Related papers: Overcrowding asymptotics for the Sine_beta process

We consider the Random-Cluster model on $\mathbb{Z}^d$ with interactions of infinite range of the form $J_x = \psi(x)\mathsf{e}^{-\rho(x)}$ with $\rho$ a norm on $\mathbb{Z}^d$ and $\psi$ a subexponential correction. We first provide an…

The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…

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…

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and…

We study the probability that one beta-distributed random variable exceeds the maximum of two others, allowing all three to have general parameters. This amounts to studying Euler transforms of products of two incomplete beta functions. We…

Consider a stochastic process $(S_{[a_i,b_i]})_{[a_i,b_i] \subset \mathbb{N}}$, which is indexed by the collection of all nonempty intervals $[a_i,b_i] \subset \mathbb{N}$ and which is stationary under translations of the intervals. It was…

We consider the problem of Gaussian mixture clustering in the high-dimensional limit where the data consists of $m$ points in $n$ dimensions, $n,m \rightarrow \infty$ and $\alpha = m/n$ stays finite. Using exact but non-rigorous methods…

We derive the asymptotic distribution of the total length $L_n$ of a $\operatorname {Beta}(2-\alpha,\alpha)$-coalescent tree for $1<\alpha<2$, starting from $n$ individuals. There are two regimes: If $\alpha\le1/2(1+\sqrt{5})$, then $L_n$…

We find explicit and optimal upper bounds for the expected occupation density for an It\^o-process when its drift and diffusion coefficients are unknown under boundedness and ellipticity conditions on the coefficients. This is related to…

We consider the family $\{f_L\}_{L>0}$ of Gaussian analytic functions in the unit disk, distinguished by the invariance of their zero set with respect to hyperbolic isometries. Let $n_L\left(r\right)$ be the number of zeros of $f_L$ in a…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

We consider an infinite balls-into-bins process with deletions where in each discrete step $t$ a coin is tossed as to whether, with probability $\beta(t) \in (0,1)$, a new ball is allocated using the Greedy[2] strategy (which places the…

In a previous work [J. Math. Phys. {\bf 35} (1994), 2539--2551], generalized hypergeometric functions have been used to a give a rigorous derivation of the large $s$ asymptotic form of the general $\beta > 0$ gap probability $E_\beta^{\rm…

Consider an infinite sequence of independent, uniformly chosen points from $[0,1]^d$. After looking at each point in the sequence, an overseer is allowed to either keep it or reject it, and this choice may depend on the locations of all…

In this paper we prove a central limit theorem for some probability measures defined as asymtotic densities of integer sets defined via sum-of-digit-function. To any integer a we can associate a measure on Z called $\mu$a such that, for any…

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Let $\theta_1,\ldots,\theta_n$ be random variables from Dyson's circular $\beta$-ensemble with probability density function $\operatorname {Const}\cdot\prod_{1\leq j<k\leq n}|e^{i\theta_j}-e^{i\theta _k}|^{\beta}$. For each $n\geq2$ and…

We determine the asymptotic density $\delta_k$ of the set of ordered $k$-tuples $(n_1,...,n_k)\in \N^k, k\ge 2$, such that there exists no prime power $p^a$, $a\ge 1$, appearing in the canonical factorization of each $n_i$, $1\le i\le k$,…