arXiv subjects

Steven Delvaux

Publications and source records attributed to Steven Delvaux.

18 recordsLinked to original sources

arXiv2014

The hard edge tacnode process and the hard edge Pearcey process with non-intersecting squared Bessel paths

A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches the hard edge, a limiting critical process is described in the neighbourhood of the touching point which we call the hard edge tacnode process. We derive its correlation kernel in an explicit new form which involves Airy type functions and operators that act on the direct sum of $L^2(\mathbb R_+)$ and a finite dimensional space. As the starting points of the squared Bessel paths are set to 0, a cusp in the boundary appears. The limiting process is described near the cusp and it is called the hard edge Pearcey process. We compute its multi-time correlation kernel which extends the existing formulas for the single-time kernel. Our pre-asymptotic correlation kernel involves the ratio of two Toeplitz determinants which are rewritten using a Borodin-Okounkov type formula.

math.PR↗

arXiv2013

Non-intersecting squared Bessel paths at a hard-edge tacnode

The squared Bessel process is a 1-dimensional diffusion process related to the squared norm of a higher dimensional Brownian motion. We study a model of $n$ non-intersecting squared Bessel paths, with all paths starting at the same point $a>0$ at time $t=0$ and ending at the same point $b>0$ at time $t=1$. Our interest lies in the critical regime $ab=1/4$, for which the paths are tangent to the hard edge at the origin at a critical time $t^*\in (0,1)$. The critical behavior of the paths for $n\to\infty$ is studied in a scaling limit with time $t=t^*+O(n^{-1/3})$ and temperature $T=1+O(n^{-2/3})$. This leads to a critical correlation kernel that is defined via a new Riemann-Hilbert problem of size $4\times 4$. The Riemann-Hilbert problem gives rise to a new Lax pair representation for the Hastings-McLeod solution to the inhomogeneous Painlevé II equation $q"(x) = xq(x)+2q^3(x)-ν,$ where $ν=α+1/2$ with $α>-1$ the parameter of the squared Bessel process. These results extend our recent work with Kuijlaars and Zhang \cite{DKZ} for the homogeneous case $ν= 0$.

math.PR↗

arXiv2013

The tacnode kernel: equality of Riemann-Hilbert and Airy resolvent formulas

We study nonintersecting Brownian motions with two prescribed starting and ending positions, in the neighborhood of a tacnode in the time-space plane. Several expressions have been obtained in the literature for the critical correlation kernel $K\tac(x,y)$ that describes the microscopic behavior of the Brownian motions near the tacnode. One approach, due to Kuijlaars, Zhang and the author, expresses the kernel (in the single time case) in terms of a $4\times 4$ matrix valued Riemann-Hilbert problem. Another approach, due to Adler, Ferrari, Johansson, van Moerbeke and Vet\H o in a series of papers, expresses the kernel in terms of resolvents and Fredholm determinants of the Airy integral operator acting on a semi-infinite interval $[σ,\infty)$, involving some objects introduced by Tracy and Widom. In this paper we prove the equivalence of both approaches. We also obtain a rank-2 property for the derivative of the tacnode kernel. Finally, we find a Riemann-Hilbert expression for the multi-time extended tacnode kernel.

math.PR↗

arXiv2013

Universality and critical behavior in the chiral two-matrix model

We study the chiral two-matrix model with polynomial potential functions $V$ and $W$, which was introduced by Akemann, Damgaard, Osborn and Splittorff. We show that the squared singular values of each of the individual matrices in this model form a determinantal point process with correlation kernel determined by a matrix-valued Riemann-Hilbert problem. The size of the Riemann-Hilbert matrix depends on the degree of the potential function $W$ (or $V$ respectively). In this way we obtain the chiral analogue of a result of Kuijlaars-McLaughlin for the non-chiral two-matrix model. The Gaussian case corresponds to $V,W$ being linear. For the case where $W(y)=y^2/2+αy$ is quadratic, we derive the large $n$-asymptotics of the Riemann-Hilbert problem by means of the Deift-Zhou steepest descent method. This proves universality in this case. An important ingredient in the analysis is a third-order differential equation. Finally we show that if also $V(x)=x$ is linear, then a multi-critical limit of the kernel exists which is described by a $4\times 4$ matrix-valued Riemann-Hilbert problem associated to the Painlevé II equation $q"(x) = xq(x)+2q^3(x)-ν-1/2$. In this way we obtain the chiral analogue of a recent result by Duits and the second author.

