Related papers: Hard edge for beta-ensembles and Painlev\'e III
This paper presents an initial exploration of stress-assisted diffusion problems in three dimensions within the framework of the virtual element method (VEM). Hilbert spaces enriched with parameter-weighted norms, the extended…
We characterize the limiting smallest eigenvalue distributions (or hard edge laws) for sample covariance type matrices drawn from a spiked population. In the case of a single spike, the results are valid in the context of the general beta…
We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the…
Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…
The modelling of symmetric rigid dumbbell particles suspended in a Newtonian fluid, as a model of a rigid-rod polymeric solution, has been accomplished exclusively through the diffusion equation, which has been detailed elegantly by Bird et…
In this manuscript we study tridiagonal random matrix models related to the classical $\beta$-ensembles (Gaussian, Laguerre, Jacobi) in the high temperature regime, i.e. when the size $N$ of the matrix tends to infinity with the constraint…
We study diffusion of (fluorescently) tagged hard-core interacting particles of finite size in a finite one-dimensional system. We find an exact analytical expression for the tagged particle probability density using a coordinate…
The method due to Nijhoff and Bobenko & Suris to derive Lax pairs for partial difference equations (PDeltaEs) is applied to edge constrained Boussinesq systems. These systems are defined on a quadrilateral. They are consistent around the…
Kinematic Simulations of turbulent pair diffusion in planar turbulence with a -5/3 energy spectrum reproduce the results of the laboratory measurements of Jullien Phys. Rev. Lett. 82, 2872 (1999), in particular the stretched exponential…
The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…
In this paper, we consider the perturbed Laguerre unitary ensemble described by the weight function of $$w(x,t)=(x+t)^{\lambda}x^{\alpha}e^{-x}$$ with $ x\geq 0,\ t>0,\ \alpha>0,\ \alpha+\lambda+1 > 0.$ The Deift-Zhou nonlinear steepest…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…
Following Assiotis (2020), we study general $\beta$-Hua-Pickrell diffusions of $N$ particles on $\mathbb R$ as solutions of the stochastic differential equations (SDEs) $$dX_{j,t}=\sqrt{2(1+X_{j,t}^2)}\,dB_{j,t}+\beta\left[b-a…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
We extend similarity reductions of the coupled (2+1)-dimensional three-wave resonant interaction system to its Lax pair. Thus we obtain new 3x3 matrix Fuchs--Garnier pairs for the third and fifth Painleve' equations, together with the…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
We study unitary invariant random matrix ensembles with singular potentials. We obtain asymptotics for the partition functions associated to the Laguerre and Gaussian Unitary Ensembles perturbed with a pole of order $k$ at the origin, in…
The third Painlev\'e equation in its generic form, often referred to as Painlev\'e-III($D_6$), is given by $$ \frac{{\rm d}^2u}{{\rm d}x^2} =\frac{1}{u}\left(\frac{{\rm d}u}{{\rm d}x}\right)^2-\frac{1}{x}\frac{{\rm d}u}{{\rm…
With $<\cdot>$ denoting an average with respect to the eigenvalue PDF for the Laguerre unitary ensemble, the object of our study is $ \tilde{E}_N(I;a,\mu) := < \prod_{l=1}^N \chi_{(0,\infty)\backslash I}^{(l)} (\lambda - \lambda_l)^\mu>$…
We determine completely the Tracy-Widom distribution for Dyson's \beta-ensemble with \beta=6. The problem of the Tracy-Widom distribution of \beta-ensemble for general \beta>0 has been reduced to find out a bounded solution of the…