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Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

Mathematical Physics · Physics 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

Complex Variables · Mathematics 2018-10-24 T. Carroll , J. Marzo , X. Massaneda , J. Ortega-Cerdà

A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…

Statistical Mechanics · Physics 2025-12-08 Shaohua Guan

We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…

Probability · Mathematics 2013-09-17 Kim Dang , Dirk Zeindler

It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…

Mathematical Physics · Physics 2025-01-14 Peter J. Forrester

We introduce a spoke-arc decomposition of non-crossing annular pair partitions $NC_2(p,q)$ that records spoke type and orientation, isolates spoke-level contributions, and factorizes the dependence on the ellipticity parameter $\gamma$ into…

Probability · Mathematics 2025-12-04 Lingxuan Wu , Zhi Yin

We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…

Condensed Matter · Physics 2009-10-22 A. M. S. Macedo

One way to look for complex behaviours in many-body quantum systems is to let the number $N$ of degrees of freedom become large and focus upon collective observables. Mean-field quantities scaling as $1/N$ tend to commute, whence complexity…

Quantum Physics · Physics 2015-10-29 F. Benatti , F. Carollo , R. Floreanini

Even though the first momenta i.e. the ensemble average quantities in canonical ensemble (CE) give the grand canonical (GC) results in large multiplicity limit, the fluctuations involving second moments do not respect this asymptotic…

Nuclear Theory · Physics 2015-06-26 A. Keranen , F. Becattini , V. V. Begun , M. I. Gorenstein , O. S. Zozulya

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

Probability · Mathematics 2020-07-14 Andrew Ahn

We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…

Statistical Mechanics · Physics 2024-02-06 Žiga Krajnik , Johannes Schmidt , Vincent Pasquier , Enej Ilievski , Tomaž Prosen

We study local features, and provide a topological insight into the global structure of the probability density distribution and of the pattern of the optimal paths for large rare fluctuations away from a stable state. In contrast to…

Condensed Matter · Physics 2009-10-22 Mark I. Dykman , Mark M. Millonas , Vadim N. Smelyanskiy

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

We extend recent results on the Asymptotic Equipartition Property for the density of $n$ particles in $\beta$-ensembles, as $n$ tends to infinity. We prove the Large Deviation Principle of the log-density for a general potential and the…

Probability · Mathematics 2018-03-14 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…

Probability · Mathematics 2009-11-06 Benoit Collins , Piotr Sniady

We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jinho Baik , Thomas Kriecherbauer , Ken T. -R. McLaughlin , Peter D. Miller

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

Combinatorics · Mathematics 2017-12-29 Mikhail Isaev , Brendan D. McKay

We study deterministic and quantum dynamics from a constructive "finite" point of view, since the introduction of a continuum, or other actual infinities in physics poses serious conceptual and technical difficulties, without any need for…

Quantum Physics · Physics 2015-06-11 Vladimir V. Kornyak
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