Reunion Probability of N Vicious Walkers: Typical and Large Fluctuations for Large N

We consider three different models of N non-intersecting Brownian motions on a line segment [0,L] with absorbing (model A), periodic (model B) and reflecting (model C) boundary conditions. In these three cases we study a properly normalized reunion probability, which, in model A, can also be interpreted as the maximal height of N non-intersecting Brownian excursions (called “watermelons” with a wall) on the unit time interval. We provide a detailed derivation of the exact formula for these reunion probabilities for finite N using a Fermionic path integral technique. We then analyze the asymptotic behavior of this reunion probability for large N using two complementary techniques: (i) a saddle point analysis of the underlying Coulomb gas and (ii) orthogonal polynomial method. These two methods are complementary in the sense that they work in two different regimes, respectively for $L\ll O(\sqrt{N})$ and $L\geq O(\sqrt{N})$ . A striking feature of the large N limit of the reunion probability in the three models is that it exhibits a third-order phase transition when the system size L crosses a critical value $L=L_{c}(N)\sim\sqrt{N}$ . This transition is akin to the Douglas-Kazakov transition in two-dimensional continuum Yang-Mills theory. While the central part of the reunion probability, for L～L _c (N), is described in terms of the Tracy-Widom distributions (associated to GOE and GUE depending on the model), the emphasis of the present study is on the large deviations of these reunion probabilities, both in the right [L?L _c (N)] and the left [L?L _c (N)] tails. In particular, for model B, we find that the matching between the different regimes corresponding to typical L～L _c (N) and atypical fluctuations in the right tail L?L _c (N) is rather unconventional, compared to the usual behavior found for the distribution of the largest eigenvalue of GUE random matrices. This paper is an extended version of (Schehr et al. in Phys. Rev. Lett. 101:150601, 2008) and (Forrester et al. in Nucl. Phys. B 844:500–526, 2011).     

Random ballistic growth and diffusion in symmetric spaces

Sequential ballistic deposition (BD) with next-nearest-neighbor (NNN) interactions in a N  -column box is viewed as a time-ordered product of (N×N)$(N\times N)$-matrices consisting of a single _sl2${\mathit{sl}}_2$-block which has a random position along the diagonal. We relate the uniform BD growth with the diffusion in the symmetric space _HN=SL(N,R)/SO(N)$H_N=\mathit{SL}(N,R)/\mathit{SO}(N)$. In particular, the distribution of the maximal height of a growing heap is connected with the distribution of the maximal distance for the diffusion process in _HN$H_N$. The coordinates of _HN$H_N$ are interpreted as the coordinates of particles of the one-dimensional Toda chain. The group-theoretic structure of the system and links to some random matrix models are also discussed.     

Statistics of the number of zero crossings: from random polynomials to the diffusion equation

We consider a class of real random polynomials, indexed by an integer d, of large degree n and focus on the number of real roots of such random polynomials. The probability that such polynomials have no real root in the interval [0, 1] decays as a power law n(-theta(d)) where theta(d)>0 is the exponent associated with the decay of the persistence probability for the diffusion equation with random initial conditions in space dimension d. For n even, the probability that such polynomials have no root on the full real axis decays as n(-2[theta(d)+theta(2)]). For d=1, this connection allows for a physical realization of real random polynomials. We further show that the probability that such polynomials have exactly k real roots in [0, 1] has an unusual scaling form given by n(-phi(k/logn)) where phi(x) is a universal large deviation function.     

Aging in the glass phase of a two-dimensional random periodic elastic system

Using the renormalization group method we investigate the nonequilibrium relaxation of the (Cardy-Ostlund) 2D random sine-Gordon model, which describes pinned arrays of lines. Its statics exhibit a marginal (theta = 0) glass phase for T < Tg described by a line of fixed points. We obtain the universal scaling functions for two-time dynamical response and correlations near Tg for various initial conditions, as well as the autocorrelation exponent. The fluctuation dissipation ratio is found to be nontrivial and continuously dependent on T.     

