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P. J. Forrester

Publications and source records attributed to P. J. Forrester.

At least 55 records · Page 3Linked to original sources

Discrete Painlevé equations, Orthogonal Polynomials on the Unit Circle and N-recurrences for averages over U(N) -- \PIIIa and \PV $τ$-functions

In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^μ\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^μ(1+1/z)^ν\exp(tz) $ -- known $τ$-functions for the \PIIIa and \PV systems -- are characterised by nonlinear recurrences for the reflection coefficients of the corresponding orthogonal polynomial system on the unit circle. It is shown that these recurrences are entirely equivalent to the discrete Painlevé equations associated with the degenerations of the rational surfaces $ D^{(1)}_{6} \to E^{(1)}_{7} $ (discrete Painlevé {\rm II}) and $ D^{(1)}_{5} \to E^{(1)}_{6} $ (discrete Painlevé {\rm IV}) respectively through the algebraic methodology based upon of the affine Weyl group symmetry of the Painlevé system, originally due to Okamoto. In addition it is shown that the difference equations derived by methods based upon the Toeplitz lattice and Virasoro constraints, when reduced in order by exact summation, are equivalent to our recurrences. Expressions in terms of generalised hypergeometric functions $ {{}^{\vphantom{(1)}}_0}F^{(1)}_1, {{}^{\vphantom{(1)}}_1}F^{(1)}_1 $ are given for the reflection coefficients respectively.

math-ph↗

Discrete Painlevé equations and random matrix averages

The $τ$-function theory of Painlevé systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlevé equations. The random matrix averages include cases which can be interpreted as eigenvalue distributions at the hard edge and in the bulk of matrix ensembles with unitary symmetry. The recurrences are illustrated by computing the value of a sequence of these distributions as $n$ varies, and demonstrating convergence to the value of the appropriate limiting distribution.

math-ph↗

Developments in Random Matrix Theory

In this preface to the Journal of Physics A, Special Edition on Random Matrix Theory, we give a review of the main historical developments of random matrix theory. A short summary of the papers that appear in this special edition is also given.

cond-mat.dis-nn↗

Painlevé transcendent evaluations of finite system density matrices for 1d impenetrable Bosons

The recent experimental realisation of a one-dimensional Bose gas of ultra cold alkali atoms has renewed attention on the theoretical properties of the impenetrable Bose gas. Of primary concern is the ground state occupation of effective single particle states in the finite system, and thus the tendency for Bose-Einstein condensation. This requires the computation of the density matrix. For the impenetrable Bose gas on a circle we evaluate the density matrix in terms of a particular Painlevé VI transcendent in $σ$-form, and furthermore show that the density matrix satisfies a recurrence relation in the number of particles. For the impenetrable Bose gas in a harmonic trap, and with Dirichlet or Neumann boundary conditions, we give a determinant form for the density matrix, a form as an average over the eigenvalues of an ensemble of random matrices, and in special cases an evaluation in terms of a transcendent related to Painlevé V and VI. We discuss how our results can be used to compute the ground state occupations.

math-ph↗

Finite one dimensional impenetrable Bose systems: Occupation numbers

Bosons in the form of ultra cold alkali atoms can be confined to a one dimensional (1d) domain by the use of harmonic traps. This motivates the study of the ground state occupations $λ_i$ of effective single particle states $ϕ_i$, in the theoretical 1d impenetrable Bose gas. Both the system on a circle and the harmonically trapped system are considered. The $λ_i$ and $ϕ_i$ are the eigenvalues and eigenfunctions respectively of the one body density matrix. We present a detailed numerical and analytic study of this problem. Our main results are the explicit scaled forms of the density matrices, from which it is deduced that for fixed $i$ the occupations $λ_i$ are asymptotically proportional to $\sqrt{N}$ in both the circular and harmonically trapped cases.

cond-mat↗

{\bf $τ$-Function Evaluation of Gap Probabilities in Orthogonal and Symplectic Matrix Ensembles}

It has recently been emphasized that all known exact evaluations of gap probabilities for classical unitary matrix ensembles are in fact $τ$-functions for certain Painlevé systems. We show that all exact evaluations of gap probabilities for classical orthogonal matrix ensembles, either known or derivable from the existing literature, are likewise $τ$-functions for certain Painlevé systems. In the case of symplectic matrix ensembles all exact evaluations, either known or derivable from the existing literature, are identified as the mean of two $τ$-functions, both of which correspond to Hamiltonians satisfying the same differential equation, differing only in the boundary condition. Furthermore the product of these two $τ$-functions gives the gap probability in the corresponding unitary symmetry case, while one of those $τ$-functions is the gap probability in the corresponding orthogonal symmetry case.

math-ph↗

Application of the $τ$-function theory of Painlevé equations to random matrices: \PV, \PIII, the LUE, JUE and CUE

