Related papers: Tracy-Widom at high temperature
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…
Extreme-value distributions are studied in the context of a broad range of problems, from the equilibrium properties of low-temperature disordered systems to the occurrence of natural disasters. Our focus here is on the ground-state energy…
The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…
We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Sepp\"al\"ainen. We show that the partition function of this random polymer can be represented…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
In this paper, we derive distributional convergence rates for the magnetization vector and the maximum pseudolikelihood estimator of the inverse temperature parameter in the tensor Curie-Weiss Potts model. Limit theorems for the…
We prove a probabilistic level-spacing estimate at the bottom of the spectrum for continuum alloy-type random Schr\"odinger operators, assuming sign-definiteness of a single-site bump function and absolutely continuous randomness. More…
We prove that the rescaled one-point fluctuations of the boundary of the percolation cluster in the Bernoulli-Exponential first passage percolation around the diagonal converge to a new family of distributions. The limit law is indexed by…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
Measurements of wall shear-stress fluctuations on very long timescales ($\ge$ 1900 free-fall time units) are reported for turbulent Rayleigh-Benard (RB) convection in air at the heated bottom plate of a RB cell, 2.5 m in diameter and 2.5 m…
The correlated Wishart model provides a standard tool for the analysis of correlations in a rich variety of systems. Although much is known for complex correlation matrices, the empirically much more important real case still poses…
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…
We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We introduce a class of two-parameter discrete dispersion models, obtained by combining convolution with a factorial tilting operation, similar to exponential dispersion models which combine convolution and exponential tilting. The…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
The Airy$_\beta$ line ensemble is a random collection of continuous curves, which should serve as a universal edge scaling limit in problems related to eigenvalues of random matrices and models of 2d statistical mechanics. This line…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
Using direct numerical simulations, we study the statistical properties of reversals in two-dimensional Rayleigh-B\'enard convection for infinite Prandtl number. We find that the large-scale circulation reverses irregularly, with the…
We establish a lower bound for the real eigenvalues of a Laplace-Beltrami operator with an $L^\infty$-drift term. We make no assumptions that the operator is self-adjoint or that the drift has any additional regularity. In the case where…