math-ph↗

arXiv2012

Orthogonal Laurent polynomials on the unit circle and snake-shaped matrix factorizations

Let there be given a probability measure $μ$ on the unit circle $\TT$ of the complex plane and consider the inner product induced by $μ$. In this paper we consider the problem of orthogonalizing a sequence of monomials $\{z^{r_k}\}_k$, for a certain order of the $r_k\in\mathbb{Z}$, by means of the Gram-Schmidt orthogonalization process. This leads to a basis of orthonormal Laurent polynomials $\{ψ_k\}_k$. We show that the matrix representation with respect to the basis $\{ψ_k\}_k$ of the operator of multiplication by $z$ is an infinite unitary or isometric matrix allowing a 'snake-shaped' matrix factorization. Here the 'snake shape' of the factorization is to be understood in terms of its graphical representation via sequences of little line segments, following an earlier work of Delvaux and Van Barel. We show that the shape of the snake is determined by the order in which the monomials $\{z^{r_k}\}_k$ are orthogonalized, while the 'segments' of the snake are canonically determined in terms of the Schur parameters for $μ$. Isometric Hessenberg matrices and unitary five-diagonal matrices (CMV matrices) follow as a special case of the presented formalism.

math.CA↗

arXiv2012

Equilibrium problem for the eigenvalues of banded block Toeplitz matrices

We consider banded block Toeplitz matrices $T_n$ with $n$ block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of $T_n$ for $n\to\infty$ weakly converges to one component of the unique vector of measures that minimizes a certain energy functional. In this way we generalize a recent result of Duits and Kuijlaars for the scalar case. Along the way we also obtain an equilibrium problem associated to an arbitrary algebraic curve, not necessarily related to a block Toeplitz matrix. For banded block Toeplitz matrices, there are several new phenomena that do not occur in the scalar case: (i) The total masses of the equilibrium measures do not necessarily form a simple arithmetic series but in general are obtained through a combinatorial rule; (ii) The limiting eigenvalue distribution may contain point masses, and there may be attracting point sources in the equilibrium problem; (iii) More seriously, there are examples where the connection between the limiting eigenvalue distribution of $T_n$ and the solution to the equilibrium problem breaks down. We provide sufficient conditions guaranteeing that no such breakdown occurs; in particular we show this if $T_n$ is a Hessenberg matrix.

math.CV↗

arXiv2012

Zeros and ratio asymptotics for matrix orthogonal polynomials

Ratio asymptotics for matrix orthogonal polynomials with recurrence coefficients $A_n$ and $B_n$ having limits $A$ and $B$ respectively (the matrix Nevai class) were obtained by Durán. In the present paper we obtain an alternative description of the limiting ratio. We generalize it to recurrence coefficients which are asymptotically periodic with higher periodicity, and/or which are slowly varying in function of a parameter. Under such assumptions, we also find the limiting zero distribution of the matrix orthogonal polynomials, generalizing results by Durán-López-Saff and Dette-Reuther to the non-Hermitian case. Our proofs are based on "normal family" arguments and on the solution to a quadratic eigenvalue problem. As an application of our results we obtain new explicit formulas for the spectral measures of the matrix Chebyshev polynomials of the first and second kind, and we derive the asymptotic eigenvalue distribution for a class of random band matrices generalizing the tridiagonal matrices introduced by Dumitriu-Edelman.

math.CA↗

arXiv2012

High order three-term recursions, Riemann-Hilbert minors and Nikishin systems on star-like sets

We study monic polynomials $Q_n(x)$ generated by a high order three-term recursion $xQ_n(x)=Q_{n+1}(x)+a_{n-p} Q_{n-p}(x)$ with arbitrary $p\geq 1$ and $a_n>0$ for all $n$. The recursion is encoded by a two-diagonal Hessenberg operator $H$. One of our main results is that, for periodic coefficients $a_n$ and under certain conditions, the $Q_n$ are multiple orthogonal polynomials with respect to a Nikishin system of orthogonality measures supported on star-like sets in the complex plane. This improves a recent result of Aptekarev-Kalyagin-Saff where a formal connection with Nikishin systems was obtained in the case when $\sum_{n=0}^{\infty}|a_n-a|<\infty$ for some $a>0$. An important tool in this paper is the study of "Riemann-Hilbert minors", or equivalently, the "generalized eigenvalues" of the Hessenberg matrix $H$. We prove interlacing relations for the generalized eigenvalues by using totally positive matrices. In the case of asymptotically periodic coefficients $a_n$, we find weak and ratio asymptotics for the Riemann-Hilbert minors and we obtain a connection with a vector equilibrium problem. We anticipate that in the future, the study of Riemann-Hilbert minors may prove useful for more general classes of multiple orthogonal polynomials.

