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Mattia Cafasso

Publications and source records attributed to Mattia Cafasso.

At least 19 recordsLinked to original sources

Multiplicative Averages of Plancherel Random Partitions: Elliptic Functions, Phase Transitions, and Applications

We consider random integer partitions $\lambda$ that follow the Poissonized Plancherel measure of parameter $t^2$. Using Riemann$-$Hilbert techniques, we establish the asymptotics of the multiplicative averages $$Q(t,s)=\mathbb{E} \left[ \prod_{i\geq 1} \left(1+\mathrm{e}^{\eta(\lambda_i-i+\frac{1}{2}-s)}\right)^{-1} \right] $$ for fixed $\eta>0$ in the regime $t\to+\infty$ and $s/t=O(1)$. We compute the large-$t$ expansion of $\log Q(t,xt)$ expressing the rate function $\mathcal{F}(x) = -\lim_{t \to \infty}t^{-2}\log Q(t,xt)$ and the subsequent divergent and oscillatory contributions explicitly in terms of elliptic theta functions. The associated equilibrium measure presents, in general, nontrivial saturated regions and it undergoes two third-order phase transitions of different nature which we describe. Applications of our results include an explicit characterization of tail probabilities of the height function of the $q$-deformed polynuclear growth model and of the edge of the positive-temperature discrete Bessel process and asymptotics of radially symmetric solutions to the 2D Toda equation with step-like initial data.

math-ph

Biorthogonal measures, polymer partition functions, and random matrices

We develop the study of a particular class of biorthogonal measures, encompassing at the same time several random matrix models and partition functions of polymers. This general framework allows us to characterize the partition functions of the Log Gamma polymer and the mixed polymer in terms of explicit biorthogonal measures, as it was previously done for the homogeneous O'Connell-Yor polymer by Imamura and Sasamoto. In addition, we show that the biorthogonal measures associated to these three polymer models (Log Gamma, O'Connell-Yor, and mixed polymer) converge to random matrix eigenvalue distributions in small temperature limits. We also clarify the connection between different Fredholm determinant representations and explain how our results might be useful for asymptotic analysis and large deviation estimates.

math-ph

Integrable equations associated with the finite-temperature deformation of the discrete Bessel point process

We study the finite-temperature deformation of the discrete Bessel point process. We show that its largest particle distribution satisfies a reduction of the 2D Toda equation, as well as a discrete version of the integro-differential Painlevé II equation of Amir-Corwin-Quastel, and we compute initial conditions for the Poissonization parameter equal to 0. As proved by Betea and Bouttier, in a suitable continuum limit the last particle distribution converges to that of the finite-temperature Airy point process. We show that the reduction of the 2D Toda equation reduces to the Korteweg-de Vries equation, as well as the discrete integro-differential Painlevé II equation reduces to its continuous version. Our approach is based on the discrete analogue of Its-Izergin-Korepin-Slavnov theory of integrable operators developed by Borodin and Deift.

math-ph

Tau-functions for the Ablowitz--Ladik hierarchy: the matrix-resolvent method

We extend the matrix-resolvent method for computing logarithmic derivatives of tau-functions to the Ablowitz--Ladik hierarchy. In particular, we derive a formula for the generating series of the logarithmic derivatives of an arbitrary tau-function in terms of matrix resolvents. As an application, we provide a way of computing certain integrals over the unitary group.

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Momenta spacing distributions in anharmonic oscillators and the higher order finite temperature Airy kernel

We rigorously compute the integrable system for the limiting $(N\rightarrow\infty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $n\in\mathbb{Z}_{\geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlevé-II integro-differential transcendent, cf. \cite{LW,ACQ}. For general $n\geq 2$, a novel higher order finite temperature Airy kernel has recently emerged in physics literature \cite{DMS} and we show that the corresponding edge law in momentum space is now governed by a distinguished Painlevé-II integro-differential hierarchy. Our analysis is based on operator-valued Riemann-Hilbert techniques which produce a Lax pair for an operator-valued Painlevé-II ODE system that naturally encodes the aforementioned hierarchy. As byproduct, we establish a connection of the integro-differential Painlevé-II hierarchy to a novel integro-differential mKdV hierarchy.

math-ph

Airy kernel determinant solutions to the KdV equation and integro-differential Painlev\'e equations

We study a family of unbounded solutions to the Korteweg-de Vries equation which can be constructed as log-derivatives of deformed Airy kernel Fredholm determinants, and which are connected to an integro-differential version of the second Painlev\'e equation. The initial data of the Korteweg-de Vries solutions are well-defined for $x>0$, but not for $x<0$, where the solutions behave like $\frac{x}{2t}$ as $t\to 0$, and hence would be well-defined as solutions of the cylindrical Korteweg-de Vries equation. We provide uniform asymptotics in $x$ as $t\to 0$; for $x>0$ they involve an integro-differential analogue of the Painlev\'e V equation. A special case of our results yields improved estimates for the {tails} of the narrow wedge solution to the Kardar-Parisi-Zhang equation.

math-ph

Borodin-Okounkov formula, string equation and topological solutions of Drinfeld-Sokolov hierarchies

We give a general method to compute the expansion of topological tau functions for Drinfeld-Sokolov hierarchies associated to an arbitrary untwisted affine Kac-Moody algebra. Our method consists of two main steps: first these tau functions are expressed as (formal) Fredholm determinants of the type appearing in the Borodin-Okounkov formula, then the kernels for these determinants are found using a reduced form of the string equation. A number of explicit examples are given.

