arXiv subjects

Makoto Katori

Publications and source records attributed to Makoto Katori.

At least 73 records · Page 4Linked to original sources

arXiv2011

Determinantal process starting from an orthogonal symmetry is a Pfaffian process

When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $ν> -1$ (BESQ$^{(ν)}$) are determinantal processes for arbitrary fixed initial configurations. In the present paper we prove that, if initial configurations are distributed with orthogonal symmetry, they are Pfaffian processes in the sense that any multitime correlation functions are expressed by Pfaffians. The $2 \times 2$ skew-symmetric matrix-valued correlation kernels of the Pfaffians processes are explicitly obtained by the equivalence between the noncolliding BM and an appropriate dilatation of a time reversal of the temporally inhomogeneous version of noncolliding BM with finite duration in which all particles start from the origin, $N δ_0$, and by the equivalence between the noncolliding BESQ$^{(ν)}$ and that of the noncolliding squared generalized meander starting from $N δ_0$.

math.PR↗

arXiv2011

Fractal Structure of Isothermal Lines and Loops on the Cosmic Microwave Background

The statistics of isothermal lines and loops of the Cosmic Microwave Background (CMB) radiation on the sky map is studied and the fractal structure is confirmed in the radiation temperature fluctuation. We estimate the fractal exponents, such as the fractal dimension $D_{\mathrm{e}}$ of the entire pattern of isothermal lines, the fractal dimension $D_{\mathrm{c}}$ of a single isothermal line, the exponent $ζ$ in Korčak's law for the size distribution of isothermal loops, the two kind of Hurst exponents, $H_{\mathrm{e}}$ for the profile of the CMB radiation temperature, and $H_{\mathrm{c}}$ for a single isothermal line. We also perform fractal analysis of two artificial sky maps simulated by a standard model in physical cosmology, the WMAP best-fit $Λ$ Cold Dark Matter ($Λ$CDM) model, and by the Gaussian free model of rough surfaces. The temperature fluctuations of the real CMB radiation and in the simulation using the $Λ$CDM model are non-Gaussian, in the sense that the displacement of isothermal lines and loops has an antipersistent property indicated by $H_{\mathrm{e}} \simeq 0.23 < 1/2$.

astro-ph.CO↗

arXiv2011

Markov property of determinantal processes with extended sine, Airy, and Bessel kernels

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $ξ=\sum_{j \in Λ} δ_{x_j}$, in the sense that any multitime correlation function is given by a determinant associated with the correlation kernel, which is specified by an entire function $Φ$ having zeros in $\supp ξ$. Using such entire functions $Φ$, we define new topologies called the $Φ$-moderate topologies. Then we construct three infinite-dimensional determinantal processes, as the limits of sequences of determinantal diffusion processes with finite numbers of particles in the sense of finite dimensional distributions in the $Φ$-moderate topologies, so that the probability distributions are continuous with respect to initial configurations $ξ$ with $ξ(\R)=\infty$. We show that our three infinite particle systems are versions of the determinantal processes with the extended sine, Bessel, and Airy kernels, respectively, which are reversible with respect to the determinantal point processes obtained in the bulk scaling limit and the soft-edge scaling limit of the eigenvalue distributions of the Gaussian unitary ensemble, and the hard-edge scaling limit of that of the chiral Gaussian unitary ensemble studied in the random matrix theory. Then Markovianity is proved for the three infinite-dimensional determinantal processes.

math.PR↗

arXiv2011

Bessel process, Schramm-Loewner evolution, and Dyson model

Bessel process is defined as the radial part of the Brownian motion (BM) in the $D$-dimensional space, and is considered as a one-parameter family of one-dimensional diffusion processes indexed by $D$, BES$^{(D)}$. It is well-known that $D_{\rm c}=2$ is the critical dimension. Bessel flow is a notion such that we regard BES$^{(D)}$ with a fixed $D$ as a one-parameter family of initial value. There is another critical dimension $\bar{D}_{\rm c}=3/2$ and, in the intermediate values of $D$, $\bar{D}_{\rm c} < D < D_{\rm c}$, behavior of Bessel flow is highly nontrivial. The dimension D=3 is special, since in addition to the aspect that BES$^{(3)}$ is a radial part of the three-dimensional BM, it has another aspect as a conditional BM to stay positive. Two topics in probability theory and statistical mechanics, the Schramm-Loewner evolution (SLE) and the Dyson model (Dyson's BM model with parameter $β=2$), are discussed. The SLE$^{(D)}$ is introduced as a 'complexification' of Bessel flow on the upper-half complex-plane. The Dyson model is introduced as a multivariate extension of BES$^{(3)}$. We explain the 'parenthood' of BES$^{(D)}$ and SLE$^{(D)}$, and that of BES$^{(3)}$ and the Dyson model. It is shown that complex analysis is effectively applied to study stochastic processes and statistical mechanics models in equilibrium and nonequilibrium states.

