Related papers: Numerical Simulation of GUE Two-Point Correlation …
We study a random matrix model which interpolates between the the singular values of the Gaussian unitary ensemble (GUE) and of the chiral Gaussian unitary ensemble (chGUE). This symmetry crossover is analogous to the one realized by the…
We develop an Ornstein--Zernike theory for the two-dimensional random-cluster model with $1 \leq q <4$ that also applies in its near-critical regime. In particular, we prove an asymptotic formula for the two-point function which holds…
The Bethe ansatz, both in its coordinate and its algebraic version, is an exceptional method to compute the eigenvectors and eigenvalues of integrable systems. However, computing correlation functions using the eigenvectors thus constructed…
Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to…
The definition and the properties of a Gaussian point distribution, in contrast to the well-known properties of a Gaussian random field are discussed. Constraints for the number density and the two-point correlation function arise. A simple…
We introduce methods which allow observed galaxy clustering to be used together with observed luminosity or stellar mass functions to constrain the physics of galaxy formation. We show how the projected two-point correlation function of…
Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…
In this paper, we use large $\pppm$ N-body simulations to study the three-point correlation function $\zeta$ of clusters in two theoretical models. The first model (LCDM) is a low-density flat model of $\Omega_0=0.3$, $\Lambda_0=0.7$ and…
We calculate the two-, three- and (for the first time) four-point correlation functions of the COBE-DMR 4-year sky maps, and search for evidence of non-Gaussianity by comparing the data to Monte Carlo-simulations of the functions. The…
The circular $\beta$ ensemble for $\beta =1,2$ and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process…
We develop a simple algorithm to generate random variables described by densities equaling squared Hermite functions. As an application, we show how to generate a randomly chosen eigenvalue of a matrix from the Gaussian Unitary Ensemble…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
We present a review of the method we have elaborated to compute the correlation functions of the XXZ spin-1/2 Heisenberg chain. This method is based on the resolution of the quantum inverse scattering problem in the algebraic Bethe Ansatz…
We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…
We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…
We give a short, operator-theoretic proof of the asymptotic independence (including a first correction term) of the minimal and maximal eigenvalue of the n \times n Gaussian Unitary Ensemble in the large matrix limit n \to \infty. This is…
The purpose of this paper is to provide an exact formula for the second moment of the empirical correlation of two independent Gaussian random walks as well as implicit formulas for higher moments. The proofs are based on a symbolically…
We give a representation of the classical Riemann $\zeta$-function in the half plane $\Re s>0$ in terms of a Mellin transform involving the real part of the dilogarithm function with an argument on the unit circle (associated Clausen…
We study the ability of COBE-normalized CDM models to reproduce observed properties of the distribution of galaxies and clusters using N-body numerical simulations. We analyze the galaxy-galaxy and cluster-galaxy two-point correlation…