Related papers: The Ginibre evolution in the large-N limit

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…

We investigate correlation time numerically in extremal self-organized critical models, namely, the Bak-Sneppen evolution and the Robin Hood dynamics. The (fitness) correlation time is the duration required for the extinction or mutation of…

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

This article is concerned with modulus of continuity of Brownian local times. Specifically, we focus on 3 closely related problems: (a) Limit theorem for a Brownian modulus of continuity involving Riesz potentials, where the limit law is an…

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…

We point out that the gravitational evolution equations in the Randall-Sundrum model appear in a different form than hitherto assumed. As a consequence, the model yields a correct Newtonian limit in a novel manner.

We discuss regularization by noise of the spectrum of large random non-Normal matrices. Under suitable conditions, we show that the regularization of a sequence of matrices that converges in *-moments to a regular element $a$, by the…

The sets of the synchronous equations are derived from the sets of non-synchronous equations The analytical solutions are given by solving the set of differential equations. The results of the evolutionary tendency of the orbit-spin are…

Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion. As an application of a recent result of ours on exponential functionals of Brownian motion, we show in this paper that, for every fixed $t>0$, the process given by…

We use Stein's method to obtain a bound on the distance between scaled $p$-dimensional random walks and a $p$-dimensional (correlated) Brownian Motion. We consider dependence schemes including those in which the summands in scaled sums are…

In this work, building up on [1] we present momentum space Ward identities related to broken higher spin symmetry as an alternate approach to computing correlators of spinning operators in interacting theories such as the quasi-fermionic…

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

We prove algebraicity of critical values of certain Spin $L$-functions. More precisely, our results concern $L(s, \pi \otimes \chi, Spin)$ for cuspidal automorphic representations $\pi$ associated to a holomorphic Siegel eigenform on…

In this work, we investigate quantitative properties of correlation functions on the boundaries between two 2D Ising-like models with dual parameters $\beta$ and $\beta^{\star}$. Spin-spin correlators in such constructions without…

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

This paper deals with the problems of consistence and strong consistence of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. A central limit theorem for…