Quantcast
  • Register
PhysicsOverflow is a next-generation academic platform for physicists and astronomers, including a community peer review system and a postgraduate-level discussion forum analogous to MathOverflow.

Welcome to PhysicsOverflow! PhysicsOverflow is an open platform for community peer review and graduate-level Physics discussion.

Please help promote PhysicsOverflow ads elsewhere if you like it.

News

PO is now at the Physics Department of Bielefeld University!

New printer friendly PO pages!

Migration to Bielefeld University was successful!

Please vote for this year's PhysicsOverflow ads!

Please do help out in categorising submissions. Submit a paper to PhysicsOverflow!

... see more

Tools for paper authors

Submit paper
Claim Paper Authorship

Tools for SE users

Search User
Reclaim SE Account
Request Account Merger
Nativise imported posts
Claim post (deleted users)
Import SE post

Users whose questions have been imported from Physics Stack Exchange, Theoretical Physics Stack Exchange, or any other Stack Exchange site are kindly requested to reclaim their account and not to register as a new user.

Public \(\beta\) tools

Report a bug with a feature
Request a new functionality
404 page design
Send feedback

Attributions

(propose a free ad)

Site Statistics

205 submissions , 163 unreviewed
5,047 questions , 2,200 unanswered
5,345 answers , 22,709 comments
1,470 users with positive rep
816 active unimported users
More ...

  When should we expect Tracy-Widom?

+ 9 like - 0 dislike
1005 views

The Tracy-Widom law describes, among other things, the fluctuations of maximal eigenvalues of many random large matrix models. Because of its universal character, it obtained his position on the podium of very famous laws in probability theory. I'd like to discuss what are the ingredients to be present in order expect his apparition.

More precisely, the Tracy-Widom law has for cumulative distribution the Fredholm determinant $$ F(s)=\det(I-A_s) $$ where the operator $A_s$ acts on $L^2(s,+\infty)$ by $$ A_sf(x)=\int A(x,y)f(y)dy,\qquad A(x,y)=\frac{Ai(x)Ai'(y)-Ai(y)Ai'(x)}{x-y}, $$ $Ai$ being the Airy function. It is moreover possible to rewrite $F$ in a more explicit (?) form, involving a solution of the Painlevé II equation. It is known that this distribution describes the fluctuations of the maximal value of the GUE, and actually of a large class of Wigner Matrices. It curiously also appears in many interacting particle processes, such as ASEP, TASEP, longest increasing subsequence of uniformly random permutations, polynuclear growth models ... (For an introduction, see http://arxiv.org/abs/math-ph/0603038 and references inside. You may jump at (30) if you are in a hurry, and read more about particles models in Section 3). A natural (but ambitious) question is

  • You have $N$ interacting random points $(x_1,\ldots,x_N)$ on $\mathbb{R}$, when can you predict that $x_{\max}^{(N)}=\max_{i=1}^N x_i$ will fluctuate (up to a rescaling) according to Tracy-Widom law around its large $N$ limiting value ?

Assume that the limiting distribution of the $x_i$'s $$ \mu(dx)=\lim_{N\rightarrow\infty}\frac{1}{N}\sum_{i=1}^N\delta_{x_i}\qquad \mbox{(in the weak topology)} $$ admits a density $f$ on a compact support $S(\mu)$, and note $x_\max=\max S(\mu)$ (which can be assumed to be positive by translation). I have the impression that a necessary condition for the appearance of Tracy-Widom is to satisfy the three following points :

1) (strong repulsion) There exists a strong repulsion between the $x_i$'s (typically, the joint density of the $x_i$'s has a term like $\prod_{i\neq j}|x_i-x_j|$, or at least the $x_i$'s form a determinantal point process).

2) (no jump for $x_\max^{(N)} $) $x_\max^{(N)}\rightarrow x_\max$ a.s. when $N\rightarrow\infty$.

3) (soft edge) The density of $\mu$ vanishes like a square root around $x_\max$, i.e. $f(x)\sim (x_\max-x)^{1/2}$ when $x\rightarrow x_\max$.

For TASEP and longest increasing subsequence models, one can see that 1), 2) and 3) hold [since these models are somehow discretizations of random matrix models where everything is explicit (Wishart and GUE respectively)]. For the Wigner matrices, 2) and 3) clearly hold [Wigner's semicircular law], and I guess 1) is ok [because of the local semicircular law]. For ASEP, 1) clearly holds [because of the E of ASEP], 2) and 3) are not so clear to me, but sound reasonable.

  • Do you know any interacting particle model where Tracy-Widom holds but where one of the previous points is cruelly violated ?

Of course the condition 1) is pretty vague, and would deserve to be defined precisely. It is a part of the question !

NB : I have a pretty weak physical background, so if by any chance a physicist was lost on MO, I'd love to hear his/her criteria for Tracy-Widom...

This post imported from StackExchange MathOverflow at 2015-07-12 18:37 (UTC), posted by SE-user Adrien Hardy
asked Jul 26, 2011 in Theoretical Physics by Adrien Hardy (45 points) [ no revision ]
retagged Jul 12, 2015
Nice question! I, for one, would appreciate the insertion of a few references.

This post imported from StackExchange MathOverflow at 2015-07-12 18:37 (UTC), posted by SE-user Stephen
SPG : Thank you for your interest. As I will edit my post in order to include some references (it was hard to find something packed and semi-exhaustive !).

This post imported from StackExchange MathOverflow at 2015-07-12 18:37 (UTC), posted by SE-user Adrien Hardy
I am not a physicist, but since you wanted to hear from some, take a look at this paper. I saw the first author's talk in MSRI last year. The authors are are experimental physicists; they set up an experiment in which they fired a laser into a dish of a certain kind of liquid crystal, held very near a phase transition. The laser pulse nucleated a local phase change, and the fluctuations of the edge of the resulting ordered region agreed very well with the Tracy-Widom distribution. daisy.phys.s.u-tokyo.ac.jp/student/kazumasa/publications/…

This post imported from StackExchange MathOverflow at 2015-07-12 18:37 (UTC), posted by SE-user Benjamin Young

Your answer

Please use answers only to (at least partly) answer questions. To comment, discuss, or ask for clarification, leave a comment instead.
To mask links under text, please type your text, highlight it, and click the "link" button. You can then enter your link URL.
Please consult the FAQ for as to how to format your post.
This is the answer box; if you want to write a comment instead, please use the 'add comment' button.
Live preview (may slow down editor)   Preview
Your name to display (optional):
Privacy: Your email address will only be used for sending these notifications.
Anti-spam verification:
If you are a human please identify the position of the character covered by the symbol $\varnothing$ in the following word:
p$\hbar$ysicsOv$\varnothing$rflow
Then drag the red bullet below over the corresponding character of our banner. When you drop it there, the bullet changes to green (on slow internet connections after a few seconds).
Please complete the anti-spam verification




user contributions licensed under cc by-sa 3.0 with attribution required

Your rights
...