Related papers: Universal Randomness
A model based on the aspect of the distribution of the length of conduction paths accessible for electric charge flow reproduces the universal power-law dispersive ac conductivity observed in polymer networks and, generally, in disordered…
We study Fredholm determinants of the Painlev\'e II and Painlev\'e XXXIV kernels. In certain critical unitary random matrix ensembles, these determinants describe special gap probabilities of eigenvalues. We obtain Tracy-Widom formulas for…
In a high-energy scattering process with hadrons in the initial state, color is involved. Transverse momentum dependent distribution functions (TMDs) describe the quark and gluon distributions in these hadrons in momentum space with the…
It is known from the work of Baik, Deift, and Johansson [1999] that we have Tracy-Widom fluctuations for the longest increasing subsequence of uniform permutations. In this paper, we prove that this result holds also in the case of the…
We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…
In this paper, we consider directed polymers in random environment with discrete space and time. For transverse dimension at least equal to 3, we prove that diffusivity holds for the path in the full weak disorder region, i.e., where the…
We survey recent results on some one- and two-dimensional patterns generated by random permutations of natural numbers. In the first part, we discuss properties of random walks, evolving on a one-dimensional regular lattice in discrete time…
We study the directed polymer model for general graphs (beyond $\mathbb Z^d$) and random walks. We provide sufficient conditions for the existence or non-existence of a weak disorder phase, of an $L^2$ region, and of very strong disorder,…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We consider a model of random tree growth, where at each time unit a new vertex is added and attached to an already existing vertex chosen at random. The probability with which a vertex with degree $k$ is chosen is proportional to $w(k)$,…
Polymers in a turbulent flow are stretched out by the fluctuating velocity gradient; the stationary probability distribution function (p.d.f.) of extensions $R$ has a power-law tail with an exponent that increases with the Weissenberg…
Many diffusive systems involve correlated random walkers due to a shared environment. Such systems can be modeled as random walks in random environments (RWRE). These models differ from classical diffusion in the behavior of the extremes --…
The asymptotic analytic expression for the two-time free energy distribution function in (1+1) random directed polymers is derived in the limit when the two times are close to each other
In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…
The recently proposed universal relations between the moments of the polydispersity distributions of a phase-separated weakly polydisperse system are analyzed in detail using the numerical results obtained by solving a simple density…
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…
To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…
In this paper we review some general properties of probability distributions which exibit a singular behavior. After introducing the matter with several examples based on various models of statistical mechanics, we discuss, with the help of…