Near-Extreme Eigenvalues and the First Gap of Hermitian Random Matrices

We study the phenomenon of “crowding” near the largest eigenvalue \(\lambda _\mathrm{max}\) of random \(N \times N\) matrices belonging to the Gaussian Unitary Ensemble of random matrix theory. We focus on two distinct quantities: (i) the density of states (DOS) near \(\lambda _\mathrm{max}\) , \(\rho _\mathrm{DOS}(r,N)\) , which is the average density of eigenvalues located at a distance \(r\) from \(\lambda _\mathrm{max}\) and (ii) the probability density function of the gap between the first two largest eigenvalues, \(p_\mathrm{GAP}(r,N)\) . In the edge scaling limit where \(r = \mathcal{O}(N^{-1/6})\) , which is described by a double scaling limit of a system of unconventional orthogonal polynomials, we show that \(\rho _\mathrm{DOS}(r,N)\) and \(p_\mathrm{GAP}(r,N)\) are characterized by scaling functions which can be expressed in terms of the solution of a Lax pair associated to the Painlevé XXXIV equation. This provides an alternative and simpler expression for the gap distribution, which was recently studied by Witte et al. in Nonlinearity 26:1799, 2013. Our expressions allow to obtain precise asymptotic behaviors of these scaling functions both for small and large arguments.     

Maximal Distance Travelled by N Vicious Walkers Till Their Survival

We consider N Brownian particles moving on a line starting from initial positions \(\mathbf{{u}}\equiv \{u_1,u_2,\ldots u_N\}\) such that \(0 . Their motion gets stopped at time \(t_s\) when either two of them collide or when the particle closest to the origin hits the origin for the first time. For \(N=2\) , we study the probability distribution function \(p_1(m|\mathbf{{u}})\) and \(p_2(m|\mathbf{{u}})\) of the maximal distance travelled by the \(1^{\text {st}}\) and \(2^{\text {nd}}\) walker till \(t_s\) . For general N particles with identical diffusion constants \(D\) , we show that the probability distribution \(p_N(m|\mathbf{u})\) of the global maximum \(m_N\) , has a power law tail \(p_i(m|\mathbf{{u}}) \sim {N^2B_N\mathcal {F}_{N}(\mathbf{u})}/{m^{\nu _N}}\) with exponent \(\nu _N =N^2+1\) . We obtain explicit expressions of the function \(\mathcal {F}_{N}(\mathbf{u})\) and of the N dependent amplitude \(B_N\) which we also analyze for large N using techniques from random matrix theory. We verify our analytical results through direct numerical simulations.     

Extremes of N Vicious Walkers for Large N: Application to the Directed Polymer and KPZ Interfaces

We compute the joint probability density function (jpdf) P _N (M,?? _M ) of the maximum M and its position ?? _M for N non-intersecting Brownian excursions, on the unit time interval, in the large N limit. For N????, this jpdf is peaked around $M = \sqrt{2N}$ and ?? _M =1/2, while the typical fluctuations behave for large N like $M - \sqrt{2N} \propto s N^{-1/6}$ and ?? _M ?1/2??wN ^?1/3 where s and w are correlated random variables. One obtains an explicit expression of the limiting jpdf P(s,w) in terms of the Tracy-Widom distribution for the Gaussian Orthogonal Ensemble (GOE) of Random Matrix Theory and a psi-function for the Hastings-McLeod solution to the Painlevé II equation. Our result yields, up to a rescaling of the random variables s and w, an expression for the jpdf of the maximum and its position for the Airy₂ process minus a parabola. This latter describes the fluctuations in many different physical systems belonging to the Kardar-Parisi-Zhang (KPZ) universality class in 1+1 dimensions. In particular, the marginal probability density function (pdf) P(w) yields, up to a model dependent length scale, the distribution of the endpoint of the directed polymer in a random medium with one free end, at zero temperature. In the large w limit one shows the asymptotic behavior logP(w)???w ³/12.