Related papers: The stochastic Airy operator at large temperature
The onset of thermalization in a closed finite system of randomly interacting bosons, at the level of a single eigenstate, is discussed. The main interest is in the emergence of the Bose-Einstein distribution of single-particle occupation…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
We study the spectrum of an operator matrix arising in the spectral analysis of the energy operator of the spin-boson model of radioactive decay with two bosons on the torus. An analytic description of the essential spectrum is established.…
We consider the one-dimensional Dirac equation for the harmonic oscillator and the associated second order separated operators giving the resonances of the problem by complex dilation. The same operators have unique extensions as closed…
We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…
This paper deals with the intersection point process of a stationary and isotropic Poisson hyperplane process in $\mathbb{R}^d$ of intensity $t>0$, where only hyperplanes that intersect a centred ball of radius $R>0$ are considered. Taking…
The main focus of this work is on the predictions made by the dielectric formalism in regard to the relationship between single-particle and collective excitation spectra in a gas of point-like charged bosons at finite temperature $T$ below…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
The goal of the paper is to investigate the dynamics of the eigenvalues of the Sturm-Liouville operator with summable PT-symmetric potential on the finite interval. It turns out that the case of a complex Airy operator presents an exactly…
We implement fermions on dynamical random triangulation and determine numerically the spectrum of the Dirac-Wilson operator D for the system of Majorana fermions coupled to two-dimensional Euclidean quantum gravity. We study the dependence…
$N$-dimensional Bessel and Jacobi processes describe interacting particle systems with $N$ particles and are related to $\beta$-Hermite, $\beta$-Laguerre, and $\beta$-Jacobi ensembles. For fixed $N$ there exist associated weak limit…
In this paper we study the local spectral statistics in the localised region of various random operator models, including the $d$-dimensional the Anderson model and random Schr\"odinger operators. It is already established, in the above…
It is well known that the edge limit of Gaussian/Laguerre Beta-ensembles, as well as a large class of $\beta$-ensembles is given by the $\mathrm{Airy}(\beta)$ point process. We extend this universality result to a general class of additions…
We build a one-parameter family of S^{1}-invariant metrics on the unit disc with fixed total area for which the second eigenvalue of the Laplace operator in the case of both Neumann and Dirichlet boundary conditions is simple and has an…
There has been much recent interest, initiated by work of the physicists Hatano and Nelson, in the eigenvalues of certain random non-Hermitian periodic tridiagonal matrices and their bidiagonal limits. These eigenvalues cluster along a…
We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $\alpha\in(0,1)$ and with idiosyncratic…
We study the eigenvalue behaviour of large complex correlated Wishart matrices near an interior point of the limiting spectrum where the density vanishes (cusp point), and refine the existing results at the hard edge as well. More…
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…
Using an operator-theoretic framework in a Hilbert-space setting, we perform a detailed spectral analysis of the one-dimensional Laplacian in a bounded interval, subject to specific non-self-adjoint connected boundary conditions modelling a…