arXiv subjects

Karl Liechty

Publications and source records attributed to Karl Liechty.

At least 19 recordsLinked to original sources

arXiv2024

Bordered and Framed Toeplitz and Hankel Determinants with Applications to Integrable Probability

Bordered and framed Toeplitz/Hankel determinants have the same structure as Toeplitz/Hankel determinants except in small number of matrix rows and/or columns. We review these structured determinants and their connections to orthogonal polynomials, collecting well-known and perhaps less well-known results. We present some applications for these structured determinants to ensembles of non-intersecting paths and the six-vertex model, with an eye towards asymptotic analysis. We also prove some asymptotic formulae for the probability of non-intersection for an ensemble of continuous time random walks for certain choices of starting and ending points as the number of random walkers tends to infinity.

math.CA↗

arXiv2023

Boundary statistics for the six-vertex model with DWBC

We study the behavior of configurations in the symmetric six-vertex model with $a,b,c$ weights in the $n\times n$ square with Domain Wall Boundary Conditions as $n\to\infty$. We prove that when $\Delta=\frac{a^2+b^2-c^2}{2ab}<1$, configurations near the boundary have fluctuations of order $n^{1/2}$ and are asymptotically described by the GUE-corners process of the random matrix theory. On the other hand, when $\Delta>1$, the fluctuations are of finite order and configurations are asymptotically described by the stochastic six-vertex model in a quadrant. In the special case $c=0$ (which implies $\Delta>1$), the limit is expressed as the $q$-exchangeable random permutation of infinitely many letters, distributed according to the infinite Mallows measure.

math.PR↗

arXiv2021

Monotone subsets in lattices and the Schensted shape of a S\'os permutation

For a fixed irrational number $\alpha$ and $n\in \mathbb{N}$, we look at the shape of the sequence $(f(1),\ldots,f(n))$ after Schensted insertion, where $f(i) = \alpha i \mod 1$. Our primary result is that the boundary of the Schensted shape is approximated by a piecewise linear function with at most two slopes. This piecewise linear function is explicitly described in terms of the continued fraction expansion for $\alpha$. Our results generalize those of Boyd and Steele, who studied longest monotone subsequences. Our proofs are based on a careful analysis of monotone sets in two-dimensional lattices.

math.CO↗

arXiv2020

Airy process with wanderers, KPZ fluctuations, and a deformation of the Tracy--Widom GOE distribution

We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the first $N-m$ paths start and end at the origin and the remaining $m$ go between arbitrary positions. The distribution provides a $2m$-parameter deformation of the Tracy--Widom GOE distribution, which is recovered in the limit corresponding to all Brownian paths starting and ending at the origin. We provide several descriptions of this distribution function: (i) A Fredholm determinant formula; (ii) A formula in terms of Painlev\'e II functions; (iii) A representation as a marginal of the KPZ fixed point with initial data given as the top path in a stationary system of reflected Brownian motions with drift; (iv) A characterization as the solution of a version of the Bloemendal--Virag PDE (arXiv:1011.1877, arXiv:1109.3704) for spiked Tracy--Widom distributions; (v) A representation as a solution of the KdV equation. We also discuss connections with a model of last passage percolation with boundary sources.

math.PR↗

arXiv2019

The Fourier extension method and discrete orthogonal polynomials on an arc of the circle

The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is defined. When the function being approximated is known at only finitely many points, the approximation is constructed as a projection based on this discrete set of points. In this paper we address the issue of estimating the absolute error in the approximation. The error can be expressed in terms of a system of discrete orthogonal polynomials on an arc of the unit circle, and these polynomials are then evaluated asymptotically using Riemann--Hilbert methods.

math.NA↗

arXiv2018

Asymptotics of free fermions in a quadratic well at finite temperature and the Moshe-Neuberger-Shapiro random matrix model