With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,μ) := < \prod_{l=1}^N χ_{(0,\infty)\backslash I}^{(l)} (λ- λ_l)^μ>$ for $I = (0,s)$ and $I = (s,\infty)$, where $χ_I^{(l)} = 1$ for $ λ_l \in I$ and $χ_I^{(l)} = 0$ otherwise. Using Okamoto's development of the theory of the Painlevé V equation, it is shown that $\tilde{E}_N(I;a,μ)$ is a $τ$-function associated with the Hamiltonian therein, and so can be characterised as the solution of a certain second order second degree differential equation, or in terms of the solution of certain difference equations. The cases $μ= 0$ and $μ= 2$ are of particular interest as they correspond to the cumulative distribution and density function respectively for the smallest and largest eigenvalue. In the case $I = (s,\infty)$, $\tilde{E}_N(I;a,μ)$ is simply related to an average in the Jacobi unitary ensemble, and this in turn is simply related to certain averages over the orthogonal group, the unitary symplectic group and the circular unitary ensemble. The latter integrals are of interest for their combinatorial content. Also considered are the hard edge and soft edge scaled limits of $\tilde{E}_N(I;a,μ)$. In particular, in the hard edge scaled limit it is shown that the limiting quantity $E^{\rm hard}((0,s);a,μ)$ can be evaluated as a $τ$-function associated with the Hamiltonian in Okamoto's theory of the Painlevé III equation.

math-ph↗

Random walks and random fixed-point free involutions

A bijection is given between fixed point free involutions of $\{1,2,...,2N\}$ with maximum decreasing subsequence size $2p$ and two classes of vicious (non-intersecting) random walker configurations confined to the half line lattice points $l \ge 1$. In one class of walker configurations the maximum displacement of the right most walker is $p$. Because the scaled distribution of the maximum decreasing subsequence size is known to be in the soft edge GOE (random real symmetric matrices) universality class, the same holds true for the scaled distribution of the maximum displacement of the right most walker.

math.CO↗

On the evaluation formula for Jack polynomials with prescribed symmetry

The Jack polynomials with prescribed symmetry are obtained from the nonsymmetric polynomials via the operations of symmetrization, antisymmetrization and normalization. After dividing out the corresponding antisymmetric polynomial of smallest degree, a symmetric polynomial results. Of interest in applications is the value of the latter polynomial when all the variables are set equal. Dunkl has obtained this evaluation, making use of a certain skew symmetric operator. We introduce a simpler operator for this purpose, thereby obtaining a new derivation of the evaluation formula. An expansion formula of a certain product in terms of Jack polynomials with prescribed symmetry implied by the evaluation formula is used to derive a generalization of a constant term identity due to Macdonald, Kadell and Kaneko. Although we don't give the details in this work, the operator introduced here can be defined for any reduced crystallographic root system, and used to provide an evaluation formula for the corresponding Heckman-Opdam polynomials with prescribed symmetry.

math.QA↗

Application of the $τ$-Function Theory of Painlevé Equations to Random Matrices: PIV, PII and the GUE

Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of $\tilde{E}_N(λ;a) := \Big < \prod_{l=1}^N χ_{(-\infty, λ]}^{(l)} (λ- λ_l)^a \Big>$, where $ χ_{(-\infty, λ]}^{(l)} = 1$ for $λ_l \in (-\infty, λ]$ and $ χ_{(-\infty, λ]}^{(l)} = 0$ otherwise, and the average is with respect to the joint eigenvalue distribution of the GUE, as well as to the evaluation of $F_N(λ;a) := \Big < \prod_{l=1}^N (λ- λ_l)^a \Big >$. Of particular interest are $\tilde{E}_N(λ;2)$ and $F_N(λ;2)$, and their scaled limits, which give the distribution of the largest eigenvalue and the density respectively. Our results are obtained by applying the Okamoto $τ$-function theory of PIV and PII, for which we give a self contained presentation based on the recent work of Noumi and Yamada. We point out that the same approach can be used to study the quantities $\tilde{E}_N(λ;a)$ and $F_N(λ;a)$ for the other classical matrix ensembles.

math-ph↗

Exact Wigner surmise type evaluation of the spacing distribution in the bulk of the scaled random matrix ensembles

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between consecutive eigenvalues can be written exactly in the Wigner surmise type form $a(s) e^{-b(s)}$ for $a$ simply related to a Painlevé transcendent and $b$ its anti-derivative. A formula consisting of the sum of two such terms is given for the symplectic case (Hermitian matrices with real quaternion elements).

math-ph↗

Gap probabilities in the finite and scaled Cauchy random matrix ensembles

The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The finite cases for exclusion from single and double intervals are given in terms of second order second degree ODEs which are related to certain \mbox{Painlevé-VI} transcendents. The scaled cases in the thermodynamic limit are again second degree and second order, this time related to \mbox{Painlevé-V} transcendents. Using transformations relating the second degree ODE and transcendent we prove an identity for the scaled bulk limit which leads to a simple expression for the spacing p.d.f. We also relate all the variables appearing in the Fredholm determinant formalism to particular \mbox{Painlevé} transcendents, in a simple and transparent way, and exhibit their scaling behaviour.