math.CA↗

arXiv2011

A family of Nikishin systems with periodic recurrence coefficients

Suppose we have a Nikishin system of $p$ measures with the $k$th generating measure of the Nikishin system supported on an interval $\Delta_k\subset\er$ with $\Delta_k\cap\Delta_{k+1}=\emptyset$ for all $k$. It is well known that the corresponding staircase sequence of multiple orthogonal polynomials satisfies a $(p+2)$-term recurrence relation whose recurrence coefficients, under appropriate assumptions on the generating measures, have periodic limits of period $p$. (The limit values depend only on the positions of the intervals $\Delta_k$.) Taking these periodic limit values as the coefficients of a new $(p+2)$-term recurrence relation, we construct a canonical sequence of monic polynomials $\{P_{n}\}_{n=0}^{\infty}$, the so-called \emph{Chebyshev-Nikishin polynomials}. We show that the polynomials $P_{n}$ themselves form a sequence of multiple orthogonal polynomials with respect to some Nikishin system of measures, with the $k$th generating measure being absolutely continuous on $\Delta_{k}$. In this way we generalize a result of the third author and Rocha \cite{LopRoc} for the case $p=2$. The proof uses the connection with block Toeplitz matrices, and with a certain Riemann surface of genus zero. We also obtain strong asymptotics and an exact Widom-type formula for the second kind functions of the Nikishin system for $\{P_{n}\}_{n=0}^{\infty}$.

math.CA↗

arXiv2011

Non-intersecting squared Bessel paths with one positive starting and ending point

We consider a model of $n$ non-intersecting squared Bessel processes with one starting point $a>0$ at time t=0 and one ending point $b>0$ at time $t=T$. After proper scaling, the paths fill out a region in the $tx$-plane. Depending on the value of the product $ab$ the region may come to the hard edge at 0, or not. We formulate a vector equilibrium problem for this model, which is defined for three measures, with upper constraints on the first and third measures and an external field on the second measure. It is shown that the limiting mean distribution of the paths at time $t$ is given by the second component of the vector that minimizes this vector equilibrium problem. The proof is based on a steepest descent analysis for a $4 \times 4$ matrix valued Riemann-Hilbert problem which characterizes the correlation kernel of the paths at time $t$. We also discuss the precise locations of the phase transitions.

math-ph↗

arXiv2011

Multiple Meixner-Pollaczek polynomials and the six-vertex model

We study multiple orthogonal polynomials of Meixner-Pollaczek type with respect to a symmetric system of two orthogonality measures. Our main result is that the limiting distribution of the zeros of these polynomials is one component of the solution to a constrained vector equilibrium problem. We also provide a Rodrigues formula and closed expressions for the recurrence coefficients. The proof of the main result follows from a connection with the eigenvalues of block Toeplitz matrices, for which we provide some general results of independent interest. The motivation for this paper is the study of a model in statistical mechanics, the so-called six-vertex model with domain wall boundary conditions, in a particular regime known as the free fermion line. We show how the multiple Meixner-Pollaczek polynomials arise in an inhomogeneous version of this model.

math.CA↗

arXiv2010

Average characteristic polynomials in the two-matrix model

The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+τM_1M_2)\right)\ dM_1\ dM_2, $$ where $V$ and $W$ are given potential functions and $τ\in\er$. We study averages of products and ratios of characteristic polynomials in the two-matrix model, where both matrices $M_1$ and $M_2$ may appear in a combined way in both numerator and denominator. We obtain determinantal expressions for such averages. The determinants are constructed from several building blocks: the biorthogonal polynomials $p_n(x)$ and $q_n(y)$ associated to the two-matrix model; certain transformed functions $¶_n(w)$ and $\Q_n(v)$; and finally Cauchy-type transforms of the four Eynard-Mehta kernels $K_{1,1}$, $K_{1,2}$, $K_{2,1}$ and $K_{2,2}$. In this way we generalize known results for the $1$-matrix model. Our results also imply a new proof of the Eynard-Mehta theorem for correlation functions in the two-matrix model, and they lead to a generating function for averages of products of traces.