math.PR↗

arXiv2011

Noncolliding processes, matrix-valued processes and determinantal processes

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged strong repulsive forces acting between any pair of particles. When the individual diffusion process is a one-dimensional Brownian motion, the noncolliding process is equivalent in distribution with the eigenvalue process of an $N \times N$ Hermitian-matrix-valued process, which we call Dyson's model. For any deterministic initial configuration of $N$ particles, distribution of particle positions of the noncolliding Brownian motion on the real line at any fixed time $t >0$ is a determinantal point process. We can prove that the process is determinantal in the sense that the multi-time correlation function for any chosen series of times, which determines joint distributions at these times, is also represented by a determinant. We study the asymptotic behavior of the system, when the number of Brownian motions $N$ in the system tends to infinity. This problem is concerned with the random matrix theory on the asymptotics of eigenvalue distributions, when the matrix size becomes infinity. In the present paper, we introduce a variety of noncolliding diffusion processes by generalizing the noncolliding Brownian motion, some of which are temporally inhomogeneous. We report the results of our research project to construct and study finite and infinite particle systems with long-ranged strong interactions realized by noncolliding processes.

math.PR↗

arXiv2011

Determinantal Correlations of Brownian Paths in the Plane with Nonintersection Condition on their Loop-Erased Parts

As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW $ζ$ is given by the total weight of all random walks $π$ which are inverse images of $ζ$, $\{π: \LE(π)=ζ\}$. We regard the Brownian paths as the continuum limits of random walks and consider the statistical ensemble of loop-erased Brownian paths (LEBPs) as the continuum limits of the LERW model. Following the theory of Fomin on nonintersecting LERWs, we introduce a nonintersecting system of $N$-tuples of LEBPs in a domain $D$ in the complex plane, where the total weight of nonintersecting LEBPs is given by Fomin's determinant of an $N \times N$ matrix whose entries are boundary Poisson kernels in $D$. We set a sequence of chambers in a planar domain and observe the first passage points at which $N$ Brownian paths $(γ_1,..., γ_N)$ first enter each chamber, under the condition that the loop-erased parts $(\LE(γ_1),..., \LE(γ_N))$ make a system of nonintersecting LEBPs in the domain in the sense of Fomin. We prove that the correlation functions of first passage points of the Brownian paths of the present system are generally given by determinants specified by a continuous function called the correlation kernel. The correlation kernel is of Eynard-Mehta type, which has appeared in two-matrix models and time-dependent matrix models studied in random matrix theory. Conformal covariance of correlation functions is demonstrated.

math-ph↗

arXiv2011

Noncolliding Squared Bessel Processes

We consider a particle system of the squared Bessel processes with index $ν> -1$ conditioned never to collide with each other, in which if $-1 < ν< 0$ the origin is assumed to be reflecting. When the number of particles is finite, we prove for any fixed initial configuration that this noncolliding diffusion process is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel called the correlation kernel. When the number of particles is infinite, we give sufficient conditions for initial configurations so that the system is well defined. There the process with an infinite number of particles is determinantal and the correlation kernel is expressed using an entire function represented by the Weierstrass canonical product, whose zeros on the positive part of the real axis are given by the particle-positions in the initial configuration. From the class of infinite-particle initial configurations satisfying our conditions, we report one example in detail, which is a fixed configuration such that every point of the square of positive zero of the Bessel function $J_ν$ is occupied by one particle. The process starting from this initial configuration shows a relaxation phenomenon converging to the stationary process, which is determinantal with the extended Bessel kernel, in the long-term limit.

math.PR↗

arXiv2010

Extreme value distributions of noncolliding diffusion processes

Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite time interval $(0, T)$, $0 < T < \infty$. We consider four temporally inhomogeneous processes with duration $T$, the noncolliding Brownian bridge, the noncolliding Brownian motion, the noncolliding three-dimensional Bessel bridge, and the noncolliding Brownian meander. Their particle distributions at each time $t \in [0, T]$ are related to the eigenvalue distributions of random matrices in Gaussian ensembles and in some two-matrix models. Extreme values of paths in $[0, T]$ are studied for these noncolliding diffusion processes and determinantal and pfaffian representations are given for the distribution functions. The entries of the determinants and pfaffians are expressed using special functions.

math.PR↗

arXiv2010

Iterative Schwarz-Christoffel Transformations Driven by Random Walks and Fractal Curves

Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\H$. As an evolutionary boundary of image of the transformation, a random curve (the SLE curve) is generated, which is starting from the origin and running in $\H$ toward the infinity as time is going. The SLE curves provides a variety of statistical ensembles of important fractal curves, if we change the diffusion constant of the driving BM. In the present paper, we consider the Schwarz-Christoffel transformation (SCT), which is a conformal map from $\H$ to the region $\H$ with a slit starting from the origin. We prepare a binomial system of SCTs, one of which generates a slit in $\H$ with an angle $απ$ from the positive direction of the real axis, and the other of which with an angle $(1-α) π$. One parameter $κ>0$ is introduced to control the value of $α$ and the length of slit. Driven by a one-dimensional random walk, which is a binomial stochastic process, a random iteration of SCTs is performed. By interpolating tips of slits by straight lines, we have a random path in $\H$, which we call an Iterative SCT (ISCT) path. It is well-known that, as the number of steps $N$ of random walk goes infinity, each path of random walk divided by $\sqrt{N}$ converges to a Brownian curve. Then we expect that the ISCT paths divided by $\sqrt{N}$ (the rescaled ISCT paths) converge to the SLE curves in $N \to \infty$. Our numerical study implies that, for sufficiently large $N$, the rescaled ISCT paths will have the same statistical properties as the SLE curves have, supporting our expectation.

cond-mat.stat-mech↗

arXiv2009

Dirac equation with ultraviolet cutoff and quantum walk

The weak convergence theorems of the one- and two-dimensional simple quantum walks, SQW$^{(d)}, d=1,2$, show a striking contrast to the classical counterparts, the simple random walks, SRW$^{(d)}$. The limit distributions have novel structures such that they are inverted-bell shaped and the supports of them are bounded. In the present paper we claim that these properties of the SQW$^{(d)}$ can be explained by the theory of relativistic quantum mechanics. We show that the Dirac equation with a proper ultraviolet cutoff can provide a quantum walk model in three dimensions, where the walker has a four-component qubit. We clarify that the pseudovelocity $\V(t)$ of the quantum walker, which solves the Dirac equation, is identified with the relativistic velocity. Since the quantum walker should be a tardyon, not a tachyon, $|\V(t)| < c$, where $c$ is the speed of light, and this restriction (the causality) is the origin of the finiteness of supports of the limit distributions universally found in quantum walk models. By reducing the number of components of momentum in the Dirac equation, we obtain the limit distributions of pseudovelocities for the lower dimensional quantum walks. We show that the obtained limit distributions for the one- and two-dimensional systems have the common features with those of SQW$^{(1)}$ and SQW$^{(2)}$.

quant-ph↗

arXiv2009

Zeros of Airy Function and Relaxation Process

One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $β/2$ times the inverse of particle distance. When $β=2$, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson's model with $β=2$ and $N$ particles, $\X(t)=(X_1(t), ..., X_N(t)), t \in [0,\infty), 2 \leq N < \infty$, is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function $\Ai(z)$ is an entire function with zeros all located on the negative part of the real axis $\R$. We consider Dyson's model with $β=2$ starting from the first $N$ zeros of $\Ai(z)$, $0 > a_1 > ... > a_N$, $N \geq 2$. In order to properly control the effect of such initial confinement of particles in the negative region of $\R$, we put the drift term to each Brownian motion, which increases in time as a parabolic function : $Y_j(t) = X_j(t) + t^2/4 + \{d_1 + \sum_{\ell=1}^N (1/a_{\ell})\}t, 1 \leq j \leq N$, where $d_1=\Ai'(0)/\Ai(0)$. We show that, as the $N \to \infty$ limit of $\Y(t)=(Y_1(t), ..., Y_N(t)), t \in [0, \infty)$, we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of $\Ai(z)$ on the negative $\R$ is occupied by one particle, to the stationary state $μ_{\Ai}$. The stationary state $μ_{\Ai}$ is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on $\R$ and in which the Tracy-Widom distribution describes the rightmost particle position.

math.PR↗

arXiv2009

Non-Equilibrium Dynamics of Dyson's Model with an Infinite Number of Particles

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $β/2$. We give sufficient conditions for initial configurations so that Dyson's model with $β=2$ and an infinite number of particles is well defined in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The class of infinite-dimensional configurations satisfying our conditions is large enough to study non-equilibrium dynamics. For example, we obtain the relaxation process starting from a configuration, in which every point of $\Z$ is occupied by one particle, to the stationary state, which is the determinantal point process with the sine kernel.

math.PR↗

arXiv2008

Maximum distributions of bridges of noncolliding Brownian paths

The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider the $N$-particle system of such Bessel bridges conditioned never to collide with each other in $0 < t < 1$, which is the continuum limit of the vicious walk model in watermelon configuration with a wall. Distributions of maximum-values of paths attained in the time interval $t \in (0,1)$ are studied to characterize the statistics of random patterns of the repulsive paths on the spatio-temporal plane. For the outermost path, the distribution function of maximum value is exactly determined for general $N$. We show that the present $N$-path system of noncolliding Bessel bridges is realized as the positive-eigenvalue process of the $2N \times 2N$ matrix-valued Brownian bridge in the symmetry class C. Using this fact computer simulations are performed and numerical results on the $N$-dependence of the maximum-value distributions of the inner paths are reported. The present work demonstrates that the extreme-value problems of noncolliding paths are related with the random matrix theory, representation theory of symmetry, and the number theory.

