Asymptotics of Karhunen-Loeve Eigenvalues and Tight Constants for Probability Distributions of Passive Scalar Transport

In this paper we study the asymptotics of the probability distribution function for a certain model of freely decaying passive scalar transport. In particular we prove rigorous large n, or semiclassical, asymptotics for the eigenvalues of the covariance of a fractional Brownian motion. Using these asymptotics, along with some standard large deviations results, we are able to derive tight asymptotics for the rate of decay of the tails of the probability density for a generalization of the Majda model of scalar intermittency originally due to Vanden Eijnden. We are also able to derive asymptotically tight estimates for the closely related problem of small L₂ ball probabilities for a fractional Brownian motion.     

Universal Bounds for Eigenvalues of a Buckling Problem

In this paper, we investigate an eigenvalue problem for a biharmonic operator on a bounded domain in an n-dimensional Euclidean space, which is also called a buckling problem. We introduce a new method to construct ``nice' trial functions and we derive a universal inequality for higher eigenvalues of the buckling problem by making use of the trial functions. Thus, we give an affirmative answer for the problem on universal bounds for eigenvalues of the buckling problem, which was proposed by Payne, Pólya and Weinberger in [14] and this problem has been mentioned again by Ashbaugh in [1]. Research partially supported by a Grant-in-Aid for Scientific Research from the Japan Society for the Promotion of Science. Research partially supported by SF of CAS     

Integrable Structure of Conformal Field Theory II. Q-operator and DDV equation

This paper is a direct continuation of [1] where we began the study of the integrable structures in Conformal Field Theory. We show here how to construct the operators ${\bf Q}_{\pm}(\lambda)$ which act in the highest weight Virasoro module and commute for different values of the parameter λ. These operators appear to be the CFT analogs of the Q - matrix of Baxter [2], in particular they satisfy Baxter's famous T- Q equation. We also show that under natural assumptions about analytic properties of the operators as the functions of λ the Baxter's relation allows one to derive the nonlinear integral equations of Destri-de Vega (DDV) [3] for the eigenvalues of the Q-operators. We then use the DDV equation to obtain the asymptotic expansions of the Q - operators at large λ; it is remarkable that unlike the expansions of the T operators of [1], the asymptotic series for Q(λ) contains the “dual” nonlocal Integrals of Motion along with the local ones. We also discuss an intriguing relation between the vacuum eigenvalues of the Q - operators and the stationary transport properties in the boundary sine-Gordon model. On this basis we propose a number of new exact results about finite voltage charge transport through the point contact in the quantum Hall system. Received: 2 December 1996 / Accepted: 11 March 1997     

Gaussian Fluctuation for the Number of Particles in Airy, Bessel, Sine, and Other Determinantal Random Point Fields

We prove the Central Limit Theorem (CLT) for the number of eigenvalues near the spectrum edge for certain Hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point fields with determinantal correlation functions. As another corollary of the Costin–Lebowitz Theorem we prove the CLT for the empirical distribution function of the eigenvalues of random matrices from classical compact groups.     

A Note on the Bethe Ansatz Solution of the Supersymmetric t-J Model

The three different sets of Bethe ansatz equations describing the Bethe ansatz solution of the supersymmetric t-J model are known to be equivalent. Here we give a new, simplified proof of this fact which relies on the properties of certain polynomials. We also show that the corresponding transfer matrix eigenvalues agree.     

Infinite-Dimensional Lie Superalgebras and Hook Schur Functions

 Making use of a Howe duality involving the infinite-dimensional Lie superalgebra and the finite-dimensional group GL _l of [CW3] we derive a character formula for a certain class of irreducible quasi-finite representations of in terms of hook Schur functions. We use the reduction procedure of to to derive a character formula for a certain class of level 1 highest weight irreducible representations of, the affine Lie superalgebra associated to the finite-dimensional Lie superalgebra . These modules turn out to form the complete set of integrable -modules of level 1. We also show that the characters of all integrable level 1 highest weight irreducible -modules may be written as a sum of products of hook Schur functions. Received: 6 March 2002 / Accepted: 15 January 2003 Published online: 14 March 2003 RID="*" ID="*" Partially supported by NSC-grant 91-2115-M-002-007 of the R.O.C. RID="**" ID="**" Partially supported by NSC-grant 90-2115-M-006-015 of the R.O.C. Communicated by M. Aizenman     

