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Borodin A, Duits M. Biased 2×2 periodic Aztec diamond and an elliptic curve. Probab Theory Relat Fields 2023; 187:259-315. [PMID: 37655050 PMCID: PMC10465688 DOI: 10.1007/s00440-023-01195-8] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 04/15/2022] [Revised: 12/15/2022] [Accepted: 01/14/2023] [Indexed: 02/19/2023]
Abstract
We study random domino tilings of the Aztec diamond with a biased 2 × 2 periodic weight function and associate a linear flow on an elliptic curve to this model. Our main result is a double integral formula for the correlation kernel, in which the integrand is expressed in terms of this flow. For special choices of parameters the flow is periodic, and this allows us to perform a saddle point analysis for the correlation kernel. In these cases we compute the local correlations in the smooth disordered (or gaseous) region. The special example in which the flow has period six is worked out in more detail, and we show that in that case the boundary of the rough disordered region is an algebraic curve of degree eight.
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Affiliation(s)
- Alexei Borodin
- Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Ave., Cambridge, MA 02139 USA
| | - Maurice Duits
- Department of Mathematics, Royal Institute of Technology, Lindstedtsvägen 25, 10044 Stockholm, Sweden
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Time-convergent random matrices from mean-field pinned interacting eigenvalues. J Appl Probab 2022. [DOI: 10.1017/jpr.2022.53] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Abstract
Abstract
We study a multivariate system over a finite lifespan represented by a Hermitian-valued random matrix process whose eigenvalues (i) interact in a mean-field way and (ii) converge to their weighted ensemble average at their terminal time. We prove that such a system is guaranteed to converge in time to the identity matrix that is scaled by a Gaussian random variable whose variance is inversely proportional to the dimension of the matrix. As the size of the system grows asymptotically, the eigenvalues tend to mutually independent diffusions that converge to zero at their terminal time, a Brownian bridge being the archetypal example. Unlike commonly studied random matrices that have non-colliding eigenvalues, the proposed eigenvalues of the given system here may collide. We provide the dynamics of the eigenvalue gap matrix, which is a random skew-symmetric matrix that converges in time to the
$\textbf{0}$
matrix. Our framework can be applied in producing mean-field interacting counterparts of stochastic quantum reduction models for which the convergence points are determined with respect to the average state of the entire composite system.
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Adler M, Johansson K, van Moerbeke P. A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles. ANN APPL PROBAB 2022. [DOI: 10.1214/21-aap1708] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Mark Adler
- Department of Mathematics, Brandeis University
| | - Kurt Johansson
- Department of Mathematics, KTH Royal Institute of Technology
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COVID-19 pandemic in the Arctic and Subarctic. PANDEMIC RISK, RESPONSE, AND RESILIENCE 2022. [PMCID: PMC9212238 DOI: 10.1016/b978-0-323-99277-0.00030-9] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
Abstract
The pandemic caused by the deadly Coronavirus has spread across the entire world, impacting the lives and livelihood of billions of people living in different regions. Even the Arctic and Subarctic regions are also not exempted from the spread and effect of this pandemic. In this study, we emphasize the COVID-19 pandemic situation of the Arctic and Subarctic regions. Even though the population density of these regions is significantly less, the eminent impact due to COVID-19 remains the same, perhaps more, considering the harsh weather, less communication, and health facilities. We have analyzed seasonal pandemic scenarios, risks, governance responses, and resilience of the locals as well as governments in and around the Arctic and Subarctic regions of Canada, Finland, Greenland, Iceland, Norway, Russia, Sweden, and the United States (Alaska). Despite these regions being extreme, the results reveal that the devastating effect of the pandemic remains almost the same at par with the context of the significantly lower population density. However, the governance shows a silver lining during this period, proving that humankind can win any battle for its sustenance with proper governance and management actions.
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Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness. J Appl Probab 2021. [DOI: 10.1017/jpr.2020.101] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/06/2022]
Abstract
AbstractFor a determinantal point process (DPP) X with a kernel K whose spectrum is strictly less than one, André Goldman has established a coupling to its reduced Palm process $X^u$ at a point u with $K(u,u)>0$ so that, almost surely, $X^u$ is obtained by removing a finite number of points from X. We sharpen this result, assuming weaker conditions and establishing that $X^u$ can be obtained by removing at most one point from X, where we specify the distribution of the difference $\xi_u: = X\setminus X^u$. This is used to discuss the degree of repulsiveness in DPPs in terms of $\xi_u$, including Ginibre point processes and other specific parametric models for DPPs.
