Related papers: Asymptotics of discrete $\beta$-corners processes …
We prove that the two-dimensional Gaussian Free Field describes the asymptotics of global fluctuations of a multilevel extension of the general beta Jacobi random matrix ensembles. Our approach is based on the connection of the Jacobi…
In finite many-body quantum systems such as nuclei, atoms, mesoscopic systems like quantum dots and small metallic grains, interacting spin systems modeling quantum computing core and BEC, the interparticle interactions are essentially…
We suggest an hierarchy of all the results known so far about the connection of the asymptotics of combinatorial or representation theoretic problems with ``beta=2 ensembles'' arising in the random matrix theory. We show that all such…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…
We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
The goal of the paper is to introduce a new set of tools for the study of discrete and continuous $\beta$-corners processes. In the continuous setting, our work provides a multi-level extension of the loop equations (also called…
In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
We study the equilibrium fluctuations of an interacting particle system evolving on the discrete ring with $N\in\mathbb N$ points, denoted by $\mathbb T_N$, and with three species of particles that we name $A,B$ and $C$, but such that at…
We study the global spectrum fluctuations for $\beta$-Hermite and $\beta$-Laguerre ensembles via the tridiagonal matrix models introduced in \cite{dumitriu02}, and prove that the fluctuations describe a Gaussian process on monomials. We…
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…
We consider singular perturbations of eigenvalue problems. We prove that to these problems correspond simple eigenvalues and we study their asymptotic behavior. As a result, we prove global bifurcation results for non uniformly and fully…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
In random-matrix ensembles that interpolate between the three basic ensembles (orthogonal, unitary, and symplectic), there exist correlations between elements of the same eigenvector and between different eigenvectors. We study such…
Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the…
This paper establishes a universality result for scaling limits of uniformly random lozenge tilings of large domains. We prove that whenever a boundary of the domain has three adjacent straight segments inclined under 120 degrees to each…