math-ph↗

Integrability, Random Matrices and Painlevé Transcendents

The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$ includes an endpoint of the support, Tracy and Widom have given a formalism which gives coupled differential equations for the required probability and some auxilary quantities. We summarize and extend earlier work by expressing the probability and some of the auxilary quantities in terms of Painlevé transcendents.

math-ph↗

Gap Probabilities for Edge Intervals in Finite Gaussian and Jacobi Unitary Matrix Ensembles

The probabilities for gaps in the eigenvalue spectrum of the finite dimension $ N \times N $ random matrix Hermite and Jacobi unitary ensembles on some single and disconnected double intervals are found. These are cases where a reflection symmetry exists and the probability factors into two other related probabilities, defined on single intervals. Our investigation uses the system of partial differential equations arising from the Fredholm determinant expression for the gap probability and the differential-recurrence equations satisfied by Hermite and Jacobi orthogonal polynomials. In our study we find second and third order nonlinear ordinary differential equations defining the probabilities in the general $N$ case. For N=1 and N=2 the probabilities and thus the solution of the equations are given explicitly. An asymptotic expansion for large gap size is obtained from the equation in the Hermite case, and also studied is the scaling at the edge of the Hermite spectrum as $ N \to \infty $, and the Jacobi to Hermite limit; these last two studies make correspondence to other cases reported here or known previously. Moreover, the differential equation arising in the Hermite ensemble is solved in terms of an explicit rational function of a {Painlevé-V} transcendent and its derivative, and an analogous solution is provided in the two Jacobi cases but this time involving a {Painlevé-VI} transcendent.

math-ph↗

Pieri-type formulas for the non-symmetric Jack polynomials

In the theory of symmetric Jack polynomials the coefficients in the expansion of the $p$th elementary symmetric function $e_p(z)$ times a Jack polynomial expressed as a series in Jack polynomials are known explicitly. Here analogues of this result for the non-symmetric Jack polynomials $E_η(z)$ are explored. Necessary conditions for non-zero coefficients in the expansion of $e_p(z) E_η(z)$ as a series in non-symmetric Jack polynomials are given. A known expansion formula for $z_i E_η(z)$ is rederived by an induction procedure, and this expansion is used to deduce the corresponding result for the expansion of $\prod_{j=1, j\ne i}^N z_j E_η(z)$, and consequently the expansion of $e_{N-1}(z) E_η(z)$. In the general $p$ case the coefficients for special terms in the expansion are presented.

math.QA↗

Painlevé transcendent evaluation of the scaled distribution of the smallest eigenvalue in the Laguerre orthogonal and symplectic ensembles

The scaled distribution of the smallest eigenvalue in the Laguerre orthogonal and symplectic ensembles is evaluated in terms of a Painlevé V transcendent. This same Painlevé V transcendent is known from the work of Tracy and Widom, where it has been shown to specify the scaled distribution of the smallest eigenvalue in the Laguerre unitary ensemble. The starting point for our calculation is the scaled $k$-point distribution of every odd labelled eigenvalue in two superimposed Laguerre orthogonal ensembles.

nlin.SI↗

Analytic properties of the structure function for the one-dimensional one-component log-gas

The structure function $S(k;β)$ for the one-dimensional one-component log-gas is the Fourier transform of the charge-charge, or equivalently the density-density, correlation function. We show that for $|k| < {\rm min} (2πρ, 2 πρβ)$, $S(k;β)$ is simply related to an analytic function $f(k;β)$ and this function satisfies the functional equation $f(k;β) = f(-2k/β;4/β)$. It is conjectured that the coefficient of $k^j$ in the power series expansion of $f(k;β)$ about $k=0$ is of the form of a polynomial in $β/2$ of degree $j$ divided by $(β/2)^j$. The bulk of the paper is concerned with calculating these polynomials explicitly up to and including those of degree 9. It is remarked that the small $k$ expansion of $S(k;β)$ for the two-dimensional one-component plasma shares some properties in common with those of the one-dimensional one-component log-gas, but these break down at order $k^8$.

cond-mat↗

Inter-relationships between orthogonal, unitary and symplectic matrix ensembles

We consider the following problem: When do alternate eigenvalues taken from a matrix ensemble themselves form a matrix ensemble? More precisely, we classify all weight functions for which alternate eigenvalues from the corresponding orthogonal ensemble form a symplectic ensemble, and similarly classify those weights for which alternate eigenvalues from a union of two orthogonal ensembles forms a unitary ensemble. Also considered are the $k$-point distributions for the decimated orthogonal ensembles.

solv-int↗