Related papers: Painlev\'e representation of Tracy-Widom$_\beta$ d…

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

The Bethe Strip of width $m$ is the cartesian product $\B\times\{1,...,m\}$, where $\B$ is the Bethe lattice (Cayley tree). We consider Anderson-like Hamiltonians $H_\lambda=\frac12 \Delta \otimes 1 + 1 \otimes A+\lambda \Vv$ on a Bethe…

The convex transform order is one way to make precise comparison between the skewness of probability distributions on the real line. We establish a simple and complete characterisation of when one Beta distribution is smaller than another…

In the 1977 paper \cite{MTW} of B. McCoy, C. Tracy and T. Wu it was shown that the limiting two-point correlation function in the two-dimensional Ising model is related to a second order nonlinear Painlev\'e function. This result identified…

We give a stochastic comparison and ordering of the largest eigenvalues, with parameter $\beta$, for Hermite $\beta$-ensembles and Laguerre $\beta$-ensembles. Although stochastic comparison results are well known in Laguerre ensembles (for…

This is a review of recent developments in the theory of beta ensembles of random matrices and their relations with conformal filed theory (CFT). There are (almost) no new results here. This article can serve as a guide on appearances and…

It is a well-known fact that in a Lipschitz domain \Omega\subset R^n a p-Hardy inequality, with weight d(x,\partial\Omega)^\beta, holds for all u\in C_0^\infty(\Omega) whenever \beta<p-1. We show that actually the same is true under the…

Chatterjee, Diaconis and Sly (2011) recently established the consistency of the maximum likelihood estimate in the $\beta$-model when the number of vertices goes to infinity. By approximating the inverse of the Fisher information matrix, we…

We consider the asymptotic behaviour of the second discrete Painlev\'{e} equation in the limit as the independent variable becomes large. Using asymptotic power series, we find solutions that are asymptotically pole-free within some region…

Recently, M.K.-H. Kiessling and A.S. Tahvildar-Zadeh proved that a unique global classical solution to the relativistic Vlasov-Poisson system exists whenever the positive, integrable initial datum is spherically symmetric, compactly…

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

Any suitably well-posed PDE in two spatial dimensions can be represented as a Partial Integral Equation (PIE) -- with system dynamics parameterized using Partial Integral (PI) operators. Furthermore, $L_2$-gain analysis of PDEs with a PIE…

We derive a $L^1_x (\mathbb R^d)-L^{\infty}_x ( \mathbb R^d)$ decay estimate of order $\mathcal O \left( t^{-d/2}\right)$ for the linear propagators $$\exp \left( {\pm it \sqrt{ |D|\left(1+ \beta |D|^2\right) \tanh |D | } }\right), \qquad…

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

Investigating the long time asymptotics of the totally asymmetric simple exclusion process, Sasamoto obtains rather indirectly a formula for the GOE Tracy-Widom distribution. We establish that his novel formula indeed agrees with more…

An oblivious subspace embedding (OSE) for some eps, delta in (0,1/3) and d <= m <= n is a distribution D over R^{m x n} such that for any linear subspace W of R^n of dimension d, Pr_{Pi ~ D}(for all x in W, (1-eps) |x|_2 <= |Pi x|_2 <=…

In this note, we review the notion of Painlev\'e scheme of the sixth Painlev\'e equation from the viewpoint of accessible singular point and its local index in the Hirzebruch surface of degree two ${\Sigma_2}$. The key method is Painlev\'e…

For any positive integer r, let pi_{2r}(x) denote the number of prime pairs (p, p+2r) with p not exceeding (large) x. According to the prime-pair conjecture of Hardy and Littlewood, pi_{2r}(x) should be asymptotic to 2C_{2r}li_2(x) with an…

The solutions of the perturbed first Painlev\'e equation $y"=6y^2-x^\mu$, $\mu>-4$, are uniquely determined by the free constant $C$ multiplying the exponentially small terms in the complete large $x$ asymptotic expansions. Full details are…

This paper is an addendum to earlier papers \cite{R1,R2} in which it was shown that the unstable separatrix solutions for Painlev\'e I and II are determined by $PT$-symmetric Hamiltonians. In this paper unstable separatrix solutions of the…