Related papers: Asymptotic analysis of the two matrix model with a…
We use semi--classical and perturbation methods to establish the quantum theory of the Neumann model, and explain the features observed in previous numerical computations.
When using the boundary integral equation method to solve a boundary value problem, the evaluation of the solution near the boundary is challenging to compute because the layer potentials that represent the solution are nearly-singular…
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…
This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of…
We study the asymptotic development at infinity of an integral operator. We use this development to give sufficient conditions in order to upper bound the number of critical periodic orbits that bifurcate from the outer boundary of the…
We describe a list of open problems in random matrix theory and the theory of integrable systems that was presented at the conference Asymptotics in Integrable Systems, Random Matrices and Random Processes and Universality, Centre de…
The goal of this paper is to construct an effective model for studying the asymptotic solution of the scattering problem of three one-dimensional quantum particles with finite (short-range) attractive pair potentials. The asymptotic nature…
The Cauchy problem for a quasi-linear parabolic equation with a small parameter at a higher derivative is considered. The initial step-like function contains another small parameter. Formal asymptotic solutions of the problem in small…
In this paper, we determine the spherical functions of positive type on the inductive limit space of square complex matrices.
These lectures introduce the notion of asymptotic observables, which are classes of measurable quantities predicted by quantum field theory. In gapped theories with trivial infrared dynamics, these include scattering amplitudes, expectation…
We give asymptotic expressions for the number of commuting matrices over finite fields. For this, we use product expansions for the corresponding generating functions.
We present a new solution of the asymmetric two-matrix model in the large $N$ limit which only involves a saddle point analysis. The model can be interpreted as Ising in the presence of a magnetic field, on random dynamical lattices with…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
Recently, a two-matrix-model with a new type of interaction [1] has been introduced and analyzed using bi-orthogonal polynomial techniques. Here we present the complete 1/N^2 expansion for the formal version of this model, following the…
We give two algorithms that allow to get arbitrary precision asymptotics for the harmonic potential of a random walk.
In this comment we show that the eigenvalues of a quartic anharmonic oscillator obtained recently by means of the asymptotic iteration method may not be as accurate as the authors claim them to be.
For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…
We obtain large N asymptotics for the Hermitian random matrix partition function \[Z_N(V)=\int_{\mathbb R^N}\prod_{i<j}(x_i-x_j)^2 \prod_{j=1}^N e^{-N V(x_j)}dx_j,\] in the case where the external potential $V$ is a polynomials such that…
In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…
We prove a number of results concerning the large $N$ asymptotics of the free energy of a random matrix model with a polynomial potential $V(z)$. Our approach is based on a deformation $\tau_tV(z)$ of $V(z)$ to $z^2$, $0\le t<\infty$ and on…