Related papers: Large gaps of CUE and GUE
Links between uniform Aztec diamonds and random matrices are numerous in the literature. In particular \cite{johansson2006eigenvalues,Forrester} established that, under correct rescaling, the probability density function of a certain…
We consider the thick points of random walk, i.e. points where the local time is a fraction of the maximum. In two dimensions, we answer a question of Dembo, Peres, Rosen and Zeitouni and compute the number of thick points of planar random…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…
We apply the random-matrix theory to the car-parking problem. For this purpose, we adopt a Coulomb gas model that associates the coordinates of the gas particles with the eigenvalues of a random matrix. The nature of interaction between the…
This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…
We study the statistical distribution of the closest encounter between generic smooth observations computed along different trajectories of a rapidly mixing dynamical system. At the limit of large trajectories, we obtain a distribution of…
The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…
We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…
The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in…
The Gumbel model is a very popular statistical model due to its wide applicability for instance in the course of certain survival, environmental, financial or reliability studies. In this work, we have introduced a bimodal generalization of…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
It is well known that the joint probability density of the eigenvalues of Gaussian ensembles of random matrices may be interpreted as a Coulomb gas. We review these classical results for hermitian and complex random matrices, with special…
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…
The gapped local alignment score of two random sequences follows a Gumbel distribution. If computers could estimate the parameters of the Gumbel distribution within one second, the use of arbitrary alignment scoring schemes could increase…
We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…
We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…
We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…
Lensing in the context of rich clusters is normally quantified from small image distortions, yielding a relative mass distribution in the limit of weak lensing. Here we show the magnification effect of lensing can also be mapped over a…
We consider the frequency at which avoided crossings appear in an energy level structure when an external field is applied to a quantum chaotic system. The distribution of the spacing in the parameter between two adjacent avoided crossings…