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Ferrari PL, Vető B. Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains. ANN APPL PROBAB 2021. [DOI: 10.1214/20-aap1590] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
| | - Bálint Vető
- Department of Stochastics, Budapest University of Technology and Economics; MTA – BME Stochastics Research Group
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Charlier C. Doubly periodic lozenge tilings of a hexagon and matrix valued orthogonal polynomials. STUDIES IN APPLIED MATHEMATICS (CAMBRIDGE, MASS.) 2021; 146:3-80. [PMID: 33536688 PMCID: PMC7821375 DOI: 10.1111/sapm.12339] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 04/08/2020] [Revised: 08/22/2020] [Indexed: 06/12/2023]
Abstract
We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period 2 in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel is expressed in terms of non-Hermitian matrix valued orthogonal polynomials (OPs). This model belongs to a class of models for which the existing techniques for studying asymptotics cannot be applied. The novel part of our method consists of establishing a connection between matrix valued and scalar valued OPs. This allows to simplify the double contour formula for the kernel obtained by Duits and Kuijlaars by reducing the size of a Riemann-Hilbert problem. The proof relies on the fact that the matrix valued weight possesses eigenvalues that live on an underlying Riemann surface M of genus 0. We consider this connection of independent interest; it is natural to expect that similar ideas can be used for other matrix valued OPs, as long as the corresponding Riemann surface M is of genus 0. The rest of the method consists of two parts, and mainly follows the lines of a previous work of Charlier, Duits, Kuijlaars and Lenells. First, we perform a Deift-Zhou steepest descent analysis to obtain asymptotics for the scalar valued OPs. The main difficulty is the study of an equilibrium problem in the complex plane. Second, the asymptotics for the OPs are substituted in the double contour integral and the latter is analyzed using the saddle point method. Our main results are the limiting densities of the lozenges in the disordered flower-shaped region. However, we stress that the method allows in principle to rigorously compute other meaningful probabilistic quantities in the model.
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Dimitrov E, Fang X, Fesser L, Serio C, Teitler C, Wang A, Zhu W. Tightness of Bernoulli Gibbsian line ensembles. ELECTRON J PROBAB 2021. [DOI: 10.1214/21-ejp698] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
| | - Xiang Fang
- UC Santa Barbara, United States of America
| | | | | | | | - Angela Wang
- University of Chicago, United States of America
| | - Weitao Zhu
- Columbia University, United States of America
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Charlier C, Duits M, Kuijlaars ABJ, Lenells J. A Periodic Hexagon Tiling Model and Non-Hermitian Orthogonal Polynomials. COMMUNICATIONS IN MATHEMATICAL PHYSICS 2020; 378:401-466. [PMID: 32704184 PMCID: PMC7366612 DOI: 10.1007/s00220-020-03779-0] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Received: 09/30/2019] [Accepted: 03/30/2020] [Indexed: 06/11/2023]
Abstract
We study a one-parameter family of probability measures on lozenge tilings of large regular hexagons that interpolates between the uniform measure on all possible tilings and a particular fully frozen tiling. The description of the asymptotic behavior can be separated into two regimes: the low and the high temperature regime. Our main results are the computations of the disordered regions in both regimes and the limiting densities of the different lozenges there. For low temperatures, the disordered region consists of two disjoint ellipses. In the high temperature regime the two ellipses merge into a single simply connected region. At the transition from the low to the high temperature a tacnode appears. The key to our asymptotic study is a recent approach introduced by Duits and Kuijlaars providing a double integral representation for the correlation kernel. One of the factors in the integrand is the Christoffel-Darboux kernel associated to polynomials that satisfy non-Hermitian orthogonality relations with respect to a complex-valued weight on a contour in the complex plane. We compute the asymptotic behavior of these orthogonal polynomials and the Christoffel-Darboux kernel by means of a Riemann-Hilbert analysis. After substituting the resulting asymptotic formulas into the double integral we prove our main results by classical steepest descent arguments.
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Affiliation(s)
- C. Charlier
- Department of Mathematics, Royal Institute of Technology (KTH), Stockholm, Sweden
| | - M. Duits
- Department of Mathematics, Royal Institute of Technology (KTH), Stockholm, Sweden
| | - A. B. J. Kuijlaars
- Department of Mathematics, Katholieke Universiteit Leuven, Leuven, Belgium
| | - J. Lenells
- Department of Mathematics, Royal Institute of Technology (KTH), Stockholm, Sweden
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Bufetov A, Knizel A. Asymptotics of random domino tilings of rectangular Aztec diamonds. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2018. [DOI: 10.1214/17-aihp838] [Citation(s) in RCA: 14] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Chhita S, Ferrari PL, Spohn H. Limit distributions for KPZ growth models with spatially homogeneous random initial conditions. ANN APPL PROBAB 2018. [DOI: 10.1214/17-aap1338] [Citation(s) in RCA: 18] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Ferrari PL, Occelli A. Universality of the GOE Tracy-Widom distribution for TASEP with arbitrary particle density. ELECTRON J PROBAB 2018. [DOI: 10.1214/18-ejp172] [Citation(s) in RCA: 15] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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17
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Le Doussal P. Maximum of an Airy process plus Brownian motion and memory in Kardar-Parisi-Zhang growth. Phys Rev E 2017; 96:060101. [PMID: 29347397 DOI: 10.1103/physreve.96.060101] [Citation(s) in RCA: 6] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/28/2017] [Indexed: 06/07/2023]
Abstract
We obtain several exact results for universal distributions involving the maximum of the Airy_{2} process minus a parabola and plus a Brownian motion, with applications to the one-dimensional Kardar-Parisi-Zhang (KPZ) stochastic growth universality class. This allows one to obtain (i) the universal limit, for large time separation, of the two-time height correlation for droplet initial conditions, e.g., C_{∞}=lim_{t_{2}/t_{1}→+∞}h(t_{1})h(t_{2})[over ¯]^{c}/h(t_{1})^{2}[over ¯]^{c}, with C_{∞}≈0.623, as well as conditional moments, which quantify ergodicity breaking in the time evolution; (ii) in the same limit, the distribution of the midpoint position x(t_{1}) of a directed polymer of length t_{2}; and (iii) the height distribution in stationary KPZ with a step. These results are derived from the replica Bethe ansatz for the KPZ continuum equation, with a "decoupling assumption" in the large time limit. They agree and confirm, whenever they can be compared, with (i) our recent tail results for two-time KPZ with the work by de Nardis and Le Doussal [J. Stat. Mech. (2017) 0532121742-546810.1088/1742-5468/aa6bce], checked in experiments with the work by Takeuchi and co-workers [De Nardis et al., Phys. Rev. Lett. 118, 125701 (2017)PRLTAO0031-900710.1103/PhysRevLett.118.125701] and (ii) a recent result of Maes and Thiery [J. Stat. Phys. 168, 937 (2017)JSTPBS0022-471510.1007/s10955-017-1839-2] on midpoint position.
