Examples of interacting particle systems on $mathbb{Z}$ as Pfaffian point processes: annihilating and coalescing random walks

A class of interacting particle systems on $mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion limits, explicit Pfaffan kernels are derived for a variety of coalescing and annihilating Brownian systems. For Brownian motions on $mathbb{R}$, depending on the initial conditions, the corresponding kernels are closely related to the bulk and edge scaling limits of the Pfaffan point process for real eigenvalues for the real Ginibre ensemble of random matrices. For Brownian motions on $mathbb{R}_{+}$ with absorbing or reflected boundary conditions at zero new interesting Pfaffan kernels appear. We illustrate the utility of the Pfaffan structure by determining the extreme statistics of the rightmost particle for the purely annihilating Brownian motions, and also computing the probability of overcrowded regions for all models.

What is the probability that a large random matrix has no real eigenvalues?

We study the large-$n$ limit of the probability $p_{2n,2k}$ that a random $2ntimes 2n$ matrix sampled from the real Ginibre ensemble has $2k$ real eigenvalues. We prove that, $$lim_{nrightarrow infty}frac {1}{sqrt{2n}} log p_{2n,2k}=lim_{nrightarrow infty}frac {1}{sqrt{2n}} log p_{2n,0}= -frac{1}{sqrt{2pi}}zetaleft(frac{3}{2}right),$$ where $zeta$ is the Riemann zeta-function. Moreover, for any sequence of non-negative integers $(k_n)_{ngeq 1}$, $$lim_{nrightarrow infty}frac {1}{sqrt{2n}} log p_{2n,2k_n}=-frac{1}{sqrt{2pi}}zetaleft(frac{3}{2}right),$$ provided $lim_{nrightarrow infty} left(n^{-1/2}log(n)right) k_{n}=0$.

Universality at the Edge for Unitary Matrix Models

Using the results on the $1/n$-expansion of the Verblunsky coefficients for a class of polynomials orthogonal on the unit circle with $n$ varying weight, we prove that the local eigenvalue statistic for unitary matrix models is independent of the form of the potential, determining the matrix model. Our proof is applicable to the case of four times differentiable potentials and of supports, consisting of one interval.

Bulk Universality for Unitary Matrix Models

We give a proof of universality in the bulk of spectrum of unitary matrix models, assuming that the potential is globally $C^{2}$ and locally $C^{3}$ function. The proof is based on the determinant formulas for correlation functions in terms of polynomials orthogonal on the unit circle. We do not use asymptotics of orthogonal polynomials. We obtain the $sin$-kernel as a unique solution of a certain non-linear integro-differential equation.

Asymptotic behavior of the Verblunsky coefficients for the OPUC with a varying weight

We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the equilibrium measure has a one interval support. We obtain the asymptotics as a solution of the system of string equations.