English
Related papers

Related papers: Large deviations for the largest eigenvalue of dis…

200 papers

We investigate the random eigenvalues coming from the beta-Laguerre ensemble with parameter p, which is a generalization of the real, complex and quaternion Wishart matrices of parameter (n,p). In the case that the sample size n is much…

Probability · Mathematics 2013-09-17 Tiefeng Jiang , Danning Li

A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…

Probability · Mathematics 2021-08-17 Dylan J. Altschuler , Jonathan Niles-Weed

We prove a large deviation principle and give an expression for the rate function, for the last passage time in a Bernoulli environment. The model is exactly solvable and its invariant version satisfies a Burke-type property. Finally, we…

Probability · Mathematics 2018-10-29 Federico Ciech , Nicos Georgiou

We consider a class of models with infinite extra dimension, where bulk space does not possess SO(1,3) invariance, but Lorentz invariance emerges as an approximate symmetry of the low-energy effective theory. In these models, the maximum…

High Energy Physics - Theory · Physics 2014-11-18 S. L. Dubovsky

We generally study the density of eigenvalues in unitary ensembles of random matrices from the recurrence coefficients with regularly varying conditions for the orthogonal polynomials. First we calculate directly the moments of the density.…

Mathematical Physics · Physics 2008-10-31 Dang-Zheng Liu , Zheng-Dong Wang , Kui-Hua Yan

Dynamics of the disordered heavy Fermion model of Dobrosavljevic et al. are calculated using an expression for the spectral function of the Anderson model which is consistent with quantum Monte Carlo results. We compute the self-energy for…

Condensed Matter · Physics 2009-10-28 A. Chattopadhyay , M. Jarrell

We study the spherical model of a ferromagnet in $d$-dimensional cubes $\Omega_n$ of volume $|\Omega_n|=n^d$ and investigate large deviations of the magnetization of various domains $D_k\subset \Omega_n$. We focus our attention on the…

Statistical Mechanics · Physics 2012-04-11 Anatoly E. Patrick

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

Probability · Mathematics 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Probability · Mathematics 2026-04-06 Yuri Kifer , Ofer Zeitouni

We consider the smallest eigenvalues of perturbed Hermitian operators with zero modes, either topological or system specific. To leading order for small generic perturbation we show that the corresponding eigenvalues broaden to a Gaussian…

Statistical Mechanics · Physics 2019-05-15 M. Kieburg , A. Mielke , K. Splittorff

We consider finite $\beta$-ensembles $\mathcal X_{n,\beta}^{\mathbb F}$ with $n$ points on $\mathbb F$, where $\mathbb F$ denotes either the real line or the complex plane. Let $U$ be a bounded subset of $ \mathbb F$ such that $\partial U$…

Probability · Mathematics 2026-05-19 Kartick Adhikari , Sitanath Majumder

We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our findings are…

Disordered Systems and Neural Networks · Physics 2015-05-19 Eytan Katzav , Isaac Pérez Castillo

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

Probability · Mathematics 2017-05-02 Sandra Cerrai , Arnaud Debussche

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

Mathematical Physics · Physics 2008-11-26 G. Akemann , F. Basile

In [1] a new bosonization procedure has been illustrated, which allows to express a fermionic gaussian system in terms of commuting variables at the price of introducing an extra dimension. The Fermi-Bose duality principle established in…

Disordered Systems and Neural Networks · Physics 2009-11-07 Franco Ferrari

An application of an effective numerical algorithm for solving eigenvalue problems which arise in modelling electronic properties of quantum disordered systems is considered. We study the electron states at the localization-delocalization…

Computational Physics · Physics 2009-11-06 Isa Kh. Zharekeshev , Bernhard Kramer

In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Walid Hachem

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

We propose an inverse seesaw scenario under hidden $U(1)$ gauge symmetry, having rather natural hierarchies among neutral fermion mass scales. The hierarchies are derived from theory and experimental constraints. The theory requires…

High Energy Physics - Phenomenology · Physics 2022-08-24 Takaaki Nomura , Hiroshi Okada , Prasenjit Sanyal