Related papers: A note on pair dependent linear statistics with sl…
In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…
We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…
Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…
This paper studies quantitative deviation bounds for statistical ensembles evolving under the one-parameter flow of a nearly integrable Hamiltonian system. Combining Nekhoroshev-type stability estimates with phase-mixing arguments, we…
In this paper, we show limit theorems for the weighted spectral measure of the Laguerre ensemble under a nonstandard scaling, when the parameter grows faster than the matrix size. For this parameter scaling, the limit behavior is similar to…
We study a certain random groeth model in two dimensions closely related to the one-dimensional totally asymmetric exclusion process. The results show that the shape fluctuations, appropriately scaled, converges in distribution to the…
We present a novel, scalable and Bayesian approach to modelling the occurrence of pairs of symbols (i,j) drawn from a large vocabulary. Observed pairs are assumed to be generated by a simple popularity based selection process followed by…
We demonstrate that the probability distribution of the net number of electrons passing through a quantum system in a junction obeys a steady-state fluctuation theorem (FT) which can be tested experimentally by the full counting statistics…
We experimentally demonstrate that the statistical properties of distances between pedestrians which are hindered from avoiding each other are described by the Gaussian Unitary Ensemble of random matrices. The same result has recently been…
We consider a Wigner matrix $A$ with entries tail decaying as $x^{-\alpha}$ with $2<\alpha<4$ for large $x$ and study fluctuations of linear statistics $N^{-1}\operatorname{Tr}\varphi(A)$. The behavior of such fluctuations has been…
We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…
It has been shown by Pittel and Romik that the random surface associated with a large rectangular Young tableau converges to a deterministic limit. We study the fluctuations from this limit along the edges of the rectangle. We show that in…
Electrostatic correlations and fluctuations in ionic systems can be described within an extended Poisson-Boltzmann theory using a Gaussian variational form. The resulting equations are challenging to solve because they require the solution…
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…
Enriquez, Faraud, and Lemaire (2023) have established process-level fluctuations for the giant of the dynamic Erd\H{o}s-R\'{e}nyi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…
These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…
Statistics over the Gaussian unitary ensemble and the Wishart ensemble of random matrices often have nice closed-form expressions. These are related to multivariate extensions of the Hermite, Laguerre, and Jacobi polynomials, which often…
We calculate the sample-to-sample fluctuations in the excitation gap of a chaotic dynamical system coupled by a narrow lead to a superconductor. Quantum fluctuations on the order of magnitude of the level spacing, predicted by random-matrix…