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As proved by R\'egnier and R\"osler, the number of key comparisons required by the randomized sorting algorithm QuickSort to sort a list of $n$ distinct items (keys) satisfies a global distributional limit theorem. Fill and Janson proved…

Probability · Mathematics 2017-01-17 Béla Bollobás , James Allen Fill , Oliver Riordan

We analyse the limiting behavior of the eigenvalue and singular value distribution for random convolution operators on large (not necessarily Abelian) groups, extending the results by M. Meckes for the Abelian case. We show that for regular…

Probability · Mathematics 2017-12-21 Radosław Adamczak

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

Probability · Mathematics 2026-03-03 Behzad Aalipur

Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…

Mathematical Physics · Physics 2009-10-31 Kurt Johansson

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

Probability · Mathematics 2026-01-28 Bernard Bercu , Claudia Contardi , Emanuele Dolera , Stefano Favaro

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

Probability · Mathematics 2009-09-25 Omer Angel , Alexander Holroyd , Dan Romik

A discrete Gelfand-Tsetlin pattern is a configuration of particles in Z^2. The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row,…

Probability · Mathematics 2015-07-24 Erik Duse , Anthony Metcalfe

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

Statistics Theory · Mathematics 2017-02-21 H. N. Nagaraja , Karthik Bharath , Fangyuan Zhang

We consider self-loops and multiple edges in the configuration model as the size of the graph tends to infinity. The interest in these random variables is due to the fact that the configuration model, conditioned on being simple, is a…

Probability · Mathematics 2017-02-06 Omer Angel , Remco van der Hofstad , Cecilia Holmgren

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

A sorting network is a shortest path from $12 \cdots n$ to $n \cdots 2 1$ in the Cayley graph of the symmetric group generated by adjacent transpositions. For a uniform random sorting network, we prove that in the global limit, particle…

Probability · Mathematics 2020-03-18 Duncan Dauvergne , Bálint Virág

We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…

Probability · Mathematics 2021-12-22 Jacopo Borga

In this paper, we present a result similar to the shift-coupling result of Thorisson (1996) in the context of random graphs and networks. The result is that a given random rooted network can be obtained by changing the root of another given…

Probability · Mathematics 2020-01-10 Ali Khezeli

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

Statistics Theory · Mathematics 2013-12-24 Avanti Athreya , Vince Lyzinski , David J. Marchette , Carey E. Priebe , Daniel L. Sussman , Minh Tang

This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…

Probability · Mathematics 2019-10-07 Jim Pitman , Yuri Yakubovich

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain