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Percy Deift

Publications and source records attributed to Percy Deift.

At least 37 records · Page 2Linked to original sources
arXiv2013

How long does it take to compute the eigenvalues of a random symmetric matrix?

We present the results of an empirical study of the performance of the QR algorithm (with and without shifts) and the Toda algorithm on random symmetric matrices. The random matrices are chosen from six ensembles, four of which lie in the Wigner class. For all three algorithms, we observe a form of universality for the deflation time statistics for random matrices within the Wigner class. For these ensembles, the empirical distribution of a normalized deflation time is found to collapse onto a curve that depends only on the algorithm, but not on the matrix size or deflation tolerance provided the matrix size is large enough (see Figure 4, Figure 7 and Figure 10). For the QR algorithm with the Wilkinson shift, the observed universality is even stronger and includes certain non-Wigner ensembles. Our experiments also provide a quantitative statistical picture of the accelerated convergence with shifts.

math.NA↗
arXiv2010

Long-Time Asymptotics for Solutions of the NLS Equation with a Delta Potential and Even Initial Data

We consider the one-dimensional focusing nonlinear Schrödinger equation (NLS) with a delta potential and even initial data. The problem is equivalent to the solution of the initial/boundary problem for NLS on a half-line with Robin boundary conditions at the origin. We follow the method of Bikbaev and Tarasov which utilizes a Bäcklund transformation to extend the solution on the half-line to a solution of the NLS equation on the whole line. We study the asymptotic stability of the stationary 1-soliton solution of the equation under perturbation by applying the nonlinear steepest-descent method for Riemann-Hilbert problems introduced by Deift and Zhou. Our work strengthens, and extends, earlier work on the problem by Holmer and Zworski.

math.AP↗
arXiv2010

An Optimal Family of Exponentially Accurate One-Bit Sigma-Delta Quantization Schemes

Sigma-Delta modulation is a popular method for analog-to-digital conversion of bandlimited signals that employs coarse quantization coupled with oversampling. The standard mathematical model for the error analysis of the method measures the performance of a given scheme by the rate at which the associated reconstruction error decays as a function of the oversampling ratio $λ$. It was recently shown that exponential accuracy of the form $O(2^{-rλ})$ can be achieved by appropriate one-bit Sigma-Delta modulation schemes. By general information-entropy arguments $r$ must be less than 1. The current best known value for $r$ is approximately 0.088. The schemes that were designed to achieve this accuracy employ the "greedy" quantization rule coupled with feedback filters that fall into a class we call "minimally supported". In this paper, we study the minimization problem that corresponds to optimizing the error decay rate for this class of feedback filters. We solve a relaxed version of this problem exactly and provide explicit asymptotics of the solutions. From these relaxed solutions, we find asymptotically optimal solutions of the original problem, which improve the best known exponential error decay rate to $r \approx 0.102$. Our method draws from the theory of orthogonal polynomials; in particular, it relates the optimal filters to the zero sets of Chebyshev polynomials of the second kind.

cs.IT↗
arXiv2006

Universality for orthogonal and symplectic Laguerre-type ensembles

We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated precisely in the Introduction (Theorems 1.1, 1.4, 1.6 and Corollaries 1.2, 1.5, 1.7). They concern the appropriately rescaled kernels K_{n,beta}, correlation and cluster functions, gap probabilities and the distributions of the largest and smallest eigenvalues. Corresponding results for unitary (beta=2) Laguerre-type ensembles have been proved by the fourth author in [23]. The varying weight case at the hard spectral edge was analyzed in [13] for beta=2: In this paper we do not consider varying weights. Our proof follows closely the work of the first two authors who showed in [7], [8] analogous results for Hermite-type ensembles. As in [7], [8] we use the version of the orthogonal polynomial method presented in [25], [22] to analyze the local eigenvalue statistics. The necessary asymptotic information on the Laguerre-type orthogonal polynomials is taken from [23].

math-ph↗
arXiv2006

Universality for mathematical and physical systems

All physical systems in equilibrium obey the laws of thermodynamics. In other words, whatever the precise nature of the interaction between the atoms and molecules at the microscopic level, at the macroscopic level, physical systems exhibit universal behavior in the sense that they are all governed by the same laws and formulae of thermodynamics. In this paper we describe some recent history of universality ideas in physics starting with Wigner's model for the scattering of neutrons off large nuclei and show how these ideas have led mathematicians to investigate universal behavior for a variety of mathematical systems. This is true not only for systems which have a physical origin, but also for systems which arise in a purely mathematical context such as the Riemann hypothesis, and a version of the card game solitaire called patience sorting.

math-ph↗
arXiv2005

A Model for the Bus System in Cuernevaca (Mexico)

The bus transportation system in Cuernevaca, Mexico, has certain distinguished, innovative features and has been the subject of an intriguing, recent study by M. Krbalek and P. Seba. Krbalek and Seba analyzed the statistics of bus arrivals on Line 4 close to the city center. They studied, in particular, the bus spacing distribution and also the bus number variance measuring the fluctuations of the total number of buses arriving at a fixed location during a time interval T. Quite remarkably, it was found that these two statistics are well modeled by the Gaussian Unitary Ensemble (GUE) of random matrix theory. Our goal in this paper is to provide a plausible explanation of these observations, and to this end we introduce a microscopic model for the bus line that leads simply and directly to GUE.

