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Jinho Baik

Publications and source records attributed to Jinho Baik.

At least 55 records · Page 3Linked to original sources
arXiv2005

A Model for the Bus System in Cuernevaca (Mexico)

The bus transportation system in Cuernevaca, Mexico, has certain distinguished, innovative features and has been the subject of an intriguing, recent study by M. Krbalek and P. Seba. Krbalek and Seba analyzed the statistics of bus arrivals on Line 4 close to the city center. They studied, in particular, the bus spacing distribution and also the bus number variance measuring the fluctuations of the total number of buses arriving at a fixed location during a time interval T. Quite remarkably, it was found that these two statistics are well modeled by the Gaussian Unitary Ensemble (GUE) of random matrix theory. Our goal in this paper is to provide a plausible explanation of these observations, and to this end we introduce a microscopic model for the bus line that leads simply and directly to GUE.

math.PR↗
arXiv2005

Painleve formulas of the limiting distributions for non-null complex sample covariance matrices

In a recent study of large non-null sample covariance matrices, a new sequence of functions generalizing the GUE Tracy-Widom distribution of random matrix theory was obtained. This paper derives Painlevé formulas of these functions and use them to prove that they are indeed distribution functions. Applications of these new distribution functions to last passage percolation, queues in tandem and totally asymmetric simple exclusion process are also discussed. As a part of the proof, a representation of orthogonal polynomials on the unit circle in terms of an operator on a discrete set is presented.

math.PR↗
arXiv2004

Phase transition of the largest eigenvalue for non-null complex sample covariance matrices

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$, eigenvalues of the covariance matrix are the same, the dependence of the limiting distribution of the largest eigenvalue of the sample covariance matrix on those distinguished $r$ eigenvalues of the covariance matrix is completely characterized in terms of an infinite sequence of new distribution functions that generalize the Tracy-Widom distributions of the random matrix theory. Especially a phase transition phenomena is observed. Our results also apply to a last passage percolation model and a queuing model.

math.PR↗
arXiv2004

Eigenvalues of Large Sample Covariance Matrices of Spiked Population Models

We consider a spiked population model, proposed by Johnstone, whose population eigenvalues are all unit except for a few fixed eigenvalues. The question is to determine how the sample eigenvalues depend on the non-unit population ones when both sample size and population size become large. This paper completely determines the almost sure limits for a general class of samples.

math.ST↗
arXiv2002

Uniform Asymptotics for Polynomials Orthogonal With Respect to a General Class of Discrete Weights and Universality Results for Associated Ensembles: Announcement of Results

We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials become large. The class of orthogonal polynomials we consider includes as special cases the Krawtchouk and Hahn classical discrete orthogonal polynomials, but is far more general. In particular, we consider nodes that are not necessarily equally spaced. The asymptotic results are given with error bound for all points in the complex plane except for a finite union of discs of arbitrarily small but fixed radii. These exceptional discs are the neighborhoods of the so-called band edges of the associated equilibrium measure. As applications, we prove universality results for correlation functions of a general class of discrete orthogonal polynomial ensembles, and in particular we deduce asymptotic formulae with error bound for certain statistics relevant in the random tiling of a hexagon with rhombus-shaped tiles. The discrete orthogonal polynomials are characterized in terms of a a Riemann-Hilbert problem formulated for a meromorphic matrix with certain pole conditions. By extending the methods of [17, 22], we suggest a general and unifying approach to handle Riemann-Hilbert problems in the situation when poles of the unknown matrix are accumulating on some set in the asymptotic limit of interest.

math.CA↗
arXiv2002

Painlevé expressions for LOE, LSE and interpolating ensembles

We consider an ensemble which interpolates the Laguerre orthogonal ensemble and the Laguerre symplectic ensemble. This interpolating ensemble was introduced earlier by the author and Rains in connection with a last passage percolation model with a symmetry condition. In this paper, we obtain a Painelevé V expression for the distribution of the rightmost particle of the interpolating ensemble. Special cases of this result yield the Painlevé V expressions for the largest eigenvalues of Laguerre orthogonal ensemble and Laguerre symplectic ensemble of finite size.

nlin.SI↗
arXiv2001

Optimal tail estimates for directed last passage site percolation with geometric random variables

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The estimates are used to prove a lower tail moderate deviation result for the model. The estimates also imply the convergence of moments, and also provide a verification of the universal scaling law relating the longitudinal and the transversal fluctuations of the model.

math.PR↗
arXiv2001

Riemann-Hilbert problems for last passage percolation

Last three years have seen new developments in the theory of last passage percolation, which has variety applications to random permutations, random growth and random vicious walks. It turns out that a few class of models have determinant formulas for the probability distribution, which can be analyzed asymptotically. One of the tools for the asymptotic analysis has been the Riemann-Hilbert method. In this paper, we survey the use of Riemann-Hilbert method in the last passage percolation problems.

