Related papers: The stochastic Airy operator at large temperature
We consider a shot-noise field defined on a stationary determinantal point process on $\mathbb{R}^d$ associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the…
One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
We describe the spectrum of a non-self-adjoint elliptic system on a finite interval. Under certain conditions we find that the eigenvalues form a discrete set and converge asymptotically at infinity to one of several straight lines. The…
The Airy$_{\beta }$ random point fields ($ \beta = 1,2,4$) are random point fields emerging as the soft-edge scaling limits of eigenvalues of Gaussian random matrices. We construct the unlabeled diffusion reversible with respect to the…
The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…
In a series of papers, we will develop systematically the basic spectral theory of (self-adjoint) boundary value problems for operators of Dirac type. We begin in this paper with the characterization of (self-adjoint) boundary conditions…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
Starting with an operator in the universal enveloping algebra of a semi-simple, complex Lie group the nearest neighbor statistics of the spectra of this operator along a sequence of representations are discussed. After a short introduction…
A wave near an isolated turning point is typically assumed to have an Airy function profile with respect to the separation distance. This description is incomplete, however, and is insufficient to describe the behavior of more realistic…
The Dirac operator in finite temperature QCD is equivalent to the Hamiltonian of an unconventional Anderson model, with on-site noise provided by the fluctuations of the Polyakov lines. The main features of its spectrum and eigenvectors,…
We study the spectrum and eigenmodes of the QCD Dirac operator in a gauge background given by an Instanton Liquid Model (ILM) at temperatures around the chiral phase transition. Generically we find the Dirac eigenvectors become more…
This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…
Explicit representations of the eigenvalues of the peridynamic operator have been recently derived in [5]. These representations are given in terms of generalized hypergeometric functions. Asymptotic analysis of the hypergeometric functions…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
We present a new exact method to numerically compute the thermodynamical properties of an interacting Bose gas in the canonical ensemble. As in our previous paper (Phys. Rev. A, 63 023606 (2001)), we write the density operator $\rho$ as an…
We describe an Euler scheme to approximate solutions of L\'evy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poisson process. This result extends a previous work of the…
Using the graded eigenvalue method and a recently computed extension of the Itzykson-Zuber integral to complex matrices, we compute the $k$-point spectral correlation functions of the Dirac operator in a chiral random matrix model with a…
We establish a central limit theorem for the fluctuations of the linear statistics in the $\beta$-ensemble of dimension $N$ at a temperature proportional to $N$ and with confining smooth potential. In this regime, the particles do not…
We compute the complete spectrum of the displacement Hessian operator, which is obtained from the confined porous medium equation by linearization around its stationary attractor, the Barenblatt profile. On a formal level, the operator is…