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The class of Dirichlet random vectors is central in numerous probabilistic and statistical applications. The main result of this paper derives the exact tail asymptotics of the aggregated risk of powers of Dirichlet random vectors when the…

Probability · Mathematics 2014-12-12 Enkelejd Hashorva

In this paper I will investigate the bifurcation and asymptotic behavior of solutions of the Swift-Hohenberg equation and the generalized Swift-Hohenberg equation with the Dirichlet boundary condition on a one- dimensional domain $(0,L)$. I…

Mathematical Physics · Physics 2008-02-11 Masoud Yari

Let $\Lambda$ be the limiting smallest eigenvalue in the general (\beta, a)-Laguerre ensemble of random matrix theory. Here \beta>0, a >-1; for \beta=1,2,4 and integer a, this object governs the singular values of certain rank n Gaussian…

Probability · Mathematics 2011-11-21 Jose A. Ramirez , Brian Rider , Ofer Zeitouni

We analyse the density of states of the random graph Laplacian in the percolating regime. A symmetry argument and knowledge of the density of states in the nonpercolating regime allows us to isolate the density of states of the percolating…

Disordered Systems and Neural Networks · Physics 2015-05-19 T. Aspelmeier , A. Zippelius

We consider random walks in Dirichlet environment (RWDE) on $\Z ^d$, for $ d \geq 3 $, in the sub-ballistic case. We associate to any parameter $ (\alpha_1, ..., \alpha_{2d}) $ of the Dirichlet law a time-change to accelerate the walk. We…

Probability · Mathematics 2012-05-28 Élodie Bouchet

We study the low-lying spectrum of the Dirichlet Laplace operator on a randomly wiggled strip. More precisely, our results are formulated in terms of the eigenvalues of finite segment approximations of the infinite waveguide. Under…

Spectral Theory · Mathematics 2015-05-20 Denis Borisov , Ivan Veselic'

In this paper we study the asymptotic behavior of a family of discrete functionals as the lattice size, $\varepsilon>0$, tends to zero. We consider pairwise interaction energies satisfying $p$-growth conditions, $p<d$, $d$ being the…

Analysis of PDEs · Mathematics 2025-03-11 Giuliana Fusco

We consider the adjacency matrix $A$ of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $d/N$. For $(\log \log N)^4 \ll d \lesssim \log N$, we prove that the eigenvalues near the spectral edge form asymptotically a Poisson…

Probability · Mathematics 2022-10-06 Johannes Alt , Raphael Ducatez , Antti Knowles

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

Statistical Mechanics · Physics 2013-01-29 Satya N. Majumdar , Gregory Schehr , Dario Villamaina , Pierpaolo Vivo

We consider one of the most important problems in directional statistics, namely the problem of testing the null hypothesis that the spike direction $\theta$ of a Fisher-von Mises-Langevin distribution on the $p$-dimensional unit…

Statistics Theory · Mathematics 2019-03-05 Davy Paindaveine , Thomas Verdebout

It is established that the distribution of the zero energy eigenfunctions of (2 + 1)-dimensional Dirac electrons in a random gauge potential is described by the Liouville model. This model has a line of critical points parameterized by the…

Condensed Matter · Physics 2019-08-15 Ian. I. Kogan , C. Mudry , A. M. Tsvelik

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

Probability · Mathematics 2013-07-24 Alex Bloemendal , Bálint Virág

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

Probability · Mathematics 2014-08-26 Giovanni Conforti , Stefano De Marco , Jean-Dominique Deuschel

The spectrum of the nonbacktracking matrix associated to a network is known to contain fundamental information regarding percolation properties of the network. Indeed, the inverse of its leading eigenvalue is often used as an estimate for…

Physics and Society · Physics 2025-01-30 James Martin , Tim Rogers , Luca Zanetti

We study a Dirichlet spectral problem for a second-order elliptic operator with locally periodic coefficients in a thin domain. The boundary of the domain is assumed to be locally periodic. When the thickness of the domain $\varepsilon$…

Analysis of PDEs · Mathematics 2021-03-08 Klas Pettersson

We are interested in the spectrum of the Dirichlet Laplacian in thin broken strips with angle $\alpha$. Playing with symmetries, this leads us to investigate spectral problems for the Laplace operator with mixed boundary conditions in…

Analysis of PDEs · Mathematics 2026-05-26 Lucas Chesnel , Sergei A. Nazarov

In an attempt to characterize the structure of eigenvectors of random regular graphs, we investigate the correlations between the components of the eigenvectors associated to different vertices. In addition, we provide numerical…

Mathematical Physics · Physics 2009-11-13 Yehonatan Elon

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$ for $\sqrt{\log N} \ll d \lesssim \log N$. We show the existence of a localized phase, where each eigenvector is exponentially localized…

Probability · Mathematics 2023-12-21 Johannes Alt , Raphael Ducatez , Antti Knowles

Transmission eigenchannels and associated eigenvalues, that give a full account of wave propagation in random media, have recently emerged as a major theme in theoretical and applied optics. Here we demonstrate, both analytically and…

Optics · Physics 2015-09-30 Liyi Zhao , Chushun Tian , Yury P. Bliokh , Valentin Freilikher