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In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: i) continuous and ii) discrete random variables. First, a recursive…
The time-dependent probability distribution function of the height for the Kardar-Parisi-Zhang equation with sharp wedge initial conditions has been obtained recently as a convolution between the Gumbel distribution and a difference of two…
We study the statistical properties of one-dimensional directed polymers in a short-range random potential by mapping the replicated problem to a many body quantum boson system with attractive interactions. We find the full set of…
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 ($\beta=1$),…
The joint probability distribution function (PDF) of the height and its gradients is derived for a zero tension $d+1$-dimensional Kardar-Parisi-Zhang (KPZ) equation. It is proved that the height`s PDF of zero tension KPZ equation shows lack…
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…
Tracy-Widom and Baik-Rains distributions appear as universal limit distributions for height fluctuations in the one-dimensional Kardar-Parisi-Zhang (KPZ) \textit{stochastic} partial differential equation (PDE). We obtain the same universal…
We consider a model of a quenched disordered geometry in which a random metric is defined on ${\mathbb R}^2$, which is flat on average and presents short-range correlations. We focus on the statistical properties of balls and geodesics,…
In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that…
These notes are based on lectures delivered by the authors at a Langeoog seminar of SFB/TR12 "Symmetries and universality in mesoscopic systems" to a mixed audience of mathematicians and theoretical physicists. After a brief outline of the…
In this note we give upper bounds for the free energy of discrete polymers in random media. The bounds are given by the so-called generalized multiplicative cascades from the statistical theory of turbulence. For the polymer model, we…
We consider the Kardar-Parisi-Zhang (KPZ) equation for a circular interface in two dimensions, unconstrained by the standard small-slopes and no-overhang approximations. Numerical simulations using an adaptive scheme allow us to elucidate…
Explicit expression for the $N$-point free energy distribution function in one dimensional directed polymers in a random potential is derived in terms of the Bethe ansatz replica technique. The obtained result is equivalent to the one…
We discuss the non-self-averaging phenomena in the critical point of weakly disordered Ising ferromagnet. In terms of the renormalized replica Ginzburg-Landau Hamiltonian in dimensions D <4, we derive an explicit expression for the…
We study the elastic (1+1)-dimensional string subject to a random gaussian potential on scales smaller than the correlation radius of the disorder potential (Larkin problem). We present an exact calculation of the probability function…
Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…
Last passage percolation (LPP) is a model of a directed metric and a zero-temperature polymer where the main observable is a directed path evolving in a random environment accruing as energy the sum of the random weights along itself. When…
We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…
We study the directed polymer of length $t$ in a random potential with fixed endpoints in dimension 1+1 in the continuum and on the square lattice, by analytical and numerical methods. The universal regime of high temperature $T$ is…
We study large $n$ expansions for the partition function of a Coulomb gas $$Z_n=\frac 1 {\pi^n}\int_{\mathbb{C}^n}\prod_{1\le i<j\le n}|z_i-z_j|^2\prod_{i=1}^n e^{-nQ(z_i)}\, d^2 z_i,$$ where $Q$ is a radially symmetric confining potential…