Double scaling limit in the random matrix model: The Riemann‐Hilbert approach

We prove the existence of the double scaling limit in the unitary matrix model with quartic interaction, and we show that the correlation functions in the double scaling limit are expressed in terms of the integrable kernel determined by the ψ function for the Hastings‐McLeod solution to the Painlevé II equation. The proof is based on the Riemann‐Hilbert approach, and the central point of the proof is an analysis of analytic semiclassical asymptotics for the ψ function at the critical point in the presence of four coalescing turning points. © 2003 Wiley Periodicals, Inc.     

The CRT is the scaling limit of random dissections

Abstract–We study the graph structure of large random dissections of polygons sampled according to Boltzmann weights, which encompasses the case of uniform dissections or uniform p‐angulations. As their number of vertices n goes to infinity, we show that these random graphs, rescaled by , converge in the Gromov–Hausdorff sense towards a multiple of Aldous' Brownian tree when the weights decrease sufficiently fast. The scaling constant depends on the Boltzmann weights in a rather amusing and intriguing way, and is computed by making use of a Markov chain which compares the length of geodesics in dissections with the length of geodesics in their dual trees. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 304–327, 2015     

On the scaling limit of loop-erased random walk excursion

We use the known convergence of loop-erased random walk to radial SLE(2) to give a new proof that the scaling limit of loop-erased random walk excursion in the upper half-plane is chordal SLE(2). Our proof relies on a version of Wilson’s algorithm for weighted graphs which is used together with a Beurling-type estimate for random walk excursion. We also establish and use the convergence of the radial SLE path to the chordal SLE path as the bulk point tends to a boundary point. In the final section we sketch how to extend our results to more general simply connected domains.     

The scaling limit of loop-erased random walk in three dimensions

We show that the scaling limit exists and is invariant under dilations and rotations. We give some tools that might be useful to show universality.     

The Brownian map is the scaling limit of uniform random plane quadrangulations

We prove that uniform random quadrangulations of the sphere with n faces, endowed with the usual graph distance and renormalized by n ^?1/4, converge as n → ∞ in distribution for the Gromov–Hausdorff topology to a limiting metric space. We validate a conjecture by Le Gall, by showing that the limit is (up to a scale constant) the so-called Brownian map, which was introduced by Marckert–Mokkadem and Le Gall as the most natural candidate for the scaling limit of many models of random plane maps. The proof relies strongly on the concept of geodesic stars in the map, which are configurations made of several geodesics that only share a common endpoint and do not meet elsewhere.     

The continuum random tree is the scaling limit of unlabeled unrooted trees

We show that the uniform unlabeled unrooted tree with n vertices and vertex degrees in a fixed set converges in the Gromov‐Hausdorff sense after a suitable rescaling to the Brownian continuum random tree. This confirms a conjecture by Aldous (1991). We also establish Benjamini‐Schramm convergence of this model of random trees and provide a general approximation result, that allows for a transfer of a wide range of asymptotic properties of extremal and additive graph parameters from Pólya trees to unrooted trees.     

On the continuum limit of the conformal matrix models

The double scaling limit of a new class of the multi-matrix models proposed in [1], which possess the W-symmetry at the discrete level, is investigated in details. These models are demonstrated to fall into the same universality class as the standard multi-matrix models. In particular, the transformation of the W-algebra at the discrete level into the continuum one of the paper [2] is proposed, the corresponding partition functions being compared. All calculations are demonstrated in full in the first non-trivial case of W⁽³⁾-constraints.This paper was supported in part by NSF grant PHY88-57200.Published in Teoreticheskaya i Matematicheskaya Fizika, Vol. 95, No. 2, pp. 317–340, May, 1993.     

A scaling limit for the length of the longest cycle in a sparse random digraph

We discuss the length of the longest directed cycle in the sparse random digraph , constant. We show that for large there exists a function such that a.s. The function where is a polynomial in . We are only able to explicitly give the values , although we could in principle compute any .     

Edge scaling limits for a family of non-Hermitian random matrix ensembles

A family of random matrix ensembles interpolating between the Ginibre ensemble of n × n matrices with iid centered complex Gaussian entries and the Gaussian unitary ensemble (GUE) is considered. The asymptotic spectral distribution in these models is uniform in an ellipse in the complex plane, which collapses to an interval of the real line as the degree of non-Hermiticity diminishes. Scaling limit theorems are proven for the eigenvalue point process at the rightmost edge of the spectrum, and it is shown that a non-trivial transition occurs between Poisson and Airy point process statistics when the ratio of the axes of the supporting ellipse is of order n ^?1/3. In this regime, the family of limiting probability distributions of the maximum of the real parts of the eigenvalues interpolates between the Gumbel and Tracy–Widom distributions.     

Properties of the limit shape for some last-passage growth models in random environments

We study directed last-passage percolation on the planar square lattice whose weights have general distributions, or equivalently, queues in series with general service distributions. Each row of the last-passage model has its own randomly chosen weight distribution. We investigate the limiting time constant close to the boundary of the quadrant. Close to the y-axis, where the number of random distributions averaged over stays large, the limiting time constant takes the same universal form as in the homogeneous model. But close to the x-axis we see the effect of the tail of the distribution of the random environment.     

On the strong limit theorems for double arrays of blockwise M-dependent random variables

For a double array of blockwise M-dependent random variables {X _mn ,m ?? 1, n ?? 1}, strong laws of large numbers are established for double sums ?? _i=1 ^m ?? _j=1 ⁿ X _ij , m ?? 1, n ?? 1. The main results are obtained for (i) random variables {X _mn ,m ?? 1, n ?? 1} being non-identically distributed but satisfy a condition on the summability condition for the moments and (ii) random variables {X _mn ,m ?? 1, n ?? 1} being stochastically dominated. The result in Case (i) generalizes the main result of Móricz et al. [J. Theoret. Probab., 21, 660?C671 (2008)] from dyadic to arbitrary blocks, whereas the result in Case (ii) extends a result of Gut [Ann. Probab., 6, 469?C482 (1978)] to the bockwise M-dependent setting. The sharpness of the results is illustrated by some examples.     

