function of the totally asymmetric simple exclusion process with stationary initial conditions. The two-point function can be expressed as the discrete Laplacian of the variance of the associated height function. The limit of the distribution function of the appropriately scaled height function was obtained previously by Ferrari and Spohn. In this paper we show that the convergence can be improved to the convergence of moments. This implies the convergence of the two-point function in a weak sense along the near-characteristic direction as time tends to infinity, thereby confirming the conjecture in the paper of Ferrari and Spohn.

math-ph↗

arXiv2012

Limit process of stationary TASEP near the characteristic line

The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The limiting distribution has also been obtained explicitly. In this paper we determine the limiting multi-point distribution of the current fluctuations moving away from the characteristics by the order t^{2/3}. The main tool is the analysis of a related directed last percolation model. We also discuss the process limit in tandem queues in equilibrium.

math-ph↗

arXiv2012

On the joint distribution of the maximum and its position of the Airy2 process minus a parabola

The maximal point of the Airy2 process minus a parabola is believed to describe the scaling limit of the end-point of the directed polymer in a random medium, which was proved to be true for a few specific cases. Recently two different formulas for the joint distribution of the location and the height of this maximal point were obtained, one by Moreno Flores, Quastel and Remenik, and the other by Schehr. The first formula is given in terms of the Airy function and an associated operator, and the second formula is expressed in terms of the Lax pair equations of the Painleve II equation. We give a direct proof that these two formulas are the same.

nlin.SI↗

arXiv2012

On a relationship between high rank cases and rank one cases of Hermitian random matrix models with external source

We prove an identity on Hermitian random matrix models with external source relating the high rank cases to the rank 1 cases. This identity was proved and used in a previous paper of ours to study the asymptotics of the top eigenvalues. In this paper, we give an alternative, more conceptual proof of this identity based on a connection between the Hermitian matrix models with external source and the discrete KP hierarchy. This connection is obtained using the vertex operator method of Adler and van Moerbeke. The desired identity then follows from the Fay-like identity of the discrete KP tau vector.

math.PR↗

arXiv2012

On the largest eigenvalue of a Hermitian random matrix model with spiked external source II. Higher rank cases

This is the second part of a study of the limiting distributions of the top eigenvalues of a Hermitian matrix model with spiked external source under a general external potential. The case when the external source is of rank one was analyzed in an earlier paper. In the present paper we extend the analysis to the higher rank case. If all the eigenvalues of the external source are less than a critical value, the largest eigenvalue converges to the right end-point of the support of the equilibrium measure as in the case when there is no external source. On the other hand, if an external source eigenvalue is larger than the critical value, then an eigenvalue is pulled off from the support of the equilibrium measure. This transition is continuous, and is universal, including the fluctuation laws, for convex potentials. For non-convex potentials, two types of discontinuous transitions are possible to occur generically. We evaluate the limiting distributions in each case for general potentials including those whose equilibrium measure have multiple intervals for their support.

math-ph↗

arXiv2012

Universality for directed polymers in thin rectangles

We consider the fluctuations of the free energy of positive temperature directed polymers in thin rectangles (N,N^α), α< 3/14. For general weight distributions with finite fourth moment we prove that the distribution of these fluctuations converges as N goes to infinity to the GUE Tracy-Widom distribution.

math.PR↗

arXiv2010

On the largest eigenvalue of a Hermitian random matrix model with spiked external source I. Rank one case

Consider a Hermitian matrix model under an external potential with spiked external source. When the external source is of rank one, we compute the limiting distribution of the largest eigenvalue for general, regular, analytic potential for all values of the external source. There is a transitional phenomenon, which is universal for convex potentials. However, for non-convex potentials, new types of transition may occur. The higher rank external source is analyzed in the subsequent paper.

math-ph↗

arXiv2008

Total integrals of global solutions to Painleve II

We evaluate the total integral from negative infinity to positive infinity of all global solutions to the Painleve II equation on the real line. The method is based on the interplay between one of the equations of the associated Lax pair and the corresponding Riemann-Hilbert problem. In addition, we evaluate the total integral of a function related to a special solution to the Painleve V equation. As a corollary, we obtain short proofs of the computation of the constant terms of the limiting gap probabilities in the edge and the bulk of the Gaussian Orthogonal and Gaussian Symplectic Ensembles that were obtained recently in [4] and [18]. We also evaluate the total integrals of certain polynomials of the Painleve functions and their derivatives. These polynomials are the densities of the first integrals of the modified Korteweg-de Vries equation. We discuss the relations of the formulae we have obtained to the classical trace formulae for the Dirac operator on the line.

math.CA↗

arXiv2008

On the Christoffel-Darboux kernel for random Hermitian matrices with external source

Bleher and Kuijlaars, and Daems and Kuijlaars showed that the correlation functions of the eigenvalues of a random matrix from unitary ensemble with external source can be expressed in terms of the Christoffel-Darboux kernel for multiple orthogonal polynomials. We obtain a representation of this Christoffel-Darboux kernel in terms of the usual orthogonal polynomials.

math.CV↗

arXiv2007

Random matrix central limit theorems for nonintersecting random walks

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to infinity, several limiting distributions of the walks at the mid-time behave as the eigenvalues of random Hermitian matrices as the dimension of the matrices grows to infinity.

math.PR↗

arXiv2007

Asymptotics of Tracy-Widom distributions and the total integral of a Painlevé II function

The Tracy-Widom distribution functions involve integrals of a Painlevé II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There are two consequences of these new representations. The first is the evaluation of the total integral of the Hastings-McLeod solution of the Painlevé II equation. The second is the evaluation of the constant term of the asymptotic expansions of the Tracy-Widom distribution functions as the distribution parameter approaches minus infinity. For the GUE Tracy-Widom distribution function, this gives an alternative proof of the recent work of Deift, Its, and Krasovsky. The constant terms for the GOE and GSE Tracy-Widom distribution functions are new.

math.FA↗