math.PR↗
arXiv2001

The asymptotics of monotone subsequences of involutions

We compute the limiting distributions of the lengths of the longest monotone subsequences of random (signed) involutions with or without conditions on the number of fixed points (and negated points) as the sizes of the involutions tend to infinity. The resulting distributions are, depending on the number of fixed points, (1) the Tracy-Widom distributions for the largest eigenvalues of random GOE, GUE, GSE matrices, (2) the normal distribution, or (3) new classes of distributions which interpolate between pairs of the Tracy-Widom distributions. We also consider the second rows of the corresponding Young diagrams. In each case the convergence of moments is also shown. The proof is based on the algebraic work of the authors in \cite{PartI} which establishes a connection between the statistics of random involutions and a family of orthogonal polynomials, and an asymptotic analysis of the orthogonal polynomials which is obtained by extending the Riemann-Hilbert analysis for the orthogonal polynomials by Deift, Johansson and the first author in [BDJ].

math.CO↗
arXiv2001

A Fredholm Determinant Identity and the Convergence of Moments for Random Young Tableaux

We obtain an identity between Fredholm determinants of two kinds of operators, one acting on functions on the unit circle and the other acting on functions on a subset of the integers. This identity is a generalization of an identity between a Toeplitz determinant and a Fredholm determinant that has appeared in the random permutation context. Using this identity, we prove, in particular, convergence of moments for arbitrary rows of a random Young diagram under Plancherel measure.

math.CO↗
arXiv2000

Algebraic aspects of increasing subsequences

We present a number of results relating partial Cauchy-Littlewood sums, integrals over the compact classical groups, and increasing subsequences of permutations. These include: integral formulae for the distribution of the longest increasing subsequence of a random involution with constrained number of fixed points; new formulae for partial Cauchy-Littlewood sums, as well as new proofs of old formulae; relations of these expressions to orthogonal polynomials on the unit circle; and explicit bases for invariant spaces of the classical groups, together with appropriate generalizations of the straightening algorithm.

math.CO↗
arXiv2000

Limiting distributions for a polynuclear growth model with external sources

The purpose of this paper is to investigate the limiting distribution functions for a polynuclear growth model with two external sources, which was considered by Prähofer and Spohn. Depending on the strength of the sources, the limiting distribution functions are either the Tracy-Widom functions of random matrix theory, or a new explicit function which has the special property that its mean is zero. Moreover, we obtain transition functions between pairs of the above distribution functions in suitably scaled limits. There are also similar results for a discrete totally asymmetric exclusion process.

math.PR↗
arXiv2000

Random vicious walks and random matrices

Lock step walker model is a one-dimensional integer lattice walker model in discrete time. Suppose that initially there are infinitely many walkers on the non-negative even integer sites. At each tick of time, each walker moves either to its left or to its right with equal probability. The only constraint is that no two walkers can occupy the same site at the same time. It is proved that in the large time limit, a certain conditional probability of the displacement of the leftmost walker is identical to the limiting distribution of the properly scaled largest eigenvalue of a random GOE matrix (GOE Tracy-Widom distribution). The proof is based on the bijection between path configurations and semistandard Young tableaux established recently by Guttmann, Owczarek and Viennot. Statistics of semistandard Young tableaux is analyzed using the Hankel determinant expression for the probability from the work of Rains and the author. The asymptotics of the Hankel determinant is obtained by applying the Deift-Zhou steepest-descent method to the Riemann-Hilbert problem for the related orthogonal polynomials.

math.PR↗
arXiv1999

Symmetrized random permutations

Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed involutions. We are interested in the statistics of the length of the longest up/right path of random points selections in each symmetry type as the number of points increases to infinity. The limiting distribution functions are expressed in terms of Painlevé II equation. Some of them are Tracy-Widom distributions in random matrix theory, while there are two new classes of distribution functions interpolating GOE and GSE, and GUE and GOE^2 Tracy-Widom distribution functions. Also some applications and related topics are discussed.

math.CO↗
arXiv1999

On the Distribution of the Length of the Longest Increasing Subsequence of Random Permutations

The authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and scaled, converges to the Tracy-Widom distribution [TW1] of the largest eigenvalue of a random GUE matrix. The authors also prove convergence of moments. The proof is based on the steepest decent method for Riemann-Hilbert problems, introduced by Deift and Zhou in 1993 [DZ1] in the context of integrable systems. The applicability of the Riemann-Hilbert technique depends, in turn, on the determinantal formula of Gessel [Ge] for the Poissonization of the distribution function of $l_N$.

math.CO↗