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Kurt Johansson

Publications and source records attributed to Kurt Johansson.

At least 19 recordsLinked to original sources

Planar Coulomb gas on a Jordan arc at any temperature

We study a planar Coulomb gas confined to a sufficiently smooth Jordan arc $\gamma$ in the complex plane, at inverse temperature $\beta > 0$. Let \[\bar{Z}_{n}^\beta(\gamma) = Z_{n}^\beta(\gamma)/\left(2 \textrm{cap}(\gamma)\right)^{\beta n^2/2+(1-\beta/2)n}\] be the normalized partition function. We compute the free energy as the number of particles tends to infinity, including the constant term: \[ \lim_{n\to \infty}\log \frac{\bar{Z}_{n}^\beta(\gamma)}{\bar{Z}_{n}^\beta([-1,1])} = \frac{1}{24}J^A(\gamma) + \frac{1}{8} \left( \sqrt{ \frac{\beta}{2} } - \sqrt{ \frac{2}{\beta}} \right)^2 J^{F}(\gamma). \] Here $\bar{Z}_{n}^\beta([-1,1])$ is an explicit Selberg integral, $J^A(\gamma)$ is half the Loewner energy of a certain Jordan curve associated to $\gamma$ plus a covariance term, and $J^F(\gamma)$ is the Fekete energy, related to the zero temperature limit of the model. We also prove an asymptotic formula for the Laplace transform of linear statistics for sufficiently regular test functions. As a consequence, the centered empirical measure converges to a Gaussian field with explicit asymptotic mean, and asymptotic variance given by the Dirichlet energy of the bounded harmonic extension of the test function outside of the arc. A key tool in our analysis is the arc-Grunsky operator $B$ associated to $\gamma$, reminiscent to but different from the classical Grunsky operator. We derive several basic properties the arc-Grunsky operator, including an estimate analogous to the strengthened Grunsky inequality and the relation to the Dirichlet integral. In our proofs $J^A(\gamma)$ arises from the Fredholm determinant $\det(I+B)$ and a substantial part of the paper is devoted to relating this to the Loewner energy.

math.CV

Coulomb gas and the Grunsky operator on a Jordan domain with corners

Let $D$ be a Jordan domain of unit capacity. We study the partition function of a planar Coulomb gas in $D$ with a hard wall along $\eta = \partial D$, \[Z_{n}(D) =\frac 1{n!}\int_{D^n}\prod_{1\le k < \ell \le n}|z_k-z_\ell|^{2} \prod_{k=1}^n d^2z_k.\] We are interested in how the geometry of $\eta$ is reflected in the large $n$ behavior of $Z_n(D)$. We prove that $\eta$ is a Weil-Petersson quasicircle if and only if \[ \lim_{n \to \infty} \log \frac{Z_n(D)}{Z_n(\mathbb{D})} = -\frac{1}{12}I^L(\eta), \] where $I^L$ is the Loewner energy, $\mathbb{D}$ is the unit disc, and $\log Z_n(\mathbb{D}) = \log \pi^n/n!$. We next consider piecewise analytic $\eta$ with $m$ corners of interior opening angles $\pi \alpha_p, p=1,\ldots, m$. Our main result is the asymptotic formula \[ \lim_{n\to\infty}\frac 1{\log n} \log \frac{Z_n(D)}{Z_n(\mathbb{D})} =-\frac 16\sum_{p=1}^m \left(\alpha_p+\frac 1{\alpha_p}-2 \right) \] which is consistent with physics predictions. The starting point of our analysis is an exact expression for $\log Z_{n}(D)$ in terms of a Fredholm determinant involving the truncated Grunsky operator for $D$. The proof of the main result is based on careful asymptotic analysis of the Grunsky coefficients. As further applications of our method we also study the Loewner energy and the related Fekete-Pommerenke energy, a quantity appearing in the analysis of Fekete points, for equipotentials approximating the boundary of a domain with corners. We formulate several conjectures and open problems.

math.CV

Partition function for the 2d Coulomb gas on a Jordan curve

We prove an asymptotic formula for the partition function of a 2d Coulomb gas at inverse temperature $\beta>0$ confined to lie on a Jordan curve. This also gives a central limit theorem for a linear statistic of the particles in the gas. We obtain different expressions for the asymptotic mean and variance which involve either the exterior conformal mapping of the curve or the Grunsky operator.

math.PR

Airy process at a thin rough region between frozen and smooth

We show there is a last path at the rough smooth boundary of the two-periodic Aztec diamond with parameter $a\in (0,1)$ that, suitably rescaled, converges to the Airy process, under the condition that $a$ tends to zero as the size of the Aztec diamond tends to infinity at a certain rate. This condition causes the rough region to have a thin, mesoscopic width. We also show that the dimers are described by a discrete Bessel kernel when the width is only of microscopic size.

