Related papers: Large gaps of CUE and GUE
In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…
Critical points of a scalar quantitiy are either extremal points or saddle points. The character of the critical points is determined by the sign distribution of the eigenvalues of the Hessian matrix. For a two-dimensional homogeneous and…
Gaussian mixture models are central to classical statistics, widely used in the information sciences, and have a rich mathematical structure. We examine their maximum likelihood estimates through the lens of algebraic statistics. The MLE is…
We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal polynomial and their recursion coefficients. We also deduce…
We consider the conditional galaxy density around each galaxy, and study its fluctuations in the newest samples of the Sloan Digital Sky Survey Data Release 7. Over a large range of scales, both the average conditional density and its…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
The Hubble Frontier Fields data, along with multiple data sets obtained by other telescopes, have provided some of the most extensive constraints on cluster lenses to date. Multiple lens modeling teams analyzed the fields and made public a…
I use quaternion free probability calculus - an extension of free probability to non-Hermitian matrices (which is introduced in a succinct but self-contained way) - to derive in the large-size limit the mean densities of the eigenvalues and…
The distribution of higher order level spacings, i.e. the distribution of $\{s_{i}^{(n)}=E_{i+n}-E_{i}\}$ with $n\geq 1$ is derived analytically using a Wigner-like surmise for Gaussian ensembles of random matrix as well as Poisson…
In order to study the resonance spectra of chaotic cavities subject to some damping (which can be due to absorption or partial reflection at the boundaries), we use a model of damped quantum maps. In the high-frequency limit, the…
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…
The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.
Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…
We study the geometry of a random unicellular map which is uniformly distributed on the set of all unicellular maps whose genus size is proportional to the number of edges of the map. We prove that the distance between two uniformly…
In this paper, we address a class of problems in unitary ensembles. Specifically, we study the probability that a gap symmetric about 0, i.e. $(-a,a)$ is found in the Gaussian unitary ensembles (GUE) and the Jacobi unitary ensembles (JUE)…
We consider the ensemble of $n \times n$ Wigner hermitian matrices $H = (h_{\ell k})_{1 \leq \ell,k \leq n}$ that generalize the Gaussian unitary ensemble (GUE). The matrix elements $h_{k\ell} = \bar h_{\ell k}$ are given by $h_{\ell k} =…
We consider the Gumbel or extreme value statistics describing the distribution function p_G(x_max) of the maximum values of a random field x within patches of fixed size. We present, for smooth Gaussian random fields in two and three…
For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.
We show that limsup sets generated by a sequence of open sets in compact Ahlfors $s$-regular space $(X,\mathscr{B},\mu,\rho)$ belong to the classes of sets with large intersections with index $\lambda$, denoted by…