We derive the local statistics of the canonical ensemble of free fermions in a quadratic potential well at finite temperature, as the particle number approaches infinity. This free fermion model is equivalent to a random matrix model proposed by Moshe, Neuberger and Shapiro. Limiting behaviors obtained before for the grand canonical ensemble are observed in the canonical ensemble: We have at the edge the phase transition from the Tracy--Widom distribution to the Gumbel distribution via the Kardar-Parisi-Zhang (KPZ) crossover distribution, and in the bulk the phase transition from the sine point process to the Poisson point process. A similarity between this model and a class of models in the KPZ universality class is explained. We also derive the multi-time correlation functions and the multi-time gap probability formulas for the free fermions along the imaginary time.

math-ph↗

arXiv2017

Domain wall six-vertex model with half-turn symmetry

We obtain asymptotic formulas for the partition function of the six-vertex model with domain wall boundary conditions and half-turn symmetry in each of the phase regions. The proof is based on the Izergin--Korepin--Kuperberg determinantal formula for the partition function, its reduction to orthogonal polynomials, and on an asymptotic analysis of the orthogonal polynomials under consideration in the framework of the Riemann--Hilbert approach.

math-ph↗

arXiv2017

The k-tacnode process

The tacnode process is a universal behavior arising in nonintersecting particle systems and tiling problems. For Dyson Brownian bridges, the tacnode process describes the grazing collision of two packets of walkers. We consider such a Dyson sea on the unit circle with drift. For any integer k, we show that an appropriate double scaling of the drift and return time leads to a generalization of the tacnode process in which k particles are expected to wrap around the circle. We derive winding number probabilities and an expression for the correlation kernel in terms of functions related to the generalized Hastings-McLeod solutions to the inhomogeneous Painleve-II equation. The method of proof is asymptotic analysis of discrete orthogonal polynomials with a complex weight.

math.PR↗

arXiv2017

Nonintersecting Brownian bridges on the unit circle with drift

Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle conditioned to start and end at the same position. For each return time $T<π^2$ we show that if the absolute value of the drift is less than a critical value then the expected total winding number is asymptotically zero. In addition, we compute the asymptotic distribution of total winding numbers in the double-scaling regime in which the expected total winding is finite. The method of proof is Riemann--Hilbert analysis of a certain family of discrete orthogonal polynomials with varying complex exponential weights. This is the first asymptotic analysis of such a class of polynomials. We determine asymptotic formulas and demonstrate the emergence of a second band of zeros by a mechanism not previously seen for discrete orthogonal polynomials with real weights.

math.PR↗

arXiv2016

Nonintersecting Brownian bridges between reflecting or absorbing walls

We study a model of nonintersecting Brownian bridges on an interval with either absorbing or reflecting walls at the boundaries, focusing on the point in space-time at which the particles meet the wall. These processes are determinantal, and in different scaling limits when the particles approach the reflecting (resp. absorbing) walls we obtain hard-edge limiting kernels which are the even (resp. odd) parts of the Pearcey and tacnode kernels. We also show that in the single time case, our hard-edge tacnode kernels are equivalent to the ones studied by Delvaux [16], defined in terms of a $4\times 4$ Lax pair for the inhomogeneous Painlevé II equation (PII). As a technical ingredient in the proof, we construct a Schlesinger transform for the $4 \times 4$ Lax pair in [16] which preserves the Hastings--McLeod solutions to PII.

math.PR↗

arXiv2016

Propagation of singular behavior for Gaussian perturbations of random matrices

We study the asymptotic behavior of the eigenvalues of Gaussian perturbations of large Hermitian random matrices for which the limiting eigenvalue density vanishes at a singular interior point or vanishes faster than a square root at a singular edge point. First, we show that the singular behavior propagates macroscopically for sufficiently small Gaussian perturbations, and we describe the macroscopic eigenvalue behavior for Gaussian perturbations of critical size. Secondly, for sufficiently small Gaussian perturbations of unitary invariant random matrices, we prove that the microscopic eigenvalue correlations near the singular point are described by the same limiting kernel as in the unperturbed case. We also interpret our results in terms of nonintersecting Brownian paths with random starting positions, and we establish multi-time generalizations of the microscopic results.

math.PR↗

arXiv2016

Two Lax systems for the Painlevé II equation, and two related kernels in random matrix theory