Free Massive Fermions¶Inside the Quantum Discrete sine-Gordon Model

We extend the notion of space shifts introduced in [FV3] for certain quantum light cone lattice equations of sine-Gordon type at root of unity (e.g. [FV1,FV2,BKP,BBR]). As a result, we obtain a compatibility equation for the roots of central elements within the algebra of observables (also called current algebra). The equation, which is obtained by exponentiating these roots, is exactly the evolution equation for the?“classical background” as described in [BBR]. As an application for the introduced constructions, we derive a one to one correspondence between a special case of the quantum light cone lattice equations of sine-Gordon type and free massive fermions on a lattice, as a special case of the lattice Thirring model constructed in [DV]. Received: 2 December 1996 / Accepted: 19 January 1999     

On Asymptotic Behavior of Multilinear Eigenvalue Statistics of Random Matrices

We prove the Law of Large Numbers and the Central Limit Theorem for analogs of U- and V- (von Mises) statistics of eigenvalues of random matrices as their size tends to infinity. We show first that for a certain class of test functions (kernels), determining the statistics, the validity of these limiting laws reduces to the validity of analogous facts for certain linear eigenvalue statistics. We then check the conditions of the reduction statements for several most known ensembles of random matrices. The reduction phenomenon is well known in statistics, dealing with i.i.d. random variables. It is of interest that an analogous phenomenon is also the case for random matrices, whose eigenvalues are strongly dependent even if the entries of matrices are independent.     

On the stability of time-harmonic localized states in a disordered nonlinear medium

We study the problem of localization in a disordered one-dimensional nonlinear medium modeled by the nonlinear Schrödinger equation. Devillard and Souillard have shown that almost every time-harmonic solution of this random PDE exhibits localization. We consider the temporal stability of such time-harmonic solutions and derive bounds on the location of any unstable eigenvalues. By direct numerical determination of the eigenvalues we show that these time-harmonic solutions are typically unstable, and find the distribution of eigenvalues in the complex plane. The distributions are distinctly different for focusing and defocusing nonlinearities. We argue further that these instabilities are connected with resonances in a Schrödinger problem, and interpret the earlier numerical simulations of Caputo, Newell, and Shelley, and of Shelley in terms of these instabilities. Finally, in the defocusing case we are able to construct a family of asymptotic solutions which includes the stable limiting time-harmonic state observed in the simulations of Shelley.     

Bethe ansatz for the XXX-S chain with non-diagonal open boundaries

We consider the algebraic Bethe ansatz solution of the integrable and isotropic XXX-S Heisenberg chain with non-diagonal open boundaries. We show that the corresponding K-matrices are similar to diagonal matrices with the help of suitable transformations independent of the spectral parameter. When the boundary parameters satisfy certain constraints we are able to formulate the diagonalization of the associated double-row transfer matrix by means of the quantum inverse scattering method. This allows us to derive explicit expressions for the eigenvalues and the corresponding Bethe ansatz equations. We also present evidences that the eigenvectors can be build up in terms of multiparticle states for arbitrary S.     

On the 1/n Expansion for Some Unitary Invariant Ensembles of Random Matrices

We present a version of the 1/n-expansion for random matrix ensembles known as matrix models. The case where the support of the density of states of an ensemble consists of one interval and the case where the density of states is even and its support consists of two symmetric intervals is treated. In these cases we construct the expansion scheme for the Jacobi matrix determining a large class of expectations of symmetric functions of eigenvalues of random matrices, prove the asymptotic character of the scheme and give an explicit form of the first two terms. This allows us, in particular, to clarify certain theoretical physics results on the variance of the normalized traces of the resolvent of random matrices. We also find the asymptotic form of several related objects, such as smoothed squares of certain orthogonal polynomials, the normalized trace and the matrix elements of the resolvent of the Jacobi matrices, etc. Received: 9 November 2000 / Accepted: 26 July 2001     