math.PR

GOE fluctuations for the maximum of the top path in alternating sign matrices

The six-vertex model is an important toy-model in statistical mechanics for two-dimensional ice with a natural parameter $Δ$. When $Δ= 0$, the so-called free-fermion point, the model is in natural correspondence with domino tilings of the Aztec diamond. Although this model is integrable for all $Δ$, there has been very little progress in understanding its statistics in the scaling limit for other values. In this work, we focus on the six-vertex model with domain wall boundary conditions at $Δ= 1/2$, where it corresponds to alternating sign matrices (ASMs). We consider the level lines in a height function representation of ASMs. We show that the maximum of the topmost level line for a uniformly random ASMs has the GOE Tracy--Widom distribution after appropriate rescaling. A key ingredient in our proof is Zeilberger's proof of the ASM conjecture. As far as we know, this is the first edge fluctuation result away from the tangency points for the domain-wall six-vertex model when we are not in the free fermion case.

math.PR

From Berry-Esseen to super-exponential

For any integer $m<n$, where $m$ can depend on $n$, we study the rate of convergence of $\frac{1}{\sqrt{m}}\mathrm{Tr} \mathbf{U}^m$ to its limiting Gaussian as $n\to\infty$ for orthogonal, unitary and symplectic Haar distributed random matrices $\mathbf{U}$ of size $n$. In the unitary case, we prove that the total variation distance is less than $Γ(\lfloor n/m \rfloor+2)^{-1} m^{- \lfloor n/m\rfloor} \lfloor n/m \rfloor^{1/4}\sqrt{\log n}$ times a constant. This result interpolates between the super-exponential bound obtained for fixed $m$ and the $1/n$ bound coming from the Berry-Esseen theorem applicable when $m\ge n$ by a result of Rains. We obtain analogous results for the orthogonal and symplectic groups. In these cases, our total variation upper bound takes the form $Γ(2\lfloor n/m\rfloor+1)^{-1/2}m^{-\lfloor n/m\rfloor +1}(\log n)^{1/4}$ times a constant and the result holds provided $n \geq 2m$. For $m=1$, we obtain complementary lower bounds and precise asymptotics for the $L^2$-distances as $n\to\infty$, which show how sharp our results are.

math.PR

Dimer-dimer correlations at the rough-smooth boundary

Three phases of macroscopic domains have been seen for large but finite periodic dimer models; these are known as the frozen, rough and smooth phases. The transition region between the frozen and rough region has received a lot of attention for the last twenty years and recently work has been underway to understand the rough-smooth transition region in the case of the two-periodic Aztec diamond. We compute uniform asymptotics for dimer-dimer correlations of the two-periodic Aztec diamond when the dimers lie in the rough-smooth transition region. These asymptotics rely on a formula found in [5] for the inverse Kasteleyn matrix, they also apply to a related infinite dimer model.

math-ph

Strong Szegő theorem on a Jordan curve

We consider certain determinants with respect to a sufficiently regular Jordan curve $γ$ in the complex plane that generalize Toeplitz determinants which are obtained when the curve is the circle. This also corresponds to studying a planar Coulomb gas on the curve at inverse temperature $β=2$. Under suitable assumptions on the curve we prove a strong Szegő type asymptotic formula as the size of the determinant grows. The resulting formula involves the Grunsky operator built from the Grunsky coefficients of the exterior mapping function for $γ$. As a consequence of our formula we obtain the asymptotics of the partition function for the Coulomb gas on the curve. This formula involves the Fredholm determinant of the absolute value squared of the Grunsky operator which equals, up to a multiplicative constant, the Loewner energy of the curve. Based on this we obtain a new characterization of curves with finite Loewner energy called Weil-Petersson quasicircles.

math.CV

On inhomogeneous polynuclear growth

This article studies the inhomogeneous geometric polynuclear growth model, the distribution of which is related to Schur functions. We explain a method to derive its distribution functions in both space-like and time-like directions, focusing on the two-time distribution. Asymptotics of the two-time distribution in the KPZ-scaling limit is then considered, extending to two times several single-time distributions in the KPZ universality class.

math.PR

Local Geometry of the rough-smooth interface in the two-periodic Aztec diamond

Random tilings of the two-periodic Aztec diamond contain three macroscopic regions: frozen, where the tilings are deterministic; rough, where the correlations between dominoes decay polynomially; smooth, where the correlations between dominoes decay exponentially. In a previous paper, the authors found that a certain averaging of height function differences at the rough-smooth interface converged to the extended Airy kernel point process. In this paper, we augment the local geometrical picture at this interface by introducing well-defined lattice paths which are closely related to the level lines of the height function. We show, after suitable centering and rescaling, that a point process from these paths converges to the extended Airy kernel point process provided that the natural parameter associated to the two-periodic Aztec diamond is small enough.

math.PR

Multivariate normal approximation for traces of orthogonal and symplectic matrices

