Related papers: Strong approximation of Gaussian $\beta$-ensemble …
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
We introduce a random probability measure on the profinite completion of the random tree of a branching process and introduce the canonical and grand canonical ensembles of random repelling particles on this random profinite completion at…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
We consider meromorphic transforms given by meromorphic kernels and study their asymptotic expansions under a certain rescaling. Under decay assumptions we establish the full asymptotic expansion in the rescaling parameter of these…
Skew-symmetric functions are a class of functions defined on a product space $M \times M$ that are antisymmetric with respect to the order of their inputs. In [13], the authors proved that non-deterministic skew-symmetric Gaussian fields…
One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…
A family of unitary $\alpha$-Ensembles of random matrices with governable confinement potential $V(x) ~ |x|^\alpha$ is studied employing exact results of the theory of non-classical orthogonal polynomials. The density of levels, two-point…
We present an analytical calculation of the local density of states correlation function $ \beta(\omega) $ in the L\'evy-Rosenzweig-Porter random matrix ensemble at energy scales larger than the level spacing but smaller than the bandwidth.…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
We construct a new type of convergent asymptotic representations, dyadic factorial expansions. Their convergence is geometric and the region of convergence can include Stokes rays, and often extends down to 0^+. For special functions such…
We compute asymptotics for Hankel determinants and orthogonal polynomials with respect to a discontinuous Gaussian weight, in a critical regime where the discontinuity is close to the edge of the associated equilibrium measure support.…
We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
In the freezing regime where the system size N is fixed and the inverse temperature beta tends to infinity, the eigenvalues of Gaussian beta ensembles converge to zeros of the Nth Hermite polynomial. That law of large numbers has been…
In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…
This paper addresses the topic of equidistribution and recurrence for polynomial sequences over function fields. The main focus is to note and correct two small errors in [V. Bergelson and A. Leibman, A Weyl-type equidistribution theorem in…
The area enclosed by the two-dimensional Brownian motion in the plane was studied by L\'evy, who found the characteristic function and probability density of this random variable. For other planar processes, in particular ergodic diffusions…
The Airy transform is an ideally suited tool to treat problem in classical and quantum optics. Even though the relevant mathematical aspects have been thoroughly investigated, the possibility it offers are wide and some aspects, as the link…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…