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Fluctuations on Global and Intermediate Scales for Orthogonal Polynomial Ensembles
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Probability, Mathematical Physics and Statistics.ORCID iD: 0009-0007-1481-758X
2025 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

Orthogonal polynomial ensembles (OPEs) arise naturally in many models of statistical mechanics, probability theory, combinatorics, and random matrix theory. An important and well-known source of examples of OPEs is the eigenvalues of random Hermitian matrices. Random matrix theory began in 1928 with John Wishart's work, aimed at analysing large datasets. Over the past several decades, the mathematical theory has seen significant advancements, and it continues to be a vibrant area of research today.

Another motivation for studying OPEs comes from random tilings. Random tiling models exhibit phase transitions, where different regions of a tiling exhibit distinct behaviour (e.g., frozen vs. liquid regions). This resembles physical systems with phase boundaries, making random tiling a simple yet powerful model to study phenomena such as crystallisation. 

This thesis is a synthesis of two original studies of the asymptotic behaviour of OPEs. The first part of the thesis consists of an introduction, an overview of the papers, and an outlook of the topics studied. The second part of the thesis includes the original papers. 

Paper A studies the lozenge tilings of a hexagon with the $q$-Racah weights, which serve as a generalisation of the uniform and $q$-volume weights. We show that the height function for this model concentrates near a deterministic limit shape and that the global fluctuations are described by the Gaussian Free Field (GFF). 

Paper B is about OPEs at the mesoscopic scales, which is an intermediate scale between global and local ones. We show that a large class of OPEs have the same limiting fluctuations at the edges in the mesoscopic regime. We extend the method of Breuer and Duits (2016) to varying weights. This approach does not make smoothness assumptions on weights. Hence, our results apply to both continuous and discrete OPEs.  

Abstract [sv]

Ortogonala polynomensembler (OPE:er) förekommer naturligt i många modeller inom statistisk mekanik, sannolikhetsteori, kombinatorik och slumpmatristeori. Hermitiska matrisers egenvärden är en viktig och välkänd källa till OPE:er. Slumpmatristeori inleddes 1928 i och med John Wisharts arbete, som syftade till att analysera stora datamängder. Under de senaste decennierna har den matematiska teorin gjort betydande framsteg och fortsätter även idag att vara ett livligt forskningsområde.

En annan motivation för att studera OPE:er är slumpmässig plattläggning. Modeller för slumpmässing plattläggning uppvisar fasövergångar, där olika regioner av en plattläggning uppvisar skilda beteenden (t.ex. frusna eller flytande regioner). Detta speglar fysikaliska system med fasövergångar, vilket gör slumpmässig plattläggning till en enkel men samtidigt kraftfull modell för att studera fenomen som kristallisation. 

Denna avhandling är en sammanläggning av två originalartiklar om det asymptotiska beteendet hos OPE:er. Den första delen av avhandlingen består av en introduktion, en översikt över artiklarna och en utblick över de studerade ämnena. Den andra delen av avhandlingen består av de originalartiklarna.

Artikel A studerar plattläggning av en hexagon med $q$-Racah-vikter, vilka utgör en generalisering av såväl de likformiga som $q$-volymvikterna. Vi visar att höjdfunktionen för denna modell koncentreras nära en deterministisk gränsform och att de globala fluktuationerna beskrivs av det Gaussiska fria fältet (GFF).

Artikel B fokuserar på mesoskopiska skalor av OPE:er, vilket är en regim mellan de globala och lokala regimerna. Vi visar att en stor klass av OPE:er uppvisar samma fluktuationer vid kanterna i den mesoskopiska regimen. Vi vidareutvecklar metoden som introducerades av Breuer och Duits (2016) till att även omfatta varierande vikter. Metoden kräver inga antaganden om vikternas släthet, vilket gör att våra resultat gäller för både kontinuerliga och diskreta OPE:er.

Place, publisher, year, edition, pages
KTH Royal Institute of Technology, 2025.
Series
TRITA-SCI-FOU ; 2024:64
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-359622ISBN: 978-91-8106-174-1 (print)OAI: oai:DiVA.org:kth-359622DiVA, id: diva2:1935075
Public defence
2025-02-20, F3, Lindstedtsvägen 26, https://kth-se.zoom.us/j/61010774094, STOCKHOLM, 10:00 (English)
Opponent
Supervisors
Note

QC 2025-02-06

Available from: 2025-02-06 Created: 2025-02-05 Last updated: 2025-02-17Bibliographically approved
List of papers
1. Lozenge tilings of a hexagon and q-Racah ensembles
Open this publication in new window or tab >>Lozenge tilings of a hexagon and q-Racah ensembles
2024 (English)In: Journal of Physics A: Mathematical and Theoretical, ISSN 1751-8113, E-ISSN 1751-8121, Vol. 57, no 40, article id 405202Article in journal (Refereed) Published
Abstract [en]

We study the limiting behavior of random lozenge tilings of the hexagon with a q-Racah weight as the size of the hexagon grows large. Based on the asymptotic behavior of the recurrence coefficients of the q-Racah polynomials, we give a new proof for the fact that the height function for a random tiling concentrates near a deterministic limit shape and that the global fluctuations are described by the Gaussian free field. These results were recently proved using (dynamic) loop equation techniques. In this paper, we extend the recurrence coefficient approach that was developed for (dynamic) orthogonal polynomial ensembles to the setting of q-orthogonal polynomials. An interesting feature is that the complex structure is easily found from the limiting behavior of the (explicitly known) recurrence coefficients. A particular motivation for studying this model is that the variational characterization of the limiting height function has an inhomogeneous term. The study of the regularity properties of the minimizer for general variational problems with such inhomogeneous terms is a challenging open problem. In a general setup, we show that the variational problem gives rise to a natural complex structure associated with the same Beltrami equation as in the homogeneous situation. We also derive a relation between the complex structure and the complex slope. In the case of the q-Racah weighting of lozenge tilings of the hexagon, our representation of the limit shape and their fluctuations in terms of the recurrence coefficients allows us to verify this relation explicitly.

Place, publisher, year, edition, pages
IOP Publishing, 2024
Keywords
random tiling, limit shapes, Gaussian free field, orthogonal polynomials, q-Racah polynomials
National Category
Mathematics
Identifiers
urn:nbn:se:kth:diva-354520 (URN)10.1088/1751-8121/ad653d (DOI)001317242700001 ()2-s2.0-85205421123 (Scopus ID)
Note

QC 20241011

Available from: 2024-10-11 Created: 2024-10-11 Last updated: 2025-02-05Bibliographically approved
2. Mesoscopic Edge Universality of Orthogonal Polynomial Ensembles
Open this publication in new window or tab >>Mesoscopic Edge Universality of Orthogonal Polynomial Ensembles
(English)Manuscript (preprint) (Other academic)
Abstract [en]

In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show that if the recurrence coefficients for the associated orthogonal polynomials are slowly varying, a universal CLT holds. Our primary tool is the resolvent for the truncated Jacobi matrices associated with the orthogonal polynomials. While the Combes-Thomas estimate has been successful in obtaining bulk mesoscopic fluctuations in the literature, it is too rough at the edges. Instead, we prove an estimate for the resolvent of Jacobi matrices with slowly varying entries. Particular examples to which our CLT applies are Jacobi, Laguerre and Gaussian unitary ensembles as well as discrete ensembles from random tilings.

National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:kth:diva-359621 (URN)
Note

QC 20250210

Available from: 2025-02-05 Created: 2025-02-05 Last updated: 2025-02-10Bibliographically approved

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