math-ph↗

arXiv2010

Critical behavior of non-intersecting Brownian motions at a tacnode

We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the time-space plane as $n \to \infty$. The limiting mean density for the positions of the Brownian paths at the time of tangency consists of two touching semicircles, possibly of different sizes. We show that in an appropriate double scaling limit, there is a new familiy of limiting determinantal point processes with integrable correlation kernels that are expressed in terms of a new Riemann-Hilbert problem of size $4\times 4$. We prove solvability of the Riemann-Hilbert problem and establish a remarkable connection with the Hastings-McLeod solution of the Painlevé II equation. We show that this Painlevé II transcendent also appears in the critical limits of the recurrence coefficients of the multiple Hermite polynomials that are associated with the non-intersecting Brownian motions. Universality suggests that the new limiting kernels apply to more general situations whenever a limiting mean density vanishes according to two touching square roots, which represents a new universality class.

math.PR↗

arXiv2010

Random matrix model with external source and a constrained vector equilibrium problem

We consider the random matrix model with external source, in case where the potential V(x) is an even polynomial and the external source has two eigenvalues a, -a of equal multiplicity. We show that the limiting mean eigenvalue distribution of this model can be characterized as the first component of a pair of measures (mu_1,mu_2) that solve a constrained vector equilibrium problem. The proof is based on the steepest descent analysis of the associated Riemann-Hilbert problem for multiple orthogonal polynomials. We illustrate our results in detail for the case of a quartic double well potential V(x) = x^4/4 - tx^2/2. We are able to determine the precise location of the phase transitions in the ta-plane, where either the constraint becomes active, or the two intervals in the support come together (or both).

math-ph↗

arXiv2009

An equilibrium problem for the limiting eigenvalue distribution of rational Toeplitz matrices

We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a particular component of the unique solution to a vector equilibrium problem. Moreover, we show that the other components describe the limiting behavior of certain generalized eigenvalues. In this way, we generalize the recent results of Duits and Kuijlaars for banded Toeplitz matrices.

math.CV↗

arXiv2009

A graph-based equilibrium problem for the limiting distribution of non-intersecting Brownian motions at low temperature

We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process, which in the case p=1 is equivalent to the eigenvalue distribution of a random matrix from the Gaussian unitary ensemble with external source. For general p and q, we show that if a temperature parameter is sufficiently small, then the distribution of the Brownian paths is characterized in the large n limit by a vector equilibrium problem with an interaction matrix that is based on a bipartite planar graph. Our proof is based on a steepest descent analysis of an associated (p+q) by (p+q) matrix valued Riemann-Hilbert problem whose solution is built out of multiple orthogonal polynomials. A new feature of the steepest descent analysis is a systematic opening of a large number of global lenses.

math.CV↗

arXiv2009

Average characteristic polynomials for multiple orthogonal polynomial ensembles

Multiple orthogonal polynomials (MOP) are a non-definite version of matrix orthogonal polynomials. They are described by a Riemann-Hilbert matrix Y consisting of four blocks Y_{1,1}, Y_{1,2}, Y_{2,1} and Y_{2,2}. In this paper, we show that det Y_{1,1} (det Y_{2,2}) equals the average characteristic polynomial (average inverse characteristic polynomial, respectively) over the probabilistic ensemble that is associated to the MOP. In this way we generalize classical results for orthogonal polynomials, and also some recent results for MOP of type I and type II. We then extend our results to arbitrary products and ratios of characteristic polynomials. In the latter case an important role is played by a matrix-valued version of the Christoffel-Darboux kernel. Our proofs use determinantal identities involving Schur complements, and adaptations of the classical results by Heine, Christoffel and Uvarov.

math.CA↗

arXiv2008

A phase transition for non-intersecting Brownian motions, and the Painleve II equation

We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically distributed in two separate groups, with no interaction between them, as one would intuitively expect. We give a rigorous proof using the Riemann-Hilbert formalism. In the case of 'critical separation' between the endpoints we are led to a model Riemann-Hilbert problem associated to the Hastings-McLeod solution of the Painleve II equation. We show that the Painleve II equation also appears in the large n asymptotics of the recurrence coefficients of the multiple Hermite polynomials that are associated with the Riemann-Hilbert problem.

math.CV↗