Hilbert space representations of Lie algebras

We describe a new approach to the general theory of unitary representations of Lie groups which makes use of the Gelfand-Segal construction directly on the universal enveloping algebra of any Lie algebra. The crucial observation is that Nelson's theory of analytic vectors allows the characterisation of certain states on the universal enveloping algebra such that the corresponding representations of the universal enveloping algebra are the infinitesimal part of unitary representations of the associated simply connected Lie group. In the first section of the paper we show that with the aid of Choquet's theory of representing measures one can derive a simple new approach to integral decomposition theory along these lines.In the second section of the paper we use these methods to study the irreducible unitary representations of general semi-simple Lie groups. We give a simple proof that theK-finite vectors studied by Harish-Chandra [5] are all analytic vectors. We also give new proofs of some of Godement's results [2] characterising spherical functions of height one, at least for unitary representations. Compared with [2] our method has the possible advantage of obtaining the characterisations by infinitesimal methods instead of using an indirect argument involving functions on the group. We point out that while being purely algebraic in nature, this approach makes almost no use of the deep and difficult theorems of Harish-Chandra concerning the universal enveloping algebra [5].Our work is done in very much the same spirit as that of Power's recent paper [8]. The main difference is that by concentrating on a more special class of positive states we are able to carry the analysis very much further without difficulty.     

Finitized Conformal Spectra of the Ising Model on the Klein Bottle and Möbius Strip

We study the conformal spectra of the critical square lattice Ising model on the Klein bottle and Möbius strip using Yang–Baxter techniques and the solution of functional equations. In particular, we obtain expressions for the finitized conformal partition functions in terms of finitized Virasoro characters. This demonstrates that Yang–Baxter techniques and functional equations can be used to study the conformal spectra of more general exactly solvable lattice models in these topologies. The results rely on certain properties of the eigenvalues which are confirmed numerically.     

Curvature dependent lower bounds for the first eigenvalue of the Dirac operator

Using Weitzenböck techniques on any compact Riemannian spin manifold we derive inequalities that involve a real parameter and join the eigenvalues of the Dirac operator with curvature terms. The discussion of these inequalities yields vanishing theorems for the kernel of the Dirac operator D and lower bounds for the spectrum of D² if the curvature satisfies certain conditions.     

The Kochen-Specker theorem and Bell's theorem: An algebraic approach

In this paper we present a systematic formulation of some recent results concerning the algebraic demonstration of the two major no-hidden-variables theorems for N spin-1/2 particles. We derive explicitly the GHZ states involved and their associated eigenvalues. These eigenvalues turn out to be undefined for N=, this fact providing a new proof showing that the nonlocality argument breaks down in the limit of a truly infinite number of particles.     

On Ulam-von Neumann transformations

We define and study Ulam-von Neumann transformations which are certain interval mappings and conjugate toq(x)=1–2x ² on [–1,1]. We use a singular metric on [–1,1] to study a Ulam-von Neumann transformation. This singular metric is universal in the sense that it does not depend on any particular mapping but only on the exponent of this mapping at its unique critical point. We give the smooth classification of Ulam-von Neumann transformations by their eigenvalues at periodic points and exponents and asymmetries.The author is partially supported by a PSC-CUNY grant and a NSF grant.     

Distribution of complex eigenvalues for symplectic ensembles of non-Hermitian matrices

A symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix σ-model. The zero-dimensional version of this model corresponds to a symplectic ensemble of weakly non-Hermitian matrices. We derive analytically an explicit expression for the density of complex eigenvalues. This function proves to differ qualitatively from those known for the unitary and orthogonal ensembles. In contrast to these cases, a depletion of the eigenvalues occurs near the real axis. The result about the depletion is in agreement with a previous numerical study performed for QCD models.     

Schlesinger Transformations and Quantum R-Matrices

 Schlesinger transformations are discrete monodromy preserving symmetry transformations of a meromorphic connection which shift by integers the eigenvalues of its residues. We study Schlesinger transformations for twisted -valued connections on the torus. A universal construction is presented which gives the elementary two-point transformations in terms of Belavin's elliptic quantum R-matrix. In particular, the role of the quantum deformation parameter is taken by the difference of the two poles whose residue eigenvalues are shifted. Elementary one-point transformations (acting on the residue eigenvalues at a single pole) are constructed in terms of the classical elliptic r-matrix. The action of these transformations on the τ-function of the system may completely be integrated and we obtain explicit expressions in terms of the parameters of the connection. In the limit of a rational R-matrix, our construction and the τ-quotients reduce to the classical results of Jimbo and Miwa in the complex plane. Received: 19 December 2001 / Accepted: 20 May 2002 Published online: 14 October 2002