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Let $(X_i)_{i\geq 1}$ be a stationary mean-zero Gaussian process with covariances $\rho(k)=\PE(X_{1}X_{k+1})$ satisfying: $\rho(0)=1$ and $\rho(k)=k^{-D} L(k)$ where $D$ is in $(0,1)$ and $L$ is slowly varying at infinity. Consider the…

Statistics Theory · Mathematics 2010-12-08 Céline Lévy-Leduc , Hélène Boistard , Eric Moulines , Murad S. Taqqu , Valderio A. Reisen

Consider the stationary measure of open asymmetric simple exclusion process (ASEP) on the lattice $\{1,\dots,n\}$. Taking $n$ to infinity while fixing the jump rates, this measure converges to a measure on the semi-infinite lattice. In the…

Probability · Mathematics 2025-10-23 Zongrui Yang

This paper investigates lozenge tilings of non-convex hexagonal regions and more specifically the asymptotic fluctuations of the tilings within and near the strip formed by opposite cuts in the regions, when the size of the regions tend to…

Mathematical Physics · Physics 2018-11-16 Mark Adler , Kurt Johansson , Pierre van Moerbeke

Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…

Statistics Theory · Mathematics 2015-07-24 Christophe Ange Napoléon Biscio , Frédéric Lavancier

We consider a general class of two-dimensional spin systems, with continuous but not necessarily smooth, possibly long-range, $O(N)$-symmetric interactions, for which we establish algebraically decaying upper bounds on spin-spin…

Probability · Mathematics 2014-10-22 Maxime Gagnebin , Yvan Velenik

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Probability · Mathematics 2026-03-03 Hugo Jaquard , Nicolas Keriven

We consider the pointwise approximation of a subharmonic function by the logarithm of the modulus of an entire function up to a bounded quantity. In the case of finite order an estimate from below of the planar Lebesgue measure of an…

Complex Variables · Mathematics 2010-01-08 Markiyan Hirnyk

We consider an abstract determinantal point process on a general non--elementary Gromov hyperbolic metric space governed by an orthogonal projection in the case when the space is homogeneous and the point process is invariant under…

Probability · Mathematics 2025-03-26 Pierre Lazag

This paper presents a Bayesian inference framework for a linear index threshold-crossing binary choice model that satisfies a median independence restriction. The key idea is that the model is observationally equivalent to a probit model…

Econometrics · Economics 2024-10-23 Christopher D. Walker

Following an approach presented by N. Frantzikinakis, we prove that any multiple correlation sequence, defined by invertible measure preserving actions of commuting transformations with integer part polynomial iterates, is the sum of a…

Dynamical Systems · Mathematics 2016-09-28 Andreas Koutsogiannis

We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…

Analysis of PDEs · Mathematics 2019-12-10 Scott N. Armstrong , Charles K. Smart

In this paper we introduce a framework to prove tightness of a sequence of discrete Gibbsian line ensembles $\mathcal{L}^N = \{\mathcal{L}_k^N(x), k \in \mathbb{N}, x \in \frac{1}{N}\mathbb{Z}\}$, which is a collection of countable random…

Probability · Mathematics 2022-02-01 Xuan Wu

We study a hierarchical model of non-overlapping cubes of sidelengths $2^j$, $j \in \mathbb{Z}$. The model allows for cubes of arbitrarily small size and the activities need not be translationally invariant. It can also be recast as a spin…

Mathematical Physics · Physics 2024-12-09 Sabine Jansen , Jan Philipp Neumann

For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…

Mathematical Physics · Physics 2020-06-24 Guilherme L. F. Silva , Lun Zhang

We prove that a probability measure on a compact non-singular lamination by hyperbolic Riemann surfaces is harmonic if and only if it is the projection of a measure on the unit tangent bundle such that it is invariant under both the…

Dynamical Systems · Mathematics 2007-10-11 Yuri Bakhtin , Matilde Martinez

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…

Probability · Mathematics 2019-06-18 Adrien Hardy

We study the auto-correlation measures of invariant random point processes in the hyperbolic plane which arise from various classes of aperiodic Delone sets. More generally, we study auto-correlation measures for large classes of Delone…

Dynamical Systems · Mathematics 2020-02-14 Michael Björklund , Tobias Hartnick , Felix Pogorzelski

Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 T. Lueck , H. -J. Sommers , M. R. Zirnbauer

We perform numerical studies including Monte Carlo simulations of high rotational symmetry random tilings. For computational convenience, our tilings obey fixed boundary conditions in regular polygons. Such tilings are put in correspondence…

Statistical Mechanics · Physics 2017-01-10 M. Widom , N. Destainville , R. Mosseri , F. Bailly

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…

Probability · Mathematics 2025-05-13 Wenkui Liu
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