math.PR↗
arXiv2005

Universality at the edge of the spectrum for unitary, orthogonal and symplectic ensembles of random matrices

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. The precise statement of our results is given in Theorem 1.1 and Corollaries 1.2, 1.3 below. For a proof of universality in the bulk of the spectrum, for the same class of weights, for unitary ensembles see [DKMVZ2], and for orthogonal and symplectic ensembles see [DG]. Our starting point in the unitary case is [DKMVZ2], and for the orthogonal and symplectic cases we rely on our recent work [DG], which in turn depends on the earlier work of Widom [W] and Tracy and Widom [TW2]. As in [DG], the uniform Plancherel--Rotach type asymptotics for the orthogonal polynomials found in [DKMVZ2] plays a central role. The formulae in [W] express the correlation kernels for beta=1 and 4 as a sum of a Christoffel--Darboux (CD) term, as in the case beta=2, together with a correction term. In the bulk scaling limit [DG], the correction term is of lower order and does not contribute to the limiting form of the correlation kernel. By contrast, in the edge scaling limit considered here, the CD term and the correction term contribute to the same order: this leads to additional technical difficulties over and above [DG].

math-ph↗
arXiv2005

Universality in Random Matrix Theory for orthogonal and symplectic ensembles

We give a proof of the Universality Conjecture for orthogonal and symplectic ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial, V(x)=kappa_{2m}x^{2m}+..., kappa_{2m}>0. For such weights the associated equilibrium measure is supported on a single interval. The precise statement of our results is given in Theorem 1.1 below. For a proof of the Universality Conjecture for unitary ensembles, for the same class of weights, see [DKMVZ2]. Our starting point is Widom's representation [W] of the orthogonal and symplectic correlation kernels in terms of the kernel arising in the unitary case plus a correction term which is constructed out of derivatives and integrals of orthonormal polynomials (OP's) {p_j(x)}, j=0,1,..., with respect to the weight w(x). The calculations in [W] in turn depend on the earlier work of Tracy and Widom [TW2]. It turns out (see [W] and also Theorems 2.1 and 2.2 below) that only the OP's in the range j=N+O(1), N->infinity, contribute to the correction term. In controlling this correction term, and hence proving Universality for both the orthogonal and symplectic cases, the uniform Plancherel--Rotach type asymptotics for the OP's found in [DKMVZ2] play an important role, but there are significant new analytical difficulties that must be overcome which are not present in the unitary case. We note that we do not use skew orthogonal polynomials.

math-ph↗
arXiv2005

A Riemann-Hilbert approach to some theorems on Toeplitz operators and orthogonal polynomials

In this paper the authors show how to use Riemann-Hilbert techniques to prove various results, some old, some new, in the theory of Toeplitz operators and orthogonal polynomials on the unit circle (OPUC's). There are four main results: the first concerns the approximation of the inverse of a Toeplitz operator by the inverses of its finite truncations. The second concerns a new proof of the `hard' part of Baxter's theorem, and the third concerns the Born approximation for a scattering problem on the lattice $\mathbb{Z}_+$. The fourth and final result concerns a basic proposition of Golinskii-Ibragimov arising in their analysis of the Strong Szegö Limit Theorem.

math.FA↗
arXiv2001

Optimal tail estimates for directed last passage site percolation with geometric random variables

In this paper, we obtain optimal uniform lower tail estimates for the probability distribution of the properly scaled length of the longest up/right path of the last passage site percolation model considered by Johansson in [12]. The estimates are used to prove a lower tail moderate deviation result for the model. The estimates also imply the convergence of moments, and also provide a verification of the universal scaling law relating the longitudinal and the transversal fluctuations of the model.

math.PR↗
arXiv2001

A Fredholm Determinant Identity and the Convergence of Moments for Random Young Tableaux

We obtain an identity between Fredholm determinants of two kinds of operators, one acting on functions on the unit circle and the other acting on functions on a subset of the integers. This identity is a generalization of an identity between a Toeplitz determinant and a Fredholm determinant that has appeared in the random permutation context. Using this identity, we prove, in particular, convergence of moments for arbitrary rows of a random Young diagram under Plancherel measure.

math.CO↗
arXiv1999

On the Distribution of the Length of the Longest Increasing Subsequence of Random Permutations

The authors consider the length, $l_N$, of the length of the longest increasing subsequence of a random permutation of $N$ numbers. The main result in this paper is a proof that the distribution function for $l_N$, suitably centered and scaled, converges to the Tracy-Widom distribution [TW1] of the largest eigenvalue of a random GUE matrix. The authors also prove convergence of moments. The proof is based on the steepest decent method for Riemann-Hilbert problems, introduced by Deift and Zhou in 1993 [DZ1] in the context of integrable systems. The applicability of the Riemann-Hilbert technique depends, in turn, on the determinantal formula of Gessel [Ge] for the Poissonization of the distribution function of $l_N$.

math.CO↗