Related papers: Limit Theorems for Beta-Jacobi Ensembles
We compute the limiting distribution, as n approaches infinity, of the number of cycles of length between gamma n and delta n in a permutation of [n] chosen uniformly at random, for constants gamma, delta such that 1/(k+1) <= gamma < delta…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
The family of circular Jacobi $\beta$ ensembles has a singularity of a type associated with Fisher and Hartwig in the theory of Toeplitz determinants. Our interest is in the Fourier transform of the corresponding bulk scaled spectral…
This paper considers the limiting distribution of $\pi_{\lambda,\theta}$, the stationary distribution of the infinitely-many-alleles diffusion with symmetric overdominance \cite{MR1626158}. In \cite{MR2519357} the large deviation principle…
Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…
Let $\beta > 1$ be a real number and $x \in [0,1)$ be an irrational number. Denote by $k_n(x)$ the exact number of partial quotients in the continued fraction expansion of $x$ given by the first $n$ digits in the $\beta$-expansion of $x$…
We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…
We study the local properties of eigenvalues for the Hermite (Gaussian), Laguerre (Chiral) and Jacobi $\beta$-ensembles of $N\times N$ random matrices. More specifically, we calculate scaling limits of the expectation value of products of…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
Let $\Omega_p$ be the group of $p$-adic numbers, $ \xi_1$ and $\xi_2$ be independent random variables with values in $\Omega_p$ and distributions $\mu_1$ and $\mu_2$. Let $\alpha_j, \beta_j$ be topological automorphisms of $\Omega_p$.…
Two dimensional condensed matter is realised in increasingly diverse forms that are accessible to experiment and of potential technological value. The properties of these systems are influenced by many length scales and reflect both generic…
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…
On the phase diagram of a system undergoing a continuous phase transition of the second order, three lines, hyper-surfaces, convergent into the critical point feature prominently: the ordered and disordered phases in the thermodynamic…
We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…
In this paper, we analyze the large n-limit for random matrix with external source with three distinct eigenvalues. And we confine ourselves in the Hermite case and the three distinct eigenvalues are $-a,0,a$. For the case $a^2>3$, we…
For systems that self assemble into finite-sized objects, it is sometimes convenient to compute the thermodynamics for a small system where a single assembly can form. However, we show that in the canonical ensemble the use of small systems…
We formulate an adiabatic theorem adapted to models that present an instantaneous eigenvalue experiencing an infinite number of crossings with the rest of the spectrum. We give an upper bound on the leading correction terms with respect to…
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…
We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…