Related papers: Tracy-Widom at high temperature
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
The velocity fluctuations for point vortex models are studied for the {\alpha}-turbulence equations, which are characterized by a fractional Laplacian relation between active scalar and the streamfunction. In particular, we focus on the…
The Airy$_\beta$ point process, originally introduced by Ram\'irez, Rider, and Vir\'ag, is defined as the spectrum of the stochastic Airy operator $\mathcal{H}_\beta$ acting on a subspace of $L^2[0,\infty)$ with Dirichlet boundary…
Disordered systems such as spin glasses have been used extensively as models for high-dimensional random landscapes and studied from the perspective of optimization algorithms. In a recent paper by L. Addario-Berry and the second author,…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…
We prove the first explicit rate of convergence to the Tracy-Widom distribution for the fluctuation of the largest eigenvalue of sample covariance matrices that are not integrable. Our primary focus is matrices of type $ X^*X $ and the…
Standard large deviation estimates or the use of the Hubbard-Stratonovich transformation reduce the analysis of the distribution of the overlap parameters essentially to that of an explicitly known random function $\Phi_{N,\b}$ on $\R^M$.…
The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…
We experimentally study negative fluctuations of stochastic entropy production in an electronic double dot operating in nonequilibrium steady-state conditions. We record millions of random electron tunneling events at different bias points,…
We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…
We investigate the finite-size fluctuations due to quenched disorder of the critical temperature of the Sherrington-Kirkpatrick spin glass. In order to accomplish this task, we perform a finite-size analysis of the spectrum of the…
We prove that the Beta random walk has second order cubic fluctuations from the large deviation principle of the GUE Tracy-Widom type for arbitrary values $\upalpha>0$ and $\upbeta>0$ of the parameters of the Beta distribution, removing…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…
We study the sample covariance matrix for real-valued data with general population covariance, as well as MANOVA-type covariance estimators in variance components models under null hypotheses of global sphericity. In the limit as matrix…
The Sinai model of a tracer diffusing in a quenched Brownian potential is a much studied problem exhibiting a logarithmically slow anomalous diffusion due to the growth of energy barriers with the system size. However, if the potential is…
We obtain an exact analytic expression for the average distribution, in the thermodynamic limit, of overlaps between two copies of the same random energy model (REM) at different temperatures. We quantify the non-self averaging effects and…