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Affiliation(s)
- Pierre Le Doussal
- CNRS-Laboratoire de Physique Théorique de l'Ecole Normale Supérieure, 24 rue Lhomond, 75231 Paris Cedex, France
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Keesman R, Lamers J. Numerical study of the F model with domain-wall boundaries. Phys Rev E 2017; 95:052117. [PMID: 28618633 DOI: 10.1103/physreve.95.052117] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/27/2017] [Indexed: 11/07/2022]
Abstract
We perform a numerical study of the F model with domain-wall boundary conditions. Various exact results are known for this particular case of the six-vertex model, including closed expressions for the partition function for any system size as well as its asymptotics and leading finite-size corrections. To complement this picture we use a full lattice multicluster algorithm to study equilibrium properties of this model for systems of moderate size, up to L=512. We compare the energy to its exactly known large-L asymptotics. We investigate the model's infinite-order phase transition by means of finite-size scaling for an observable derived from the staggered polarization in order to test the method put forward in our recent joint work with Duine and Barkema. In addition we analyze local properties of the model. Our data are perfectly consistent with analytical expressions for the arctic curves. We investigate the structure inside the temperate region of the lattice, confirming the oscillations in vertex densities that were first observed by Syljuåsen and Zvonarev and recently studied by Lyberg et al. We point out "(anti)ferroelectric" oscillations close to the corresponding frozen regions as well as "higher-order" oscillations forming an intricate pattern with saddle-point-like features.
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Affiliation(s)
- Rick Keesman
- Instituut-Lorentz, Universiteit Leiden, Niels Bohrweg 2, 2333 CA Leiden, The Netherlands
| | - Jules Lamers
- Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg, SE-412 96 Göteborg, Sweden
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Chhita S, Johansson K, Young B. Asymptotic domino statistics in the Aztec diamond. ANN APPL PROBAB 2015. [DOI: 10.1214/14-aap1021] [Citation(s) in RCA: 12] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Gorin V, Shkolnikov M. Limits of multilevel TASEP and similar processes. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2015. [DOI: 10.1214/13-aihp555] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Adler M, Chhita S, Johansson K, van Moerbeke P. Tacnode GUE-minor processes and double Aztec diamonds. Probab Theory Relat Fields 2014. [DOI: 10.1007/s00440-014-0573-9] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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Baik J, Jenkins R. Limiting distribution of maximal crossing and nesting of Poissonized random matchings. ANN PROBAB 2013. [DOI: 10.1214/12-aop781] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Denisov D, Foss S, Konstantopoulos T. Limit theorems for a random directed slab graph. ANN APPL PROBAB 2012. [DOI: 10.1214/11-aap783] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Adler M, Ferrari PL, van Moerbeke P. Airy processes with wanderers and new universality classes. ANN PROBAB 2010. [DOI: 10.1214/09-aop493] [Citation(s) in RCA: 19] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Borodin A, Ferrari P. Large time asymptotics of growth models on space-like paths I: PushASEP. ELECTRON J PROBAB 2008. [DOI: 10.1214/ejp.v13-541] [Citation(s) in RCA: 95] [Impact Index Per Article: 5.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Johansson K. Course 1 Random matrices and determinantal processes. MATHEMATICAL STATISTICAL PHYSICS, ÉCOLE D'ÉTÉ DE PHYSIQUE DES HOUCHES SESSION LXXXIII 2006. [DOI: 10.1016/s0924-8099(06)80038-7] [Citation(s) in RCA: 68] [Impact Index Per Article: 3.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 01/05/2023]
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