NONeil O'Connell

Neil O'Connell

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Neil O'Connell has a total of 74 co-authors. Here are the top co-authors by number of shared publications:


Latest Publications

  • Open Access

    Matrix Whittaker processes

    by Jonas Arista, Elia Bisi, Neil O’cOnnell

    We study a discrete-time Markov process on triangular arrays of matrices of size $$d\ge 1$$d≥1 , driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided interactions and can be viewed as ad-dimensional generalisation of log-gamma polymer partition functions. We establish intertwining relations to prove that, for suitable initial configurations of the triangular process, the bottom edge has an autonomous Markovian evolution with an explicit transition kernel. We then show that, for a special singular initial configuration, the fixed-time law of the bottom edge is a matrix Whittaker measure, which we define. To achieve this, we perform a Laplace approximation that requires solving a constrained minimisation problem for certain energy functions of matrix arguments on directed graphs.


  • Open Access

    Matrix Whittaker processes

    by Jonas Arista, Elia Bisi, Neil O'Connell

    We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with one-sided interactions and can be viewed as a $d$-dimensional generalisation of log-gamma polymer partition functions. We establish intertwining relations to prove that, for suitable initial configurations of the triangular process, the bottom edge has an autonomous Markovian evolution with an explicit transition kernel. We then show that, for a special singular initial configuration, the fixed-time law of the bottom edge is a matrix Whittaker measure, which we define. To achieve this, we perform a Laplace approximation that requires solving a constrained minimisation problem for certain energy functions of matrix arguments on directed graphs.

  • Open Access

    Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices

    by Jonas Arista, Elia Bisi, Neil O'Connell

    We establish analogues of the geometric Pitman $2M-X$ theorem of Matsumoto and Yor and of the classical Dufresne identity, for a multiplicative random walk on positive definite matrices with Beta type II distributed increments. The Dufresne type identity provides another example of a stochastic matrix recursion, as considered by Chamayou and Letac (J. Theoret. Probab. 12, 1999), that admits an explicit solution.

  • Tilted elastic lines with columnar and point disorder, non-Hermitian quantum mechanics, and spiked random matrices: Pinning and localization

    by Alexandre Krajenbrink, Pierre Le Doussal, Neil O'COnnell

    We revisit the problem of an elastic line (such as a vortex line in a superconductor) subject to both columnar disorder and point disorder in dimension d=1+1. Upon applying a transverse field, a delocalization transition is expected, beyond which the line is tilted macroscopically. We investigate this transition in the fixed tilt angle ensemble and within a “one-way” model where backward jumps are neglected. From recent results about directed polymers in the mathematics literature, and their connections to random matrix theory, we find that for a single line and a single strong defect this transition in the presence of point disorder coincides with the Baik–Ben Arous–Péché (BBP) transition for the appearance of outliers in the spectrum of a perturbed random matrix in the Gaussian unitary ensemble. This transition is conveniently described in the polymer picture by a variational calculation. In the delocalized phase, the ground state energy exhibits Tracy-Widom fluctuations. In the localized phase we show, using the variational calculation, that the fluctuations of the occupation length along the columnar defect are described by fKPZ, a distribution which appears ubiquitously in the Kardar-Parisi-Zhang universality class. We then consider a smooth density of columnar defect energies. Depending on how this density vanishes at its lower edge we find either (i) a delocalized phase only or (ii) a localized phase with a delocalization transition. We analyze this transition which is an infinite-rank extension of the BBP transition. The fluctuations of the ground state energy of a single elastic line in the localized phase (for fixed columnar defect energies) are described by a Fredholm determinant based on a new kernel, closely related to the kernel describing the largest real eigenvalues of the real Ginibre ensemble. The case of many columns and many nonintersecting lines, relevant for the study of the Bose glass phase, is also analyzed. The ground state energy is obtained using free probability and the Burgers equation. Connections with recent results on the generalized Rosenzweig-Porter model suggest that the localization of many polymers occurs gradually upon increasing their lengths.


  • Open Access

    The geometric Burge correspondence and the partition function of polymer replicas

    by Elia Bisi, Neil O'Connell, Nikos Zygouras

    We construct a geometric lifting of the Burge correspondence as a composition of local birational maps on generic Young-diagram-shaped arrays. We establish its fundamental relation to the geometric Robinson-Schensted-Knuth correspondence and to the geometric Sch\"utzenberger involution. We also show a number of properties of the geometric Burge correspondence, specializing them to the case of symmetric input arrays. In particular, our construction shows that such a mapping is volume preserving in log-log variables. As an application, we consider a model of two polymer paths of given length constrained to have the same endpoint, known as polymer replica. We prove that the distribution of the polymer replica partition function in a log-gamma random environment is a Whittaker measure, and deduce the corresponding Whittaker integral identity. For a certain choice of the parameters, we notice a distributional identity between our model and the symmetric log-gamma polymer studied by O'Connell, Sepp\"al\"ainen, and Zygouras (2014).

  • Open Access

    Scaling Limits for Non-intersecting Polymers and Whittaker Measures

    by Samuel G. G. Johnston, Neil O’cOnnell

    We study the partition functions associated with non-intersecting polymers in a random environment. By considering paths in series and in parallel, the partition functions carry natural notions of subadditivity, allowing the effective study of their asymptotics. For a certain choice of random environment, the geometric RSK correspondence provides an explicit representation of the partition functions in terms of a stochastic interface. Formally this leads to a variational description of the macroscopic behaviour of the interface and hence the free energy of the associated non-intersecting polymer model. At zero temperature we relate this variational description to the Marčenko–Pastur distribution, and give a new derivation of the surface tension of the bead model.


  • Open Access

    Loop-Erased Walks and Random Matrices

    by Jonas Arista, Neil O’cOnnell

    It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g. planar) processes, due to Fomin, in which the non-intersection condition is replaced by a condition involving loop-erased paths. In the context of independent Brownian motions in suitable planar domains, this also has close connections to random matrices. An example of this was first observed by Sato and Katori (Phys Rev E 83:041127, 2011). We present further examples which give rise to various Cauchy-type ensembles. We also extend Fomin’s identity to the affine setting and show that in this case, by considering independent Brownian motions in an annulus, one obtains a novel interpretation of the circular orthogonal ensemble.


  • Open Access

    Interlacing Diffusions

    by Theodoros Assiotis, Neil O'Connell, Jon Warren

    We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes are interlaced and furthermore give formulae in terms of block determinants for the transition densities of these coupled processes. This allows us to build diffusion processes in the space of Gelfand-Tsetlin patterns so that the evolution of each level is Markovian. We show how known examples naturally fit into this framework and construct new processes related to minors of matrix valued diffusions. We also provide explicit formulae for the transition densities of the particle systems with one-sided collisions at either edge of such patterns.

  • Open Access

    Moments of Random Matrices and Hypergeometric Orthogonal Polynomials

    by Fabio Deelan Cunden, Francesco Mezzadri, Neil O’cOnnell, Nick Simm