No Arabic abstract
We consider various asymptotic scaling limits $Ntoinfty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, and we obtain limiting expressions for the corresponding kernel for different potentials. The first part is devoted to the symplectic Ginibre ensemble with a Gaussian potential. We obtain the asymptotic at the edge of the spectrum in the vicinity of the real line. The unifying form of the kernel allows us to make contact with the bulk scaling along the real line and with the edge scaling away from the real line, where we recover the known determinantal process of the complex Ginibre ensemble. Part two covers ensembles of Mittag-Leffler type with a singularity at the origin. For potentials $Q(zeta)=|zeta|^{2lambda}-(2c/N)log|zeta|$, with $lambda>0$ and $c>-1$, the limiting kernel obeys a linear differential equation of fractional order $1/lambda$ at the origin. For integer $m=1/lambda$ it can be solved in terms of Mittag-Leffler functions. In the last part, we derive the Wards equation for a general class of potentials as a tool to investigate universality. This allows us to determine the functional form of kernels that are translation invariant up to its integration domain.
We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits and the convergence rates of the correlation functions at the real bulk/edge of the spectrum, which in particular establishes the local universality at strong non-Hermiticity. Furthermore, we obtain the subleading corrections of the edge correlation kernels, which depend on the non-Hermiticity parameter contrary to the universal leading term. Our proofs are based on the asymptotic behaviour of the complex elliptic Ginibre ensemble due to Lee and Riser as well as on a version of the Christoffel-Darboux identity, a differential equation satisfied by the skew-orthogonal polynomial kernel.
In this paper we consider three classes of interacting particle systems on $mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type of particle) between $1$ (fast particles) and $epsilonin[0,1]$ (slow particles). The switch between the two jump rates happens at rate $gammain(0,infty)$. In the exclusion process, the interaction is such that each site can be occupied by at most one particle of each type. In the inclusion process, the interaction takes places between particles of the same type at different sites and between particles of different type at the same site. We derive the macroscopic limit equations for the three systems, obtained after scaling space by $N^{-1}$, time by $N^2$, the switching rate by $N^{-2}$, and letting $Ntoinfty$. The limit equations for the macroscopic densities associated to the fast and slow particles is the well-studied double diffusivity model. This system of reaction-diffusion equations was introduced to model polycrystal diffusion and dislocation pipe diffusion, with the goal to overcome the limitations imposed by Ficks law. In order to investigate the microscopic out-of-equilibrium properties, we analyse the system on $[N]={1,ldots,N}$, adding boundary reservoirs at sites $1$ and $N$ of fast and slow particles, respectively. Inside $[N]$ particles move as before, but now particles are injected and absorbed at sites $1$ and $N$ with prescribed rates that depend on the particle type. We compute the steady-state density profile and the steady-state current. It turns out that uphill diffusion is possible, i.e., the total flow can be in the direction of increasing total density. This phenomenon, which cannot occur in a single-type particle system, is a violation of Ficks law made possible by the switching between types.
We establish the existence of free energy limits for several combinatorial models on Erd{o}s-R{e}nyi graph $mathbb {G}(N,lfloor cNrfloor)$ and random $r$-regular graph $mathbb {G}(N,r)$. For a variety of models, including independent sets, MAX-CUT, coloring and K-SAT, we prove that the free energy both at a positive and zero temperature, appropriately rescaled, converges to a limit as the size of the underlying graph diverges to infinity. In the zero temperature case, this is interpreted as the existence of the scaling limit for the corresponding combinatorial optimization problem. For example, as a special case we prove that the size of a largest independent set in these graphs, normalized by the number of nodes converges to a limit w.h.p. This resolves an open problem which was proposed by Aldous (Some open problems) as one of his six favorite open problems. It was also mentioned as an open problem in several other places: Conjecture 2.20 in Wormald [In Surveys in Combinatorics, 1999 (Canterbury) (1999) 239-298 Cambridge Univ. Press]; Bollob{a}s and Riordan [Random Structures Algorithms 39 (2011) 1-38]; Janson and Thomason [Combin. Probab. Comput. 17 (2008) 259-264] and Aldous and Steele [In Probability on Discrete Structures (2004) 1-72 Springer].
We prove the edge universality of the beta ensembles for any $betage 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $mathscr{C}^4$ and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class $mathscr{C}^4$.
The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_beta(N,r)$ consist of $N times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uniform measure on the sphere. For each of these ensembles, we determine the joint eigenvalue distribution for each $N$, and we prove the empirical spectral measures rapidly converge to the semicircular distribution as $N to infty$. In the unitary case ($beta=2$), we also find an explicit formula for the empirical spectral density for each $N$.