arXiv subjects
Publications and source records attributed to Neil O'Connell.
We present evidence for a conjectural relationship between absorption times for discrete Whittaker processes and maximal heights of non-intersecting Brownian bridges.
We consider a Markov chain on non-negative integer arrays of a given shape (and satisfying certain constraints) which is closely related to fundamental $SL(r+1,\mathbb{R})$ Whittaker functions and the Toda lattice. In the index zero case the arrays are reverse plane partitions. We show that this Markov chain has non-trivial Markovian projections and a unique entrance law starting from the array with all entries equal to $+\infty$. We also discuss connections with imaginary exponential functionals of Brownian motion, a semi-discrete polymer model with purely imaginary disorder, interacting corner growth processes and discrete $δ$-Bose gas, extensions to other root systems, and hitting probabilities for some low rank examples.
We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided interactions and can be viewed as a $d$-dimensional generalisation of log-gamma polymer partition functions. We establish intertwining relations to prove that, for suitable initial configurations of the triangular process, the bottom edge has an autonomous Markovian evolution with an explicit transition kernel. We then show that, for a special singular initial configuration, the fixed-time law of the bottom edge is a matrix Whittaker measure, which we define. To achieve this, we perform a Laplace approximation that requires solving a constrained minimisation problem for certain energy functions of matrix arguments on directed graphs.
We establish analogues of the geometric Pitman $2M-X$ theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite matrices with Beta type II distributed increments. The Dufresne type identity provides another example of a stochastic matrix recursion, as considered by Chamayou and Letac (J. Theoret. Probab. 12, 1999), that admits an explicit solution.
We re-examine the celebrated Doob--McKean identity that identifies a conditioned one-dimensional Brownian motion as the radial part of a 3-dimensional Brownian motion or, equivalently, a Bessel-3 process, albeit now in the analogous setting of isotropic $α$-stable processes. We find a natural analogue that matches the Brownian setting, with the role of the Brownian motion replaced by that of the isotropic $α$-stable process, providing one interprets the components of the original identity in the right way.
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related to $K$-Bessel functions of matrix argument and multivariate generalisations of these functions. The latter are eigenfunctions of a particular quantisation of the non-Abelian Toda chain.
We construct a geometric lifting of the Burge correspondence as a composition of local birational maps on generic Young-diagram-shaped arrays. We establish its fundamental relation to the geometric Robinson-Schensted-Knuth correspondence and to the geometric Schützenberger involution. We also show a number of properties of the geometric Burge correspondence, specializing them to the case of symmetric input arrays. In particular, our construction shows that such a mapping is volume preserving in log-log variables. As an application, we consider a model of two polymer paths of given length constrained to have the same endpoint, known as polymer replica. We prove that the distribution of the polymer replica partition function in a log-gamma random environment is a Whittaker measure, and deduce the corresponding Whittaker integral identity. For a certain choice of the parameters, we notice a distributional identity between our model and the symmetric log-gamma polymer studied by O'Connell, Seppäläinen, and Zygouras (2014).
We revisit the problem of an elastic line (e.g. a vortex line in a superconductor) subject to both columnar disorder and point disorder in dimension $d=1+1$. Upon applying a transverse field, a delocalization transition is expected, beyond which the line is tilted macroscopically. We investigate this transition in the fixed tilt angle ensemble and within a one-way model where backward jumps are neglected. From recent results about directed polymers and their connections to random matrix theory, we find that for a single line and a single strong defect this transition in presence of point disorder coincides with the Baik-Ben Arous-Peche (BBP) transition for the appearance of outliers in the spectrum of a perturbed random matrix in the GUE. This transition is conveniently described in the polymer picture by a variational calculation. In the delocalized phase, the ground state energy exhibits Tracy-Widom fluctuations. In the localized phase we show, using the variational calculation, that the fluctuations of the occupation length along the columnar defect are described by $f_{KPZ}$, a distribution which appears ubiquitously in the Kardar-Parisi-Zhang universality class. We then consider a smooth density of columnar defect energies. Depending on how this density vanishes at its lower edge we find either (i) a delocalized phase only (ii) a localized phase with a delocalization transition. We analyze this transition which is an infinite-rank extension of the BBP transition. The fluctuations of the ground state energy of a single elastic line in the localized phase (for fixed columnar defect energies) are described by a Fredholm determinant based on a new kernel. The case of many columns and many non-intersecting lines, relevant for the study of the Bose glass phase, is also analyzed. The ground state energy is obtained using free probability and the Burgers equation.
We obtain factorial moment identities for the Charlier, Meixner and Krawtchouk orthogonal polynomial ensembles. Building on earlier results by Ledoux [Elect. J. Probab. 10, (2005)], we find hypergeometric representations for the factorial moments when the reference measure is Poisson (Charlier ensemble) and geometric (a particular case of the Meixner ensemble). In these cases, if the number of particles is suitably randomised, the factorial moments have a polynomial property, and satisfy three-term recurrence relations and differential equations. In particular, the normalised factorial moments of the randomised ensembles are precisely related to the moments of the corresponding equilibrium measures. We also briefly outline how these results can be interpreted as Cauchy-type identities for certain Schur measures.
