Related papers: Random normal matrices and Ward identities
We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…
We study a discrete model of an heterogeneous elastic line with internal disorder, submitted to thermal fluctuations. The monomers are connected through random springs with independent and identically distributed elastic constants drawn…
Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
We show that the hypothesis of regularity of the conditional distribution of the empiric average of a finite sample of IID random variables, given all the sample "fluctuations", which appeared in our earlier manuscript |1] in the context of…
We consider a full rank deformation of the GUE $W_N+A_N$ where $A_N$ is a full rank Hermitian matrix of size $N$ and $W_N$ is a GUE. The empirical eigenvalue distribution $\mu_{A_N}$ of $A_N$ converges to a probability distribution $\nu$.…
We consider the non-linear spatially homogeneous Landau equation with Maxwellian molecules in a close-to-equilibrium framework and show that the Cauchy problem for the fluctuation around the Maxwellian equilibrium distribution enjoys a…
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…
A self-consistent theory for two-particle fluctuations with renormalized irreducible vertices is proposed. Using the Parquet formalism, we construct the fully antisymmetric full vertex in terms of the two-particle fluctuations in the…
The seminal 1975 work of Brascamp-Lieb-Lebowitz initiated the rigorous study of Ginzberg-Landau random surface models. It was conjectured therein that fluctuations are localized on $\mathbb Z^d$ when $d\geq 3$ for very general potentials,…
Let $\a$ be a real-valued random variable of mean zero and variance 1. Let $M_n(\a)$ denote the $n \times n$ random matrix whose entries are iid copies of $\a$ and $\sigma_n(M_n(\a))$ denote the least singular value of $M_n(\a)$.…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
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…
We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th…
A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
Given a real matrix A with n columns, the problem is to approximate the Gram product AA^T by c << n weighted outer products of columns of A. Necessary and sufficient conditions for the exact computation of AA^T (in exact arithmetic) from c…
We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…
This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…