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Related papers: Tracy-Widom at high temperature

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This paper studies the asymptotic power of tests of sphericity against perturbations in a single unknown direction as both the dimensionality of the data and the number of observations go to infinity. We establish the convergence, under the…

Statistics Theory · Mathematics 2013-06-21 Alexei Onatski , Marcelo J. Moreira , Marc Hallin

It is always some constraint that yields any nontrivial structure from statistical averages. As epitomized by the Boltzmann distribution, the energy conservation is often the principal constraint acting on mechanical systems. Here, we…

Statistics Theory · Mathematics 2016-07-06 Naoki Sato , Zensho Yoshida

In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a G$\beta$E random matrix is provided by Edelman and Dumitriu. The resulting tridiagonal ensemble makes sense for all $\beta>0$, and…

Probability · Mathematics 2026-02-20 Alan Edelman , Sungwoo Jeong , Ron Nissim

We derive Sasamoto's Fredholm determinant formula for the Tracy-Widom GOE distribution, as well as the one-point marginal distribution of the ${\rm Airy}_{2\to1}$ process, originally derived by Borodin-Ferrari-Sasamoto, as scaling limits of…

Probability · Mathematics 2020-03-09 Elia Bisi , Nikos Zygouras

We theoretically study quantum spin transport in a one-dimensional folded XXZ model with an alternating domain-wall initial state via the Bethe ansatz technique, exactly demonstrating that a probability distribution of finding a left-most…

Statistical Mechanics · Physics 2024-12-31 Kazuya Fujimoto , Tomohiro Sasamoto

We study an oriented first passage percolation model for the evolution of a river delta. This model is exactly solvable and occurs as the low temperature limit of the beta random walk in random environment. We analyze the asymptotics of an…

Probability · Mathematics 2021-08-05 Guillaume Barraquand , Mark Rychnovsky

We numerically study the extreme-value statistics of the Schmidt eigenvalues of reduced density matrices obtained from the ergodic eigenstates. We start by exploring the extreme value statistics of the ultrametric random matrices and then…

Quantum Physics · Physics 2025-02-03 Tanay Pathak

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

Probability · Mathematics 2010-06-01 Folkmar Bornemann

We present numerical investigations demonstrating the result that the distribution of the lowest eigenvalue of finite many-boson systems (say we have $m$ number of bosons) with $k$-body interactions, modeled by Bosonic Embedded Gaussian…

Quantum Physics · Physics 2025-10-02 N. D. Chavda , Priyanka Rao , V. K. B. Kota , Manan Vyas

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition…

Statistical Mechanics · Physics 2022-10-05 Alexander Gorsky , Sergei Nechaev , Alexander Valov

We consider the macroscopic large N limit of the Circular beta-Ensemble at high temperature, and its weighted version as well, in the regime where the inverse temperature scales as beta/N for some parameter beta>0. More precisely, in the…

Probability · Mathematics 2019-10-25 Adrien Hardy , Gaultier Lambert

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

Probability · Mathematics 2022-08-04 Kevin Schnelli , Yuanyuan Xu

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

We prove that the spectrum of the stochastic Airy operator is rigid in the sense of Ghosh and Peres (Duke Math. J., 166(10):1789--1858, 2017) for Dirichlet and Robin boundary conditions. This proves the rigidity of the Airy-$\beta$ point…

Probability · Mathematics 2022-09-27 Pierre Yves Gaudreau Lamarre , Promit Ghosal , Wenxuan Li , Yuchen Liao

Given $A_n:=\frac{1}{\sqrt{n}}(a_{ij})$ an $n\times n$ symmetric random matrix, with elements above the diagonal given by i.i.d. random variables having mean zero and unit variance. It is known that when…

Probability · Mathematics 2024-10-08 Yi Han

The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar , Alain Comtet

We consider the solution of the stochastic heat equation \partial_T \mathcal{Z} = 1/2 \partial_X^2 \mathcal{Z} - \mathcal{Z} \dot{\mathscr{W}} with delta function initial condition \mathcal{Z} (T=0)= \delta_0 whose logarithm, with…

Probability · Mathematics 2011-03-01 Gideon Amir , Ivan Corwin , Jeremy Quastel
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