Related papers: Large deviations for the largest eigenvalue of dis…
We study extreme wave formation for the Korteweg-de Vries equation on the torus with random initial data of average size $\epsilon$. We establish a large deviations principle for the supremum of the solution over arbitrarily long polynomial…
In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…
Quantum dynamical semigroups are applied to the study of the time evolution of harmonic oscillators, both bosonic and fermionic. Explicit expressions for the density matrices describing the states of these systems are derived using the…
Luescher's finite size mass shift formula in a periodic finite volume, involving forward scattering amplitudes in the infinite volume, is revisited for the two stable distinguishable particle system. The generalized mass shift formulae for…
The non-orthogonality of algebraic polynomials of field coordinates traditionally used to model field-dependent corrections to astrometric measurements, gives rise to subtle adverse effects. In particular, certain field dependent…
We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…
Within the framework of the Coulomb fluid picture, we present a unified approach to derive the large deviations of bulk and extreme eigenvalues of large Wishart matrices. By analysing the statistics of the shifted index number we are able…
We show that, using the Coulomb fluid approach, we are able to derive a rate function $\Psi(c,x)$ of two variables that captures: (i) the large deviations of bulk eigenvalues; (ii) the large deviations of extreme eigenvalues (both left and…
We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…
In this work we give a criterion to have an exponential dichotomy over all $\mathbb{R}$ for delayed systems $x'(t)=L(t)x_t$, where $L_{\pm}=\lim_{t\to\pm\infty}L(t)$, and the systems $x'(t)=L_{\pm}x_t$ are autonomous and hyperbolic. The…
We investigate the chaotic phase of the Bose-Hubbard model [L. Pausch et al, Phys. Rev. Lett. 126, 150601 (2021)] in relation to the bosonic embedded random matrix ensemble, which mirrors the dominant few-body nature of many-particle…
We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order…
We consider holomorphic deformations of Fuchsian systems parameterized by the pole loci. It is well known that, in the case when the residue matrices are non-resonant, such a deformation is isomonodromic if and only if the residue matrices…
We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth…
We introduce the general polynomial algebras characterizing a class of higher order superintegrable systems that separate in Cartesian coordinates. The construction relies on underlying polynomial Heisenberg algebras and their defining…
We study the sensitivity of the eigenvectors of random matrices, showing that even small perturbations make the eigenvectors almost orthogonal. More precisely, we consider two deformed Wigner matrices $W+D_1$, $W+D_2$ and show that their…
In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…
An exact expression for the determinant of the splitting matrix is derived: it allows us to analyze the asympotic behaviour needed to amend the large angles theorem proposed in Ann. Inst. H. Poincar\'e, B-60, 1, 1994. The asymptotic…