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We characterize the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian $\beta$-ensemble of random matrix theory, including in particular the Gaussian orthogonal…

Mathematical Physics · Physics 2016-01-08 Anthony Perret , Gregory Schehr

We study concentration phenomena of eigenfunctions of the Laplacian on closed Riemannian manifolds. We prove that the volume measure of a closed manifold concentrates around nodal sets of eigenfunctions exponentially. Applying the method of…

Differential Geometry · Mathematics 2019-01-11 Kei Funano , Yohei Sakurai

We investigate small scale equidistribution of random orthonormal bases of eigenfunctions (i.e. eigenbases) on a compact manifold M. Assume that the group of isometries acts transitively on M and the multiplicity of eigenfrequency tends to…

Spectral Theory · Mathematics 2016-04-20 Xiaolong Han

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

Probability · Mathematics 2013-07-25 Gérard Ben Arous , Paul Bourgade

We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…

Statistical Mechanics · Physics 2015-05-14 Satya N. Majumdar , Celine Nadal , Antonello Scardicchio , Pierpaolo Vivo

An expression for the joint probability distribution of the principal curvatures at an arbitrary point in the ensemble of isosurfaces defined on isotropic Gaussian random fields on Rn is derived. The result is obtained by deriving symmetry…

Mathematical Physics · Physics 2007-05-23 Paulo R. S. Mendonca , Rahul Bhotika , James V. Miller

In these notes, we describe the recent progress in understanding the zero sets of two remarkable Gaussian random functions: the Gaussian entire function with invariant distribution of zeroes with respect to isometries of the complex plane,…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…

Chaotic Dynamics · Physics 2009-11-07 K. Zyczkowski , W. Slomczynski , M. Kus , H. -J. Sommers

We study the relation between the Laplacian associated to an odd metric on a supermanifold and harmonic superfunctions, through the application of the calculus of variations to a supersymmetric sigma model.

Mathematical Physics · Physics 2018-05-29 Jaime Muñoz-Masqué , José Antonio Vallejo

In this paper, we study the spectrum of the weighted Laplacian (also called Bakry-Emery or Witten Laplacian) $L_\sigma$ on a compact, connected, smooth Riemannian manifold $(M,g)$ endowed with a measure $\sigma dv_g$. First, we obtain upper…

Metric Geometry · Mathematics 2014-09-17 Bruno Colbois , Ahmad El Soufi , Alessandro Savo

Rudnick recently proved that the spectral number variance for the Laplacian of a large compact hyperbolic surface converges, in a certain scaling limit and when averaged with respect to the Weil-Petersson measure on moduli space, to the…

Spectral Theory · Mathematics 2024-10-07 Jens Marklof , Laura Monk

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the…

Dynamical Systems · Mathematics 2014-02-26 Hiroki Sumi

In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…

Statistics Theory · Mathematics 2013-07-08 Denis Belomestny , Vladimir Spokoiny

We consider a family of non-compact manifolds $X_\eps$ (``graph-like manifolds'') approaching a metric graph $X_0$ and establish convergence results of the related natural operators, namely the (Neumann) Laplacian $\laplacian {X_\eps}$ and…

Mathematical Physics · Physics 2009-11-11 Olaf Post

In this paper we study eigenvalues of the closed eigenvalue problem of the Witten-Laplacian on an $n$-dimensional compact Riemannian manifold. Estimates for eigenvalues are given. As applications, we give a sharp upper bound for the…

Differential Geometry · Mathematics 2017-01-08 Qing-Ming Cheng , Lingzhong Zeng

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

On any metric space, I provide an intrinsic characterization of those complex-valued functions which are uniform limits of Lipschitz functions. There are applications to function theory on complete Riemannian manifolds and, in particular,…

Functional Analysis · Mathematics 2021-05-18 L. A. Coburn
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