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The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a long history, a formulation providing high precision…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
We study certain bijection between plane partitions and $\mathbb{N}$-matrices. As applications, we prove a Cauchy-type identity for generalized dual Grothendieck polynomials. We introduce two statistics on plane partitions, whose generating…
This work provide a thorough study of L\'evy or heavy-tailed random matrices (LM). By analysing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the…
The Lagrange--Poincar\'{e} equations for a mechanical system which describes the interaction of two scalar particles that move on a special Riemannian manifold, consisting of the product of two manifolds, the total space of a principal…
We study driven particle systems with excluded volume interactions on a two-lane ladder with periodic boundaries, using Monte Carlo simulation, cluster mean-field theory, and numerical solution of the master equation. Particles in one lane…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
Consider the model of bipartite entanglement for a random pure state emerging in quantum information and quantum chaos, corresponding to the fixed trace Laguerre unitary ensemble (LUE) in Random Matrix Theory. We focus on correlation…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlev\'e V system, and the solution of its associated linear isomonodromic system. In…
We prove tail triviality of determinantal point processes $ \mu $ on continuous spaces. Tail triviality had been proved for such processes only on discrete spaces, and hence we have generalized the result to continuous spaces. To do this,…
Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…
This paper establishes mesoscopic rates of convergence in the $L^1$-Wasserstein distance for eigenvalue determinantal point processes (DPPs) derived from the Laguerre Unitary Ensemble (LUE) to the corresponding limiting point process (Airy…
We introduce and study multiple partition structures which are sequences of probability measures on families of Young diagrams subjected to a consistency condition. The multiple partition structures are generalizations of Kingman's…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
We derive exact results for gap probabilities, as well as densities of extreme eigenvalues for six complex random matrix ensembles of fundamental importance. These are Gauss-Wigner, Laguerre-Wishart, Cauchy-Lorentz (two variants),…
Classical relativistic system of point particles coupled with an electromagnetic field is considered in the three-dimensional representation. The gauge freedom connected with the chronometrical invariance of the four-dimensional description…