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We extend Gaussian perturbation models in classical functional data analysis to the three-dimensional rotational group where a zero-mean Gaussian process in the Lie algebra under the Lie exponential spreads multiplicatively around a central…

Methodology · Statistics 2024-04-19 Fabian J. E. Telschow , Stephan F. Huckemann , Michael R. Pierrynowski

Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…

Statistics Theory · Mathematics 2024-03-15 Ian Waudby-Smith , David Arbour , Ritwik Sinha , Edward H. Kennedy , Aaditya Ramdas

We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…

General Relativity and Quantum Cosmology · Physics 2025-02-11 Heidar Moradi , Yasaman K. Yazdi , Miguel Zilhão

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

In the bulk scaling limit of the Gaussian Unitary Ensemble of Hermitian matrices the probability that an interval of length $s$ contains no eigenvalues is the Fredholm determinant of the sine kernel $\sin(x-y)\over\pi(x-y)$ over this…

High Energy Physics - Theory · Physics 2009-10-28 Harold Widom

The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…

Mathematical Physics · Physics 2010-07-29 Arno Kuijlaars , Maarten Vanlessen

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

Probability · Mathematics 2025-03-05 Gabriel Mastrilli

For a quantum system in a macroscopically large volume $V$, prepared in a pure state and subject to maximally noisy or ergodic unitary dynamics, the reduced density matrix of any sub-system $v\ll V$ is almost surely totally mixed. We show…

Statistical Mechanics · Physics 2020-01-15 Michel Bauer , Denis Bernard , Tony Jin

We prove Gaussian fluctuation for pair counting statistics of the form $ \sum_{1\leq i\neq j\leq N} f(\theta_i-\theta_j)$ for the Circular Unitary Ensemble (CUE) of random matrices in the case of a slowly growing variance in the limit of…

Probability · Mathematics 2021-02-03 Ander Aguirre , Alexander Soshnikov

In this paper, we use a formula obtained in [8] to study certain asymptotic behaviors of GUE (Gaussian unitary ensemble) correlators. More precisely, we obtain large genus asymptotics of enumerations of ordinary graphs and ribbon graphs…

Mathematical Physics · Physics 2025-12-19 Jiayi Zhao

We study mesoscopic fluctuations of the conductance through a quantum dot at the wings of the Coulomb blokade peaks. At low temperatures, the main mechanism of conduction is the elastic cotunneling. The conductance strongly fluctuates with…

Condensed Matter · Physics 2009-10-28 I. L. Aleiner , L. I. Glazman

We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…

Probability · Mathematics 2017-11-10 Valentin Bahier

Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…

Probability · Mathematics 2016-06-29 Jamal Najim , Jianfeng Yao

The fluctuations are termed mesoscopic, when their typical size is essentially larger then the average distance between the nearest neighbors, while being much smaller than the overall system size. Since the features of mesoscopic…

Statistical Mechanics · Physics 2026-01-23 V. I. Yukalov , E. P. Yukalova

The atom fluctuations statistics of an ideal, mesoscopic, Bose-Einstein condensate is investigated from several different perspectives. By generalizing the grand canonical analysis (applied to the canonical ensemble problem), we obtain a…

Other Condensed Matter · Physics 2007-05-23 Andrew N. Jordan , C. H. Raymond Ooi , Anatoly A. Svidzinsky

In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian…

Mathematical Physics · Physics 2019-10-23 Dan Dai , Shuai-Xia Xu , Lun Zhang

We survey the current status of universality limits for $m$-point correlation functions in the bulk and at the edge for unitary ensembles, primarily when the limiting kernels are Airy, Bessel, or Sine kernels. In particular, we consider…

Classical Analysis and ODEs · Mathematics 2016-08-11 Doron S. Lubinsky