Related papers: The boundary of the orbital beta process

We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…

In the first part of this paper we give an elementary proof of the fact that if an infinite matrix $A$, which is invertible as a bounded operator on $\ell^2$, can be uniformly approximated by banded matrices then so can the inverse of $A$.…

We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…

In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…

The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…

We study multilevel matrix ensembles at general beta by identifying them with a class of processes defined via the branching rules for multivariate Bessel and Heckman-Opdam hypergeometric functions. For beta = 1, 2, we express the joint…

We study long-range percolation on the hierarchical lattice of order $N$, where any edge of length $k$ is present with probability $p_k=1-\exp(-\beta^{-k} \alpha)$, independently of all other edges. For fixed $\beta$, we show that the…

We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…

We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…

Quantum mechanics provides extraordinarily accurate probabilistic predictions, yet the framework remains silent on what distinguishes quantum systems from definite measurement outcomes. This paper develops a measurement-theoretic framework…

The HarishChandra-Itzykson-Zuber integral over the unitary group U(k) (beta=2) is present in numerous problems involving Hermitian random matrices. It is well known that the result is semi-classically exact. This simple result does not…

The usual random walk on a group (homogeneous both in time and in space) is determined by a probability measure on the group. In a random walk with random transition probabilities this single measure is replaced with a stationary sequence…

Consider a finite irreducible Markov chain with invariant probability $\pi$. Define its inverse communication speed as the expectation to go from x to y, when x, y are sampled independently according to $\pi$. In the discrete time setting…

In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…

Let $U$ be a random unitary matrix drawn from the Hua-Pickrell distribution $\mu_{\mathrm{U}(n+m)}^{(\delta)}$ on the unitary group $\mathrm{U}(n+m)$. We show that the eigenvalues of the truncated unitary matrix $[U_{i,j}]_{1\leq i,j\leq…

We consider the map $T_{\alpha,\beta}(x):= \beta x + \alpha \mod 1$, which admits a unique probability measure of maximal entropy $\mu_{\alpha,\beta}$. For $x \in [0,1]$, we show that the orbit of $x$ is $\mu_{\alpha,\beta}$-normal for…

We show that Sine$_\beta$, the bulk limit of the Gaussian $\beta$-ensembles is the spectrum of a self-adjoint random differential operator \[ f\to 2 {R_t^{-1}} \left[ \begin{array}{cc} 0 &-\tfrac{d}{dt} \tfrac{d}{dt} &0 \end{array} \right]…

We prove that the Poisson/Gaudin--Mehta phase transition conjectured to occur when the bandwidth of an $N \times N$ symmetric banded matrix grows like $\sqrt N$ is observable as a critical point in the fourth moment of the level density for…

An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…