Related papers: The master field on the plane
This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…
In this paper, we prove the convergence of the discrete Makeenko-Migdal equations for the Yang-Mills model on $(\varepsilon \mathbf{Z})^{2}$ to their continuum counterparts on the plane, in an appropriate sense. The key step in the proof is…
We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously.…
The area swept out under a one-dimensional Brownian motion till its first-passage time is analysed using a backward Fokker-Planck technique. We obtain an exact expression of the area distribution for the zero drift case, and provide various…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
We investigate the long-time behavior of the Airy wanderer line ensembles, an infinite-parameter family of Brownian Gibbsian line ensembles arising as edge-scaling limits of inhomogeneous models in the Kardar--Parisi--Zhang universality…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar…
We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
We construct a free-probability quantum Yang-Mills theory on the two dimensional plane, determine the Wilson loop expectation values, and show that this theory is the $N=\infty$ limit of U(N) quantum Yang-Mills theory on the plane.
We generalize the result of block-wise convergence of the Brownian motion on the unitary group $U(nm)$ towards a quantum L\'evy process on the unitary dual group $U\langle n\rangle$ when $m\rightarrow\infty$, obtained by the author in a…
We study asymptotics of random shifted Young diagrams which correspond to a given sequence of reducible projective representations of the symmetric groups. We show limit results (Law of Large Numbers and Central Limit Theorem) for their…
The classical analysis of Kazakov and Kostov of the Makeenko-Migdal loop equation in two-dimensional gauge theory leads to usual partial differential equations with respect to the areas of windows formed by the loop. We extend this…
In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…
By using the gauge/gravity duality and the Maldacena prescription we compute the expectation values of the Wilson loops in noncommutative Yang-Mills (NCYM) theory in (3+1) dimensions. We consider both the time-like and the light-like Wilson…
We demonstrate that the large-N expansion of Wilson loop expectation values in SO(N) and Sp(N) Yang-Mills theory on orientable and nonorientable surfaces has a natural description as a weighted sum over covers of the given surface. The sum…
We give a stochastic proof of the finite approximability of a class of Schr\"odinger operators over a local field, thereby completing a program of establishing in a non-Archimedean setting corresponding results and methods from the…
The Schwinger-Dyson equations of the Makeenko-Migdal type, when supplemented with some simple equations as consequence of supersymmetry, form a closed set of equations for Wilson loops and related quantities in the two dimensional…
Probability distribution of non-Abelian parallel transporters on the group manifold and the corresponding amplitude are investigated for quantum Yang-Mills fields. It is shown that when the Wilson area law and the Casimir scaling hold for…
We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…