Related papers: On Fluctuations for Random Band Toeplitz Matrices
For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…
Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues $\{\lambda_1,\cdots,\lambda_N\}$. We study the distribution of truncated linear statistics of the form $\tilde{L}=\sum_{i=1}^p f(\lambda_i)$…
Three-dimensional, as well as one- and two-dimensional, studies of multiplicity fluctuation are performed using AMPT model to generate central Au-Au collision events at ${\sqrt s_{NN}}= 200$ GeV. Two- and three-dimensional normalized…
We investigate quantum fluctuations of metric components in coherent 1/2-BPS bound states of $n_1$ fundamental strings and $n_5$ NS5-branes. The leading order contribution in an expansion in $1/(n_1n_5)$ is calculated via a combination of…
We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…
In this paper, we revisit the antiferromagnetic (AF) phase diagram of the single-band three-dimensional half-filled Hubbard model on a simple cubic lattice studied within the dynamical mean field theory (DMFT). Although this problem has…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We consider banded block Toeplitz matrices $T_n$ with $n$ block rows and columns. We show that under certain technical assumptions, the normalized eigenvalue counting measure of $T_n$ for $n\to\infty$ weakly converges to one component of…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We compute analytically the probability of large fluctuations to the left of the mean of the largest eigenvalue in the Wishart (Laguerre) ensemble of positive definite random matrices. We show that the probability that all the eigenvalues…
Let $f(n)$ denote a multiplicative function with range $\{-1,0,1\}$, and let $F(x) = \sum_{n\leq x} f(n)$. Then $F(x)/\sqrt{x} = a\sqrt{x} + b + E(x)$, where $a$ and $b$ are constants and $E(x)$ is an error term that either tends to $0$ in…
We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of…
The random banded matrices (RBM) whose diagonal elements fluctuate much stronger than the off-diagonal ones were introduced recently by Shepelyansky as a convenient model for coherent propagation of two interacting particles in a random…
We consider a general class of symmetric or Hermitian random band matrices $H=(h_{xy})_{x,y \in \llbracket 1,N\rrbracket^d}$ in any dimension $d\ge 1$, where the entries are independent, centered random variables with variances…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
We study the quantum corrections to the Gross-Pitaevskii equation for two weakly linked Bose-Einstein condensates. The goals are: 1) to investigate dynamical regimes at the borderline between the classical and quantum behaviour of the…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
We analyze the asymptotic behavior and scaling limits of large random matrices rescaled via the Sinkhorn algorithm to match prescribed row and column margins. For a random matrix with independent sub-exponential entries, we show that its…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
We place limits on semiclassical fluctuations that might be present in the primordial perturbation spectrum. These can arise if some signatures of pre-inflationary features survive the expansion, or could be created by whatever mechanism…