Related papers: A critical phenomenon in the two-matrix model in t…
We study the critical behavior for percolation on inhomogeneous random networks on $n$ vertices, where the weights of the vertices follow a power-law distribution with exponent $\tau \in (2,3)$. Such networks, often referred to as…
We study the behavior of eigenvalues of matrix P_N + Q_N where P_N and Q_N are two N -by-N random orthogonal projections. We relate the joint eigenvalue distribution of this matrix to the Jacobi matrix ensemble and establish the universal…
This thesis deals with critical collapse of a massless scalar field coupled to Einstein's equations in spherical symmetry. The system is numerically investigated from both global and local points of view using a characteristic slicing and…
We study the occurrence of critical phenomena in four - dimensional, rotating and charged black holes, derive the critical exponents and show that they fulfill the scaling laws. Correlation functions critical exponents and Renormalization…
We analyze the asymptotic properties a special solution of the $(3,4)$ string equation, which appears in the study of the multicritical quartic $2$-matrix model. In particular, we show that in a certain parameter regime, the corresponding…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to…
We consider the random matrix model with external source, in case where the potential V(x) is an even polynomial and the external source has two eigenvalues a, -a of equal multiplicity. We show that the limiting mean eigenvalue distribution…
We compute the asymptotic eigenvalue distribution of the neural tangent kernel of a two-layer neural network under a specific scaling of dimension. Namely, if $X\in\mathbb{R}^{n\times d}$ is an i.i.d random matrix, $W\in\mathbb{R}^{d\times…
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
We consider the random normal matrices with quadratic external potentials where the associated orthogonal polynomials are Hermite polynomials and the limiting support (called droplet) of the eigenvalues is an ellipse. We calculate the…
In this paper we study the critical behavior of an $N$-component ${\phi}^{4}$-model in hyperbolic space, which serves as a model of uniform frustration. We find that this model exhibits a second-order phase transition with an unusual…
We study a Kuramoto-Vicsek model of self-propelled particles with periodic boundary conditions subject to a constant angular tilt and a confining potential, and its mean-field (Fokker-Planck) behaviour. In the absence of confinement, the…
We study the asymptotics of recurrence coefficients for monic orthogonal polynomials p_n(z) with the quartic exponential weight exp [-N (1/2 z^2 + t/4 z^4)], where t is complex. Our goals are: A) to describe the regions of different…
We compute various correlation functions at the planar level in a simple supersymmetric matrix model, whose scalar potential is in shape of a double-well. The model has infinitely degenerate vacua parametrized by filling fractions \nu_\pm…
We consider the two matrix model with an even quartic potential W(y)=y^4/4+alpha y^2/2 and an even polynomial potential V(x). The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
The normal matrix model with a cubic potential is ill-defined and it develops a critical behavior in finite time. We follow the approach of Bleher and Kuijlaars to reformulate the model in terms of orthogonal polynomials with respect to a…
We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient…
We consider the limiting location and limiting distribution of the largest eigenvalue in real symmetric ($\beta$ = 1), Hermitian ($\beta$ = 2), and Hermitian self-dual ($\beta$ = 4) random matrix models with rank 1 external source. They are…
We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…