Related papers: Large gaps of CUE and GUE
We show that in a sample of size $n$ from a GEM$(0,\theta)$ random discrete distribution, the gaps $G_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of the sample, with the convention $G_{n:n} :=…
We study asymptotics of $q$-distributed random lozenge tilings of sawtooth domains (equivalently, of random interlacing integer arrays with fixed top row). Under the distribution we consider each tiling is weighted proportionally to…
Using numerical diagonalization we study the crossover among different random matrix ensembles [Poissonian, Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE)] realized in two…
We establish a large deviation principle for the largest eigenvalue of a rank one deformation of a matrix from the GUE or GOE. As a corollary, we get another proof of the phenomenon, well-known in learning theory and finance, that the…
Using the power of gravitational lensing magnification by massive galaxy clusters, the Hubble Frontier Fields provide deep views of six patches of the high redshift Universe. The combination of deep Hubble imaging and exceptional lensing…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…
In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…
This paper studies random cubical sets in $\mathbb{R}^d$. Given a cubical set $X\subset \mathbb{R}^d$, a random variable $\omega_Q\in[0,1]$ is assigned for each elementary cube $Q$ in $X$, and a random cubical set $X(t)$ is defined by the…
We show that the distribution of bulk spacings between pairs of adjacent eigenvalue real parts of a random matrix drawn from the complex elliptic Ginibre ensemble is asymptotically given by a generalization of the Gaudin-Mehta distribution,…
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…
A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…
The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary…
One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…
Introducing sets of constraints, we define new classes of random-matrix ensembles, the constrained Gaussian unitary (CGUE) and the deformed Gaussian unitary (DGUE) ensembles. The latter interpolate between the GUE and the CGUE. We derive a…
We study the volume of the intersection of two unit balls from one of the classical matrix ensembles GOE, GUE and GSE, as the dimension tends to infinity. This can be regarded as a matrix analogue of a result of Schechtman and…
We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.
We show that the centered maximum of a sequence of log-correlated Gaussian fields in any dimension converges in distribution, under the assumption that the covariances of the fields converge in a suitable sense. We identify the limit as a…
In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…