math-ph

A Riemann-Hilbert approach to the lower tail of the KPZ equation

Fredholm determinants associated to deformations of the Airy kernel are closely connected to the solution to the Kardar-Parisi-Zhang (KPZ) equation with narrow wedge initial data, and they also appear as largest particle distribution in models of positive-temperature free fermions. We show that logarithmic derivatives of the Fredholm determinants can be expressed in terms of a 2x2 Riemann-Hilbert problem, and we use this to derive asymptotics for the Fredholm determinants. As an application of our result, we derive precise lower tail asymptotics for the solution of the KPZ equation with narrow wedge initial data, refining recent results by Corwin and Ghosal.

math-ph

Fredholm determinant solutions of the Painlevé II hierarchy and gap probabilities of determinantal point processes

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We show that the logarithmic derivatives of the Fredholm determinants are directly related to solutions of the Painlevé II hierarchy. This confirms and generalizes a recent conjecture by Le Doussal, Majumdar, and Schehr. In addition, we obtain asymptotics at $\pm\infty$ for the Painlevé transcendents and large gap asymptotics for the corresponding point processes.

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Noncommutative Painlevé equations and systems of Calogero type

All Painlevé equations can be written as a time-dependent Hamiltonian system, and as such they admit a natural generalization to the case of several particles with an interaction of Calogero type (rational, trigonometric or elliptic). Recently, these systems of interacting particles have been proved to be relevant in the study of $β$-models. An almost two decade old open question by Takasaki asks whether these multi-particle systems can be understood as isomonodromic equations, thus extending the Painlevé correspondence. In this paper we answer in the affirmative by displaying explicitly suitable isomonodromic Lax pair formulations. As an application of the isomonodromic representation we provide a construction based on discrete Schlesinger transforms, to produce solutions for these systems for special values of the coupling constants, starting from uncoupled ones; the method is illustrated for the case of the second Painlevé equation.

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The Toda and Painlevé Systems Associated with Semiclassical Matrix-Valued Orthogonal Polynomials of Laguerre Type

Consider the Laguerre polynomials and deform them by the introduction in the measure of an exponential singularity at zero. In [Chen Y., Its A., J. Approx. Theory 162 (2010), 270-297, arXiv:0808.3590] the authors proved that this deformation can be described by systems of differential/difference equations for the corresponding recursion coefficients and that these equations, ultimately, are equivalent to the Painlevé III equation and its Bäcklund/Schlesinger transformations. Here we prove that an analogue result holds for some kind of semiclassical matrix-valued orthogonal polynomials of Laguerre type.

math-ph

Drinfeld-Sokolov Hierarchies, Tau Functions, and Generalized Schur Polynomials

For a simple Lie algebra $\mathfrak{g}$ and an irreducible faithful representation $\pi$ of $\mathfrak{g}$, we introduce the Schur polynomials of $(\mathfrak{g},\pi)$-type. We then derive the Sato-Zhou type formula for tau functions of the Drinfeld-Sokolov (DS) hierarchy of $\mathfrak{g}$-type. Namely, we show that the tau functions are linear combinations of the Schur polynomials of $(\mathfrak{g},\pi)$-type with the coefficients being the Pl\"ucker coordinates. As an application, we provide a way of computing polynomial tau functions for the DS hierarchy. For $\mathfrak{g}$ of low rank, we give several examples of polynomial tau functions, and use them to detect bilinear equations for the DS hierarchy.

math-ph

The Kontsevich matrix integral: convergence to the Painlevé hierarchy and Stokes' phenomenon

We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as $n\to\infty$. By an appropriate choice of the external source matrix in Kontsevich's integral, we show that the limit produces the isomonodromic tau function of a special tronquée solution of the first Painlevé hierarchy, and we identify the solution in terms of the Stokes' data of the associated linear problem. We also show that there are several tau functions that are analytic in appropriate sectors of the space of parameters and that the formal Witten-Kontsevich tau function is the asymptotic expansion of each of them in their respective sectors, thus providing an analytic tool to analyze its nonlinear Stokes' phenomenon.

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Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles

This paper deals with products and ratios of average characteristic polynomials for unitary ensembles. We prove universality at the soft edge of the limiting eigenvalues' density, and write the universal limit in function of the Kontsevich matrix model ("matrix Airy function", as originally named by Kontsevich). For the case of the hard edge, universality is already known. We show that also in this case the universal limit can be expressed as a matrix integral ("matrix Bessel function") known in the literature as generalized Kontsevich matrix model.

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Tau functions and the limit of block Toeplitz determinants

A classical way to introduce tau functions for integrable hierarchies of solitonic equations is by means of the Sato-Segal-Wilson infinite-dimensional Grassmannian. Every point in the Grassmannian is naturally related to a Riemann-Hilbert problem on the unit circle, for which Bertola proposed a tau function that generalizes the Jimbo-Miwa-Ueno tau function for isomonodromic deformation problems. In this paper, we prove that the Sato-Segal-Wilson tau function and the (generalized) Jimbo-Miwa-Ueno isomonodromy tau function coincide under a very general setting, by identifying each of them to the large-size limit of a block Toeplitz determinant. As an application, we give a new definition of tau function for Drinfeld-Sokolov hierarchies (and their generalizations) by means of infinite-dimensional Grassmannians, and clarify their relation with other tau functions given in the literature.

math-ph

Darboux transformations and random point processes

In this paper we describe a general method to derive formulas relating the gap probability of some classical determinantal random point process (Airy, Pearcey and Hermite) with the gap probability of the processes related to the same kernels with "wanderers", "inliers" and "outliers". In this way, we generalize the Painlevé-like formula found by Baik for the Baik-Ben Arous-Péché distribution to many different cases, both in the one and multi-time case. The method is not ad-hoc and relies upon the notion of discrete Schlesinger transformations for Riemann-Hilbert problems.

nlin.SI