Results 1  10
of
475
Shape fluctuations and random matrices
, 1999
"... We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Uni ..."
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Cited by 235 (10 self)
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We study a certain random growth model in two dimensions closely related to the onedimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the TracyWidom largest eigenvalue distribution for the Gaussian Unitary Ensemble (GUE).
Split States, Entropy Enigmas, Holes and Halos
, 2007
"... We investigate degeneracies of BPS states of Dbranes on compact CalabiYau manifolds. We develop a factorization formula for BPS indices using attractor flow trees associated to multicentered black hole bound states. This enables us to study background dependence of the BPS spectrum, to compute e ..."
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Cited by 95 (11 self)
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We investigate degeneracies of BPS states of Dbranes on compact CalabiYau manifolds. We develop a factorization formula for BPS indices using attractor flow trees associated to multicentered black hole bound states. This enables us to study background dependence of the BPS spectrum, to compute explicitly exact indices of various nontrivial Dbrane systems, and to clarify the subtle relation of DonaldsonThomas invariants to BPS indices of stable D6D2D0 states, realized in supergravity as “hole halos. ” We introduce a convergent generating function for D4 indices in the large CY volume limit, and prove it can be written as a modular average of its polar part, generalizing the fareytail expansion of the elliptic genus. We show polar states are “split ” D6antiD6 bound states, and that the partition function factorizes accordingly, leading to a refined version of the OSV conjecture. This differs from the original conjecture in several aspects. In particular we obtain a nontrivial measure factor g −2 top e−K and find factorization requires a cutoff. We show that the main factor determining the cutoff and therefore the error is the existence of “swing states ” — D6 states which exist at large radius but do not form stable D6antiD6 bound states. We point out a likely breakdown of the OSV conjecture at small gtop (in the large background CY volume limit), due to the surprising phenomenon that for sufficiently large background Kähler moduli, a charge ΛΓ supporting single centered black holes of entropy ∼ Λ2S(Γ) also admits twocentered BPS black hole realizations whose entropy grows like Λ3 when Λ → ∞.
Matrix models for betaensembles
 J. Math. Phys
, 2002
"... This paper constructs tridiagonal random matrix models for general (β> 0) βHermite (Gaussian) and βLaguerre (Wishart) ensembles. These generalize the wellknown Gaussian and Wishart models for β = 1,2,4. Furthermore, in the cases of the βLaguerre ensembles, we eliminate the exponent quantization ..."
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Cited by 86 (19 self)
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This paper constructs tridiagonal random matrix models for general (β> 0) βHermite (Gaussian) and βLaguerre (Wishart) ensembles. These generalize the wellknown Gaussian and Wishart models for β = 1,2,4. Furthermore, in the cases of the βLaguerre ensembles, we eliminate the exponent quantization present in the previously known models. We further discuss applications for the new matrix models, and present some open problems.
Superfast solution of real positive definite Toeplitz systems
 SIAM J. Matrix Anal. Appl
, 1988
"... Abstract. We describe an implementation of the generalized Schur algorithm for the superfast solution of real positive definite Toeplitz systems of order n + 1, where n = 2ν. Our implementation uses the splitradix fast Fourier transform algorithms for real data of Duhamel. We are able to obtain the ..."
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Cited by 54 (1 self)
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Abstract. We describe an implementation of the generalized Schur algorithm for the superfast solution of real positive definite Toeplitz systems of order n + 1, where n = 2ν. Our implementation uses the splitradix fast Fourier transform algorithms for real data of Duhamel. We are able to obtain the nth Szegő polynomial using fewer than 8n log2 2 n real arithmetic operations without explicit use of the bitreversal permutation. Since Levinson’s algorithm requires slightly more than 2n2 operations to obtain this polynomial, we achieve crossover with Levinson’s algorithm at n = 256. Key words. Toeplitz matrix, Schur’s algorithm, splitradix Fast Fourier Transform
Matrix models for circular ensembles
 Int. Math. Res. Not
"... Abstract. The Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature β is given by E β n(f) = 1 · · · f(e ..."