We consider two Lax systems for the homogeneous Painlevé II equation: one of size $2\times 2$ studied by Flaschka and Newell in the early 1980's, and one of size $4\times 4$ introduced by Delvaux-Kuijlaars-Zhang and Duits-Geudens in the early 2010's. We prove that solutions to the $4\times 4$ system can be derived from those to the $2\times 2$ system via an integral transform, and consequently relate the Stokes multipliers for the two systems. As corollaries we are able to express two kernels for determinantal processes as contour integrals involving the Flaschka-Newell Lax system: the tacnode kernel arising in models of nonintersecting paths, and a critical kernel arising in a two-matrix model.

nlin.SI↗

arXiv2016

Nonintersecting Brownian motions on the unit circle

We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to intersect. There is a critical value of $T$ which separates the subcritical case, in which it is vanishingly unlikely that the particles wrap around the circle, and the supercritical case, in which particles may wrap around the circle. In this paper, we show that in the subcritical and critical cases the probability that the total winding number is zero is almost surely 1 as $n\to\infty$, and in the supercritical case that the distribution of the total winding number converges to the discrete normal distribution. We also give a streamlined approach to identifying the Pearcey and tacnode processes in scaling limits. The formula of the tacnode correlation kernel is new and involves a solution to a Lax system for the Painlevé II equation of size 2 $\times$ 2. The proofs are based on the determinantal structure of the ensemble, asymptotic results for the related system of discrete Gaussian orthogonal polynomials, and a formulation of the correlation kernel in terms of a double contour integral.

math.PR↗

arXiv2015

Six-vertex model with partial domain wall boundary conditions: ferroelectric phase

We obtain an asymptotic formula for the partition function of the six-vertex model with partial domain wall boundary conditions in the ferroelectric phase region. The proof is based on a formula for the partition function involving the determinant of a matrix of mixed Vandermonde/Hankel type. This determinant can be expressed in terms of a system of discrete orthogonal polynomials, which can then be evaluated asymptotically by comparison with the Meixner polynomials.

math-ph↗

arXiv2013

Tail decay for the distribution of the endpoint of a directed polymer

We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where $\mathcal{A}_2$ is the Airy$_2$ process. Using the formula of Schehr \cite{Sch} that connects the density function of $\tcal$ to the Hastings-McLeod solution of the second Painlevé equation, we prove that as $t\rightarrow\infty$, $\mathbb{P}(|\tcal|>t)=Ce^{-4/3φ(t)}t^{-145/32}(1+O(t^{-3/4}))$, where $φ(t)=t^3-2t^{3/2}+3t^{3/4}$, and the constant $C$ is given explicitly.

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

Riemann-Hilbert Approach to the Six-Vertex Model

The six-vertex model, or the square ice model, with domain wall boundary conditions (DWBC) has been introduced and solved for finite $n$ by Korepin and Izergin. The solution is based on the Yang-Baxter equations and it represents the free energy in terms of an $n\times n$ Hankel determinant. Paul Zinn-Justin observed that the Izergin-Korepin formula can be re-expressed in terms of the partition function of a random matrix model with a nonpolynomial interaction. We use this observation to obtain the large $n$ asymptotics of the six-vertex model with DWBC. The solution is based on the Riemann-Hilbert approach. In this paper we review asymptotic results obtained in different regions of the phase diagram.

math-ph↗

arXiv2012

Nonintersecting Brownian motions on the half-line and discrete Gaussian orthogonal polynomials

We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution for the largest eigenvalue of the Gaussian orthogonal ensemble. This is as expected from the viewpoint that the maximal height of the outermost path converges to the maximum of the $\textrm{Airy}_2$ process minus a parabola. Our proof is based on Riemann-Hilbert analysis of a system of discrete orthogonal polynomials with a Gaussian weight in the double scaling limit as this system approaches saturation. We consequently compute the asymptotics of the free energy and the reproducing kernel of the corresponding discrete orthogonal polynomial ensemble in the critical scaling in which the density of particles approaches saturation. Both of these results can be viewed as dual to the case in which the mean density of eigenvalues in a random matrix model is vanishing at one point.

math-ph↗