Related papers: Scaling Limits for Multispecies Statistical Mechan…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
We suggest a natural approach that leads to a modification of classical quasispecies models and incorporates the possibility of population extinction in addition to growth. The resulting modified models are called open. Their essential…
Let $F_N$ and $F$ be the empirical and limiting spectral distributions of an $N\times N$ Wigner matrix. The Cram\'{e}r-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between $F_N$ and $F$…
This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
Applying a time-periodic magnetic field to the standard ferromagnetic Curie-Weiss model brings the spin system in a steady out-of-equilibrium condition. We recall how the hysteresis gets influenced by the amplitude and the frequency of that…
Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…
This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernels with functions of Gaussian random fields. The case of…
We study crossover phenomena in a model of self-avoiding walks with medium-range jumps, that corresponds to the limit $N\to 0$ of an $N$-vector spin system with medium-range interactions. In particular, we consider the critical crossover…
A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
The properties of scale-free random trees are investigated using both preconditioning on non-extinction and fixed size averages, in order to study the thermodynamic limit. The scaling form of volume probability is found, the connectivity…
We study a modified mean-field approximation for the Ising Model in arbitrary dimension. Instead of taking a "central" spin, or a small "drop" of fluctuating spins coupled to the effective field of their nearest neighbors as in the…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…
The statistical analysis of covariance matrices occurs in many important applications, e.g. in diffusion tensor imaging and longitudinal data analysis. We consider the situation where it is of interest to estimate an average covariance…
We give a method for taking microscopic limits of normal matrix ensembles. We apply this method to study the behaviour near certain types of singular points on the boundary of the droplet. Our investigation includes ensembles without…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
There are problems with defining the thermodynamic limit of systems with long-range interactions; as a result, the thermodynamic behavior of these types of systems is anomalous. In the present work, we review some concepts from both…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
We investigate the properties of the Gibbs states and thermodynamic observables of the spherical model in a random field. We show that on the low-temperature critical line the magnetization of the model is not a self-averaging observable,…