Universality of random graphs and rainbow embedding

In this paper we show how to use simple partitioning lemmas in order to embed spanning graphs in a typical member of . Let the maximum density of a graph H be the maximum average degree of all the subgraphs of H. First, we show that for , a graph w.h.p. contains copies of all spanning graphs H with maximum degree at most Δ and maximum density at most d. For , this improves a result of Dellamonica, Kohayakawa, Rödl and Rucińcki. Next, we show that if we additionally restrict the spanning graphs to have girth at least 7 then the random graph contains w.h.p. all such graphs for . In particular, if , the random graph therefore contains w.h.p. every spanning tree with maximum degree bounded by Δ. This improves a result of Johannsen, Krivelevich and Samotij. Finally, in the same spirit, we show that for any spanning graph H with constant maximum degree, and for suitable p, if we randomly color the edges of a graph with colors, then w.h.p. there exists a rainbow copy of H in G (that is, a copy of H with all edges colored with distinct colors). © 2015 Wiley Periodicals, Inc. Random Struct. Alg., 48, 546–564, 2016     

Universality and scaling of correlations between zeros on complex manifolds

We study the limit as N→∞ of the correlations between simultaneous zeros of random sections of the powers L ^N of a positive holomorphic line bundle L over a compact complex manifold M, when distances are rescaled so that the average density of zeros is independent of N. We show that the limit correlation is independent of the line bundle and depends only on the dimension of M and the codimension of the zero sets. We also provide some explicit formulas for pair correlations. In particular, we prove that Hannay’s limit pair correlation function for SU(2) polynomials holds for all compact Riemann surfaces. Oblatum 17-VI-1999 & 31-III-2000?Published online: 5 June 2000     

General tridiagonal random matrix models, limiting distributions and fluctuations

In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given in Dumitriu and Edelman (J. Math. Phys. 43(11): 5830–5847, 2002; J. Math. Phys. 47(11):5830–5847, 2006). We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions in some particular cases. We also discuss the limit of fluctuations, which, in a general context, turn out to be Gaussian. For the case of several random matrices, we prove the convergence of the joint moments and the convergence of the fluctuations to a Gaussian family. The methods involved are based on an elementary result on sequences of real numbers and a judicious counting of levels of paths.     

Universality of random matrices and local relaxation flow

Consider the Dyson Brownian motion with parameter β, where β=1,2,4 corresponds to the eigenvalue flows for the eigenvalues of symmetric, hermitian and quaternion self-dual ensembles. For any β≥1, we prove that the relaxation time to local equilibrium for the Dyson Brownian motion is bounded above by N ^−ζ for some ζ>0. The proof is based on an estimate of the entropy flow of the Dyson Brownian motion w.r.t. a “pseudo equilibrium measure”. As an application of this estimate, we prove that the eigenvalue spacing statistics in the bulk of the spectrum for N×N symmetric Wigner ensemble is the same as that of the Gaussian Orthogonal Ensemble (GOE) in the limit N→∞. The assumptions on the probability distribution of the matrix elements of the Wigner ensemble are a subexponential decay and some minor restriction on the support.     

Large deviations from a macroscopic scaling limit for particle systems with Kac interaction and random potential

We consider a lattice gas in a periodic d-dimensional lattice of width γ⁻¹, γ>0, interacting via a Kac's type interaction, with range and strength γ^d, and under the influence of a random one body potential given by independent, bounded, random variables with translational invariant distribution. The system evolves through a conservative dynamics, i.e. particles jump to nearest neighbor empty sites, with rates satisfying detailed balance with respect to the equilibrium measures. In [M. Mourragui, E. Orlandi, E. Saada, Macroscopic evolution of particles systems with random field Kac interactions, Nonlinearity 16 (2003) 2123–2147] it has been shown that rescaling space as γ⁻¹ and time as γ⁻², in the limit γ→0, for dimensions d3, the macroscopic density profile ρ satisfies, a.s. with respect to the random field, a non-linear integral partial differential equation, having the diffusion matrix determined by the statistical properties of the external random field. Here we show an almost sure (with respect to the random field) large deviations principle for the empirical measures of such a process. The rate function, which depends on the statistical properties of the external random field, is lower semicontinuous and has compact level sets.     

Acoustic limit for the Boltzmann equation in optimal scaling

Based on a recent L² ? L^∞ framework, we establish the acoustic limit of the Boltzmann equation for general collision kernels. The scaling of the fluctuations with respect to the Knudsen number is optimal. Our approach is based on a new analysis of the compressible Euler limit of the Boltzmann equation, as well as refined estimates of Euler and acoustic solutions. © 2009 Wiley Periodicals, Inc.     

Central limit theorem for traces of large random symmetric matrices with independent matrix elements

We study Wigner ensembles of symmetric random matricesA=(a _ij ),i, j=1,...,n with matrix elementsa _ij ,ij being independent symmetrically distributed random variables

Universality in several-matrix models via approximate transport maps

We construct approximate transport maps for perturbative several-matrix models. As a consequence, we deduce that local statistics have the same asymptotic as in the case of independent GUE or GOE matrices (i.e., they are given by the sine-kernel in the bulk and the Tracy–Widom distribution at the edge), and we show averaged energy universality (i.e., universality for averages of m-points correlation functions around some energy level E in the bulk). As a corollary, these results yield universality for self-adjoint polynomials in several independent GUE or GOE matrices which are close to the identity.