cond-mat.stat-mech↗

arXiv2008

Limit distributions of two-dimensional quantum walks

One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two components of walker's pseudovelocity, $X_t/t$ and $Y_t/t$, is proved and the probability density of limit distribution is derived. Dependence of the two-dimensional limit density function on the parameter of quantum coin and initial four-component qudit of quantum walker is determined. Symmetry of limit distribution on a plane and localization around the origin are completely controlled. Comparison with numerical results of direct computer-simulations is also shown.

quant-ph↗

arXiv2008

Two Bessel Bridges Conditioned Never to Collide, Double Dirichlet Series, and Jacobi Theta Function

It is known that the moments of the maximum value of a one-dimensional conditional Brownian motion, the three-dimensional Bessel bridge with duration 1 started from the origin, are expressed using the Riemann zeta function. We consider a system of two Bessel bridges, in which noncolliding condition is imposed. We show that the moments of the maximum value is then expressed using the double Dirichlet series, or using the integrals of products of the Jacobi theta functions and its derivatives. Since the present system will be provided as a diffusion scaling limit of a version of vicious walker model, the ensemble of 2-watermelons with a wall, the dominant terms in long-time asymptotics of moments of height of 2-watermelons are completely determined. For the height of 2-watermelons with a wall, the average value was recently studied by Fulmek by a method of enumerative combinatorics.

math.PR↗

arXiv2008

Large Qudit Limit of One-dimensional Quantum Walks

We study a series of one-dimensional discrete-time quantum-walk models labeled by half integers $j=1/2, 1, 3/2, ...$, introduced by Miyazaki {\it et al.}, each of which the walker's wave function has $2j+1$ components and hopping range at each time step is $2j$. In long-time limit the density functions of pseudovelocity-distributions are generally given by superposition of appropriately scaled Konno's density function. Since Konno's density function has a finite open support and it diverges at the boundaries of support, limit distribution of pseudovelocities in the $(2j+1)$-component model can have $2j+1$ pikes, when $2j+1$ is even. When $j$ becomes very large, however, we found that these pikes vanish and a universal and monotone convex structure appears around the origin in limit distributions. We discuss a possible route from quantum walks to classical diffusion associated with the $j \to \infty$ limit.

quant-ph↗

arXiv2007

Noncolliding Brownian Motion and Determinantal Processes

A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary ensemble (GUE), and as (ii) the $h$-transform of absorbing BM in a Weyl chamber, where the harmonic function $h$ is the product of differences of variables (the Vandermonde determinant). The Karlin-McGregor formula gives determinantal expression to the transition probability density of absorbing BM. We show from the Karlin-McGregor formula, if the initial state is in the eigenvalue distribution of GUE, the noncolliding BM is a determinantal process, in the sense that any multitime correlation function is given by a determinant specified by a matrix-kernel. By taking appropriate scaling limits, spatially homogeneous and inhomogeneous infinite determinantal processes are derived. We note that the determinantal processes related with noncolliding particle systems have a feature in common such that the matrix-kernels are expressed using spectral projections of appropriate effective Hamiltonians. On the common structure of matrix-kernels, continuity of processes in time is proved and general property of the determinantal processes is discussed.

math.PR↗

arXiv2007

Wigner formula of rotation matrices and quantum walks

Quantization of a random-walk model is performed by giving a qudit (a multi-component wave function) to a walker at site and by introducing a quantum coin, which is a matrix representation of a unitary transformation. In quantum walks, the qudit of walker is mixed according to the quantum coin at each time step, when the walker hops to other sites. As special cases of the quantum walks driven by high-dimensional quantum coins generally studied by Brun, Carteret, and Ambainis, we study the models obtained by choosing rotation as the unitary transformation, whose matrix representations determine quantum coins. We show that Wigner's $(2j+1)$-dimensional unitary representations of rotations with half-integers $j$'s are useful to analyze the probability laws of quantum walks. For any value of half-integer $j$, convergence of all moments of walker's pseudovelocity in the long-time limit is proved. It is generally shown for the present models that, if $(2j+1)$ is even, the probability measure of limit distribution is given by a superposition of $(2j+1)/2$ terms of scaled Konno's density functions, and if $(2j+1)$ is odd, it is a superposition of $j$ terms of scaled Konno's density functions and a Dirac's delta function at the origin. For the two-, three-, and four-component models, the probability densities of limit distributions are explicitly calculated and their dependence on the parameters of quantum coins and on the initial qudit of walker is completely determined. Comparison with computer simulation results is also shown.

quant-ph↗