We study the partition functions associated with non-intersecting polymers in a random environment. By considering paths in series and in parallel, the partition functions carry natural notions of subadditivity, allowing the effective study of their asymptotics. For a certain choice of random environment, the geometric RSK correspondence provides an explicit representation of the partition functions in terms of a stochastic interface. Formally this leads to a variational description of the macroscopic behaviour of the interface and hence the free energy of the associated non-intersecting polymer model. At zero temperature we relate this variational description to the Marchenko-Pastur distribution, and give a new derivation of the surface tension of the bead model.
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g. planar) processes, due to S. Fomin, in which the non-intersection condition is replaced by a condition involving loop-erased paths. In the context of independent Brownian motions in suitable planar domains, this also has close connections to random matrices. An example of this was first observed by Sato and Katori (Phys. Rev. E, 83, 2011). We present further examples which give rise to various Cauchy-type ensembles. We also extend Fomin's identity to the affine setting and show that in this case, by considering independent Brownian motions in an annulus, one obtains a novel interpretation of the circular orthogonal ensemble.
The $α$-determinant is a one-parameter generalisation of the standard determinant, with $α=-1$ corresponding to the determinant, and $α=1$ corresponding to the permanent. In this paper a simple limit procedure to construct $α$-determinantal point processes out of fermionic processes is examined. The procedure is illustrated for a model of $N$ free fermions in a harmonic potential. When the system is in the ground state, the rescaled correlation functions converge for large $N$ to determinants (of the sine kernel in the bulk and the Airy kernel at the edges). We analyse the point processes associated to a special family of excited states of fermions and show that appropriate scaling limits generate $α$-determinantal processes. Links with wave optics and other random matrix models are suggested.
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes are interlaced and furthermore give formulae in terms of block determinants for the transition densities of these coupled processes. This allows us to build diffusion processes in the space of Gelfand-Tsetlin patterns so that the evolution of each level is Markovian. We show how known examples naturally fit into this framework and construct new processes related to minors of matrix valued diffusions. We also provide explicit formulae for the transition densities of the particle systems with one-sided collisions at either edge of such patterns.
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in \mathbb{C}$, whose analytic structure we describe completely. We discover several remarkable features, including a reflection symmetry (or functional equation), zeros on a critical line in the complex plane, and orthogonality relations. An application of the theory resolves part of an integrality conjecture of Cunden et al. [F. D. Cunden, F. Mezzadri, N. J. Simm and P. Vivo, J. Math. Phys. 57 (2016)] on the time-delay matrix of chaotic cavities. In each of the classical ensembles of random matrix theory (Gaussian, Laguerre, Jacobi) we characterise the moments in terms of the Askey scheme of hypergeometric orthogonal polynomials. We also calculate the leading order $n\to\infty$ asymptotics of the moments and discuss their symmetries and zeroes. We discuss aspects of these phenomena beyond the random matrix setting, including the Mellin transform of products and Wronskians of pairs of classical orthogonal polynomials. When the random matrix model has orthogonal or symplectic symmetry, we obtain a new duality formula relating their moments to hypergeometric orthogonal polynomials.
We give formulae for the cumulants of complex Wishart (LUE) and inverse Wishart matrices (inverse LUE). Their large-$N$ expansions are generating functions of double (strictly and weakly) monotone Hurwitz numbers which count constrained factorisations in the symmetric group. The two expansions can be compared and combined with a duality relation proved in [F. D. Cunden, F. Mezzadri, N. O'Connell and N. J. Simm, arXiv:1805.08760] to obtain: i) a combinatorial proof of the reflection formula between moments of LUE and inverse LUE at genus zero and, ii) a new functional relation between the generating functions of monotone and strictly monotone Hurwitz numbers. The main result resolves the integrality conjecture formulated in [F. D. Cunden, F. Mezzadri, N. J. Simm and P. Vivo, J. Phys. A 49 (2016)] on the time-delay cumulants in quantum chaotic transport. The precise combinatorial description of the cumulants given here may cast new light on the concordance between random matrix and semiclassical theories.
There is a close connection between the ground state of non-interacting fermions in a box with classical (absorbing, reflecting, and periodic) boundary conditions and the eigenvalue statistics of the classical compact groups. The associated determinantal point processes can be extended in two natural directions: i) we consider the full family of admissible quantum boundary conditions (i.e., self-adjoint extensions) for the Laplacian on a bounded interval, and the corresponding projection correlation kernels; ii) we construct the grand canonical extensions at finite temperature of the projection kernels, interpolating from Poisson to random matrix eigenvalue statistics. The scaling limits in the bulk and at the edges are studied in a unified framework, and the question of universality is addressed. Whether the finite temperature determinantal processes correspond to the eigenvalue statistics of some matrix models is, a priori, not obvious. We complete the picture by constructing a finite temperature extension of the Haar measure on the classical compact groups. The eigenvalue statistics of the resulting grand canonical matrix models (of random size) corresponds exactly to the grand canonical measure of non-interacting free fermions with classical boundary conditions.
We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Seppäläinen. We show that the partition function of this random polymer can be represented within the framework of the geometric RSK correspondence and consequently its law can be expressed in terms of Whittaker functions. This leads to a representation of the law of the partition function which is amenable to asymptotic analysis. In this model, the partition function plays a role analogous to the smallest eigenvalue in the Laguerre unitary ensemble of random matrix theory.
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.