Related papers: Extremes of Chi triangular array from the Gaussian…

Let $\{\zeta_{m,k}^{(\kappa)}(t), t \ge0\}, \kappa>0$ be random processes defined as the differences of two independent stationary chi-type processes with $m$ and $k$ degrees of freedom. In applications such as physical sciences and…

The loop equation formalism is used to compute the $1/N$ expansion of the resolvent for the Gaussian $\beta$ ensemble up to and including the term at $O(N^{-6})$. This allows the moments of the eigenvalue density to be computed up to and…

Let $\mathbb{T}$ be the two-dimensional triangular lattice, and $\mathbb{Z}$ the one-dimensional integer lattice. Let $\mathbb{T}\times \mathbb{Z}$ denote the Cartesian product graph. Consider the Ising model defined on this graph with…

We calculate the high-temperature expansion of the 2-point function up to order 800 in beta. We show that estimations of the critical exponent gamma based on asymptotic analysis are not very accurate in presence of confluent logarithmic…

We report a high-precision numerical estimation of the critical exponent $\alpha$ of the specific heat of the random-field Ising model in four dimensions. Our result $\alpha = 0.12(1)$ indicates a diverging specific-heat behavior and is…

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

For the stationary storage process $\{Q(t), t\ge0\}$, with $ Q(t)=\sup_{ s \ge t}\left(X(s)-X(t)-c(s-t)^\beta\right), $ where $\{X(t),t\ge 0\}$ is a centered Gaussian process with stationary increments, $c>0$ and $\beta>0$ is chosen such…

Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…

We calculate the equation of state of asymmetric nuclear matter at finite temperature based on chiral effective field theory interactions to next-to-next-to-next-to-leading order. Our results assess the theoretical uncertainties from the…

This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate…

In this paper, with motivation from [30] by Piterbarg (Extremes 7:161--177, 2004) and the considerable interest in stationary chi-processes, we derive asymptotic joint distributions of maxima of stationary strongly dependent chi-processes…

An upper bound of the relative entanglement entropy of thermal states at an inverse temperature $\beta$ of linear, massive Klein-Gordon and Dirac quantum field theories across two regions, separated by a nonzero distance $d$ in a Cauchy…

We calculate the chiral and thermal susceptibilities for two confining Dyson-Schwinger equation models of QCD with two light flavours, a quantitative analysis of which yields the critical exponents, beta and delta, that characterise the…

We perform estimation of critical exponents via large mass expansion under crucial help of delta-expansion. We address to the three dimensional Ising model at high temperature and estimate omega, the correction-to-scaling exponent, nu, eta…

We investigate temperature smearing effects on the electron-boson spectral density function ($I^2\chi(\omega)$) obtained from optical data using a maximum entropy inversion method. We start with two simple model input $I^2\chi(\omega)$,…

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

For extreme value estimation we propose to use a model with a Dirichlet process mixture of gamma densities in the center and generalized Pareto densities for the tails. Due to the randomness in the center and a heavy tailed density in the…

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…