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Cited by 48 (7 self)
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Abstract. The Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature β is given by E β n(f) = 1 · · · f(e
On the characteristic polynomial of a random unitary matrix
 Comm. Math. Phys
, 2001
"... Abstract: We present a range of fluctuation and large deviations results for the logarithm of the characteristic√polynomial Z of a random N × N unitary matrix, as N →∞. First 12 we show that ln Z / ln N, evaluated at a finite set of distinct points, is asymptotically a collection of i.i.d. complex n ..."
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Cited by 42 (11 self)
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Abstract: We present a range of fluctuation and large deviations results for the logarithm of the characteristic√polynomial Z of a random N × N unitary matrix, as N →∞. First 12 we show that ln Z / ln N, evaluated at a finite set of distinct points, is asymptotically a collection of i.i.d. complex normal random variables. This leads to a refinement of a recent central limit theorem due to Keating and Snaith, and also explains the covariance structure of the eigenvalue counting function. Next we obtain a central limit theorem for ln Z in a Sobolev space of generalised functions on the unit circle. In this limiting regime, lowerorder terms which reflect the global covariance structure are no longer negligible and feature in the covariance structure of the limiting Gaussian measure. Large deviations results for ln Z/A, evaluated at a finite set of distinct points, can be obtained for √ ln N ≪ A ≪ ln N. For higherorder scalings we obtain large deviations results for ln Z/A evaluated at a single point. There is a phase transition at A = ln N (which only applies to negative deviations of the real part) reflecting a switch from global to local conspiracy.
Kerov’s central limit theorem for the Plancherel measure on Young diagrams
, 2003
"... Consider random Young diagrams with fixed number n of boxes, distributed according to the Plancherel measure Mn. That is, the weight Mn(λ) of a diagram λ equals dim 2 λ/n!, where dim λ denotes the dimension of the irreducible representation of the symmetric group Sn indexed by λ. As n → ∞, the boun ..."
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Cited by 41 (7 self)
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Consider random Young diagrams with fixed number n of boxes, distributed according to the Plancherel measure Mn. That is, the weight Mn(λ) of a diagram λ equals dim 2 λ/n!, where dim λ denotes the dimension of the irreducible representation of the symmetric group Sn indexed by λ. As n → ∞, the boundary of the (appropriately rescaled) random shape λ concentrates near a curve Ω (Logan– Shepp 1977, Vershik–Kerov 1977). In 1993, Kerov announced a remarkable theorem describing Gaussian fluctuations around the limit shape Ω. Here we propose a reconstruction of his proof. It is largely based on Kerov’s unpublished work notes, 1999.
Regularization by truncated total least squares
 SIAM J. Sci. Comp
, 1997
"... Abstract. The total least squares (TLS) method is a successful method for noise reduction in linear least squares problems in a number of applications. The TLS method is suited to problems in which both the coefficient matrix and the righthand side are not precisely known. This paper focuses on the ..."
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Cited by 40 (4 self)
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Abstract. The total least squares (TLS) method is a successful method for noise reduction in linear least squares problems in a number of applications. The TLS method is suited to problems in which both the coefficient matrix and the righthand side are not precisely known. This paper focuses on the use of TLS for solving problems with very illconditioned coefficient matrices whose singular values decay gradually (socalled discrete illposed problems), where some regularization is necessary to stabilize the computed solution. We filter the solution by truncating the small singular values of the TLS matrix. We express our results in terms of the singular value decomposition (SVD) of the coefficient matrix rather than the augmented matrix. This leads to insight into the filtering properties of the truncated TLS method as compared to regularized least squares solutions. In addition, we propose and test an iterative algorithm based on Lanczos bidiagonalization for computing truncated TLS solutions.