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We study the edge behavior of inhomogeneous one-dimensional quantum systems, such as Lieb-Liniger models in traps or spin chains in spatially varying magnetic fields. For free systems these fall into several universality classes, the most…
As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…
In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…
In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…
We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…
The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the…
In this work, we investigate the dynamics of interacting particle systems subjected to repulsive forces, such as lattices of magnetized particles. To this end, we first develop a general model capable of capturing the complete dynamical…
We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
We study the geometric ergodicity and the long time behavior of the Random Batch Method for interacting particle systems, which exhibits superior numerical performance in recent large-scale scientific computing experiments. We show that for…
This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…
In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…
Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…