Related papers: A critical phenomenon in the two-matrix model in t…
We describe the distribution of the first finite number of eigenvalues in a newly-forming band of the spectrum of the random Hermitean matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding…
A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is extended to include the possibility of creating and annihilating random walkers. Steady-state…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
We report on the existence and phenomenology of type II critical collapse within the one-parameter family of SU(2) $\sigma$-models coupled to gravity. Numerical investigations in spherical symmetry show discretely self-similar (DSS)…
We study Fredholm determinants related to a family of kernels which describe the edge eigenvalue behavior in unitary random matrix models with critical edge points. The kernels are natural higher order analogues of the Airy kernel and are…
Quasiperiodic systems offer an appealing intermediate between long-range ordered and genuine disordered systems, with unusual critical properties. One-dimensional models that break the so-called self-dual symmetry usually display a mobility…
Let the dimension $N$ of data and the sample size $T$ tend to $\infty$ with $N/T \to c > 0$. The spectral properties of a sample correlation matrix $\mathbf{C}$ and a sample covariance matrix $\mathbf{S}$ are asymptotically equal whenever…
In this paper, we propose a kernel method for exact tail asymptotics of a random walk to neighborhoods in the quarter plane. This is a two-dimensional method, which does not require a determination of the unknown generating function(s).…
How does the percolation transition behave in the absence of quenched randomness? To address this question, we study two nonrandom self-dual quasiperiodic models of square-lattice bond percolation. In both models, the critical point has…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…
It is well-known that the critical gravitational collapse produces continuous self-similar solutions characterized by the Choptuik critical exponent, $\gamma$. We examine the solutions in the domains of the linear perturbation equations,…
We consider the Ising model and the directed walk on two-dimensional layered lattices and show that the two problems are inherently related: The zero-field thermodynamical properties of the Ising model are contained in the spectrum of the…
Horn's problem, i.e., the study of the eigenvalues of the sum $C=A+B$ of two matrices, given the spectrum of $A$ and of $B$, is re-examined, comparing the case of real symmetric, complex Hermitian and self-dual quaternionic $3\times 3$…
Density profiles are investigated arising in a critical Ising model in two dimensions which is confined to a rectangular domain with uniform or mixed boundary conditions and arbitrary aspect ratio. For the cases in which the two vertical…
The eigenvalue distribution of Hoppe's two matrix model is investigated in detail as a function of the model's coupling. For small couplings it is a perturbed Wigner semicircle, while for large couplings it is a parabolic distribution which…
We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…
We consider the convergence of the eigenvalues to the support of the equilibrium measure in the $\beta$ ensemble models under a critical condition. We show a phase transition phenomenon, namely that, with probability one, all eigenvalues…
Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…
We carry on our studies related to the fully parabolic quasilinear Keller-Segel system started in [6] and continued in [7]. In the above mentioned papers we proved finite-time blowup of radially symmetric solutions to the quasilinear…