We show that the distance in total variation between $(\mathrm{Tr}\ U, \frac{1}{\sqrt{2}}\mathrm{Tr}\ U^2, \cdots, \frac{1}{\sqrt{m}}\mathrm{Tr}\ U^m)$ and a real Gaussian vector, where $U$ is a Haar distributed orthogonal or symplectic matrix of size $2n$ or $2n+1$, is bounded by $Γ(2\frac{n}{m}+1)^{-\frac{1}{2}}$ times a correction. The correction term is explicit and holds for all $n\geq m^4$, for $m$ sufficiently large. For $n\geq m^3$ we obtain the bound $(\frac{n}{m})^{-c\sqrt{\frac{n}{m}}}$ with an explicit constant $c$. Our method of proof is based on an identity of Toeplitz+Hankel determinants due to Basor and Ehrhardt, see \cite{BE}, which is also used to compute the joint moments of the traces.

math.PR

The Long ans Short Time Asymptotics of the Two-Time Distribution in Local Random Growth

The two-time distribution gives the limiting joint distribution of the heights at two different times of a local 1D random growth model in the curved geometry. This distribution has been computed in a specific model but is expected to be universal in the KPZ universality class. Its marginals are the GUE Tracy-Widom distribution. In this paper we study two limits of the two-time distribution. The first, is the limit of long time separation when the quotient of the two times goes to infinity, and the second, is the short time limit when the quotient goes to zero.

math.PR

Multi-time distribution in discrete polynuclear growth

We study the multi-time distribution in a discrete polynuclear growth model or, equivalently, in directed last-passage percolation with geometric weights. A formula for the joint multi-time distribution function is derived in the discrete setting. It takes the form of a multiple contour integral of a block Fredholm determinant. The asymptotic multi-time distribution is then computed by taking the appropriate KPZ-scaling limit of this formula. This distribution is expected to be universal for models in the Kardar-Parisi-Zhang universality class.

math.PR

Multivariate normal approximation for traces of random unitary matrices

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes previous results in the scalar case to the multivariate setting, and we also give the precise dependence on the dimensions $m$ and $n$ in the estimate with explicit constants. We are especially interested in the regime where $m$ grows with $n$ and our main result basically states that if $m\ll \sqrt{n}$, then the rate of convergence in the Gaussian approximation is $Γ(\frac nm+1)^{-1}$ times a correction. We also show that the Gaussian approximation remains valid for all $m\ll n^{2/3}$ without a fast rate of convergence.

math.PR

A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec Rectangles

Random tilings of geometrical shapes with dominos or lozenges have been a rich source of universal statistical distributions. This paper deals with domino tilings of checker board rectangular shapes such that the top two and bottom two adjacent squares have the same orientation and the two most left and two most right ones as well. It forces these so-called "skew-Aztec rectangles" to have cuts on either side. For large sizes of the domain and upon an appropriate scaling of the location of the cuts, one finds split tacnodes between liquid regions with two distinct adjacent frozen phases descending into the tacnode. Zooming about such split tacnodes, filaments appear between the liquid patches evolving in a bricklike sea of dimers of another type. This work shows that the random fluctuations in a neighborhood of the split tacnode are governed asymptotically by the discrete tacnode kernel, providing strong evidence that this kernel is a universal discrete-continuous limiting kernel occurring naturally whenever we have double interlacing patterns. The analysis involves the inversion of a singular Toeplitz matrix which leads to considerable difficulties.

math-ph

Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel of the GUE eigenvalue process. An example of such a system comes from considering the distribution of non-colliding Brownian motions in a cylindrical geometry, or a grand canonical ensemble of free fermions in a quadratic well at positive temperature. When the scale of the modification of the spectrum of the GUE kernel, related to the size of the cylinder or the temperature, is different from the scale in the mesoscopic linear statistic, we get a central limit theorem of either Poisson or GUE type. On the other hand, in the critical regime where the scales are the same, we get a non-Gaussian process in the limit. Its distribution is characterized by explicit but complicated formulae for the cumulants of smooth linear statistics. These results rely on an asymptotic sine-kernel approximation of the GUE kernel which is valid at all mesoscopic scales, and a generalization of cumulant computations of Soshnikov for the sine process. Analogous determinantal processes on the circle are also considered with similar results.

math.PR

Airy point process at the liquid-gas boundary

Domino tilings of the two-periodic Aztec diamond feature all of the three possible types of phases of random tiling models. These phases are determined by the decay of correlations between dominoes and are generally known as solid, liquid and gas. The liquid-solid boundary is easy to define microscopically and is known in many models to be described by the Airy process in the limit of a large random tiling. The liquid-gas boundary has no obvious microscopic description. Using the height function we define a random measure in the two-periodic Aztec diamond designed to detect the long range correlations visible at the liquid-gas boundary. We prove that this random measure converges to the extended Airy point process. This indicates that, in a sense, the liquid-gas boundary should also be described by the Airy process.

math.PR