Related papers: The Cusp-Airy Process
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…
Random tilings of the two-periodic Aztec diamond contain three macroscopic regions: frozen, where the tilings are deterministic; rough, where the correlations between dominoes decay polynomially; smooth, where the correlations between…
We review the Airy processes; their formulation and how they are conjectured to govern the large time, large distance spatial fluctuations of one dimensional random growth models. We also describe formulas which express the probabilities…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…
We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…
The random disorder can drastically change the melting scenario of two-dimensional systems and has to be taken into account in the interpretation of the experimental results. We present the results of the molecular dynamics simulations of…
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,…
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…
Vesicles, or closed fluctuating membranes, have been modeled in two dimensions by self-avoiding polygons, weighted with respect to their perimeter and enclosed area, with the simplest model given by area-weighted excursions. These models…
We study a new hermitian one-matrix model containing a logarithmic Penner's type term and another term, which can be obtained as a limit from logarithmic terms. For small coupling, the potential has an absolute minimum at the origin, but…
In certain point processes, the configuration of points outside a bounded domain determines, with probability 1, certain statistical features of the points within the domain. This notion, called rigidity, was introduced in a work of Ghosh…
We study $n$ non-intersecting Brownian motions corresponding to initial configurations which have a vanishing density in the large $n$ limit at an interior point of the support. It is understood that the point of vanishing can propagate up…
We perform numerical studies including Monte Carlo simulations of high rotational symmetry random tilings. For computational convenience, our tilings obey fixed boundary conditions in regular polygons. Such tilings are put in correspondence…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
In a previous work, two of the authors proposed a new proof of a well known convergence result for the scaled elementary connected vacant component in the high intensity Boolean model towards the Crofton cell of the Poisson hyperplane…
Finite systems in confining potentials are known to undergo structural transitions similar to phase transitions. However, these systems are inhomogeneous, and their "melting" point may depend on the position in the trap and vary with the…
The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…
We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…
We consider uniform random domino tilings of the restricted Aztec diamond which is obtained by cutting off an upper triangular part of the Aztec diamond by a horizontal line. The restriction line asymptotically touches the arctic circle…