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The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to…
We show that the $\operatorname{Sine}_{\beta}$ point process, defined as the scaling limit of the Circular Beta Ensemble when the dimension goes to infinity, and generalizing the determinantal sine-kernel process, is rigid in the sense of…
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…
Statistical ensembles of reduced density matrices of bipartite quantum systems play a central role in entanglement estimation, but do not capture the non-stationary nature of entanglement relevant to realistic quantum information…
We obtain exponential moment asymptotics for the Bessel point process. As a direct consequence, we improve on the asymptotics for the expectation and variance of the associated counting function, and establish several central limit…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
In this paper we pursue and complete the study of the simulation of the hitting time of some given boundaries for Bessel processes. These problems are of great interest in many application fields as finance and neurosciences. In a previous…
We analyze the geometry of scaling limits of near-critical 2D percolation, i.e., for $p=p_c+\lambda\delta^{1/\nu}$, with $\nu=4/3$, as the lattice spacing $\delta \to 0$. Our proposed framework extends previous analyses for $p=p_c$, based…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
We express the gap probabilities of the tacnode process as the ratio of two Fredholm determinants; the denominator is the standard Tracy-Widom distribution, while the numerator is the Fredholm determinant of a very explicit kernel…
Boundary representation (B-rep) models are the standard way 3D shapes are described in Computer-Aided Design (CAD) applications. They combine lightweight parametric curves and surfaces with topological information which connects the…
We study non-stationary averaging processes, where each term of a sequence is a weighted average of previous terms, namely $a_{n+1} = \sum_{j=1}^n p_n(j) a_j$. Our results extend classical theory in two distinct regimes. First, we prove a…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
A discrete Gelfand-Tsetlin pattern is a configuration of particles in Z^2. The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row,…
Several families of one-point interactions are derived from the system consisting of two and three $\delta$-potentials which are regularized by piecewise constant functions. In physical terms such an approximating system represents two or…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
We prove that the supercritical one-dimensional contact process survives in certain wedge-like space-time regions, and that when it survives it couples with the unrestricted contact process started from its upper invariant measure. As an…
We investigate a spatial random graph model whose vertices are given as a marked Poisson process on $\mathbb{R}^d$. Edges are inserted between any pair of points independently with probability depending on the spatial displacement of the…
We call "Dyson process" any process on ensembles of matrices in which the entries undergo diffusion. We are interested in the distribution of the eigenvalues (or singular values) of such matrices. In the original Dyson process it was the…