Related papers: Graphons, permutons and the Thoma simplex: three m…
We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…
Tensor models can be interpreted as theory of dynamical fuzzy spaces. In this paper, I study numerically the fluctuation spectra around a Gaussian classical solution of a tensor model, which represents a fuzzy flat space in arbitrary…
We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…
Invariance-based randomization tests -- such as permutation tests, rotation tests, or sign changes -- are an important and widely used class of statistical methods. They allow drawing inferences under weak assumptions on the data…
We analyze the dynamics of moderate fluctuations for macroscopic observables of the random field Curie Weiss model (i.e., standard Curie-Weiss model embedded in a site dependent, i.i.d. random environment). We obtain path space large…
We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…
We study asymptotics of reducible representations of the symmetric groups S_q for large q. We decompose such a representation as a sum of irreducible components (or, alternatively, Young diagrams) and we ask what is the character of a…
In this work, we study a class of random matrices which interpolate between the Wigner matrix model and various types of patterned random matrices such as random Toeplitz, Hankel, and circulant matrices. The interpolation mechanism is…
We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for…
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
The methods of mode decomposition and Fourier analysis of classical and quantum fields on curved spacetimes previously available mainly for the scalar field on Friedman- Robertson-Walker (FRW) spacetimes are extended to arbitrary vector…
Let g(x)=x/2 + 17/30 (mod 1), let \xi_i, i= 1,2,... be a sequence of independent, identically distributed random variables with uniform distribution on the interval [0,1/15], define g_i(x)=g(x)+ \xi_i (mod 1) and, for n=1,2,..., define…
We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…
The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…
Rudnick recently proved that the spectral number variance for the Laplacian of a large compact hyperbolic surface converges, in a certain scaling limit and when averaged with respect to the Weil-Petersson measure on moduli space, to the…
We characterize universal features of the sample-to-sample fluctuations of global geometrical observables, such as the area, width, length, and center-of-mass position, in random growing planar clusters. Our examples are taken from…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…