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We numerically study the level statistics of the Gaussian $\beta$ ensemble. These statistics generalize Wigner-Dyson level statistics from the discrete set of Dyson indices $\beta = 1,2,4$ to the continuous range $0 < \beta < \infty$. The…

We use gauge/gravity duality to study the thermodynamics of a generic almost conformal theory, specified by its beta function. Three different phases are identified, a high temperature phase of massless partons, an intermediate…

The aim of this paper is to identify the limit in a high temperature regime of classical beta ensembles on the real line and related eigenvalue processes by using the Markov--Krein transform. We show that the limiting measure of Gaussian…

We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…

Max-stable processes are a popular tool for the study of environmental extremes, and the extremal skew-$t$ process is a general model that allows for a flexible extremal dependence structure. For inference on max-stable processes with…

We study the addition of two independent random $N\times M$ rectangular matrices with invariant distributions in two limiting regimes, where the parameter $\beta$ (inverse temperature) tends to infinity and $0$. In the low temperature…

For every $n\in\N$, let $X_{1n},..., X_{nn}$ be independent copies of a zero-mean Gaussian process $X_n=\{X_n(t), t\in T\}$. We describe all processes which can be obtained as limits, as $n\to\infty$, of the process $a_n(M_n-b_n)$, where…

Let $\chi_n(t) = (\sum_{i=1}^n X_i^2(t))^{1/2},t\ge0$ be a chi-process with $n$ degrees of freedom where $X_i$'s are independent copies of some generic centered Gaussian process $X$. This paper derives the exact asymptotic behavior of…

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 study scaling behavior of the geometric tensor $\chi_{\alpha,\beta}(\lambda_1,\lambda_2)$ and the fidelity susceptibility $(\chi_{\rm F})$ in the vicinity of a quantum multicritical point (MCP) using the example of a transverse XY model.…

We study the scaling of the magnetic susceptibility in the square Ising model based upon the delta-expansion in the high temperature phase. The susceptibility chi is expressed in terms of the mass M and expanded in powers of 1/M. The…

The new algorithm of the finite lattice method is applied to generate the high-temperature expansion series of the simple cubic Ising model to $\beta^{50}$ for the free energy, to $\beta^{32}$ for the magnetic susceptibility and to…

Based on empirical evidence of fast mean-reverting spikes, we model electricity price processes $X+Z^\beta$ as the sum of a continuous It\^o semimartingale $X$ and a a mean-reverting compound Poisson process $Z_t^\beta = \int_0^t…

In this article we give a general criterion for some dependent Gaussian models to belong to maximal domain of attraction of Gumbel, following an application of the Stein-Chen method studied in Arratia et al(1989). We also show the…

We study the high excursion probability of a centered Gaussian field on a square. Writing \(\sigma\) and \(r\) for its standard deviation and correlation function, we assume that \(\sigma\) has a unique maximum at the corner…

In this paper, we derive distributional convergence rates for the magnetization vector and the maximum pseudolikelihood estimator of the inverse temperature parameter in the tensor Curie-Weiss Potts model. Limit theorems for the…

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…

This paper studies the joint tail asymptotics of extrema of the multi-dimensional Gaussian process over random intervals defined as $$ P(u):=\mathbb{P}\left\{\cap_{i=1}^n \left(\sup_{t\in[0,\mathcal{T}_i]} ( X_{i}(t) +c_i t )>a_i u…

We study numerically the magnetic susceptibility of the hierarchical model with Ising spins ($\sigma =\pm 1$) above the critical temperature and for two values of the epsilon parameter. The integrations are performed exactly, using…