Eigenvalue detachment, BBP transition and constrained Brownian motion

Abstract

We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition from the Gaussian to the Tracy-Widom scaling of fluctuations in several statistical systems for both canonical and microcanonical ensembles and identify the corresponding control parameter in each case. In particular, for fixed path length (microcanonical) ensemble of paths located in the vicinity of a partially permeable semicircle, the transition occurs at the critical value of a permeability. The Tracy-Widom regime and the BBP-like transition for fluctuations are discussed in terms of the Jakiw-Teitelbom (JT) gravity with a radial cutoff which, in turn, has an interpretation as a ensemble of fixed length world-line geometrically constrained trajectories of a charged particle in an effective transversal magnetic field.