Related papers: Asymptotics of k dimensional spherical integrals a…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

We introduce a two-parameter family of probability distributions, indexed by $\beta/2 = \theta > 0$ and $K \in \mathbb{Z}_{\geq 0}$, that are called $\beta$-Krawtchouk corners processes. These measures are related to Jack symmetric…

We prove asymptotic equivalence of nonparametric additive regression and an appropriate Gaussian white noise experiment in which a multidimensional shifted Wiener process is observed, whose dimension equals the number of additive…

We establish sharp inequalities for two-dimensional systolic invariants of metrics with positive scalar curvature: the $2$-systole and the spherical $2$-systole of compact K\"ahler manifolds, and the stable $2$-systole of Riemannian metrics…

We consider smooth linear statistics of determinantal point processes on the complex plane, and their large scale asymptotics. We prove asymptotic normality in the finite variance case, where Soshnikov's theorem is not applicable. The…

It is shown - in Ashtekar's canonical framework of General Relativity - that spherically symmetric (Schwarzschild) gravity in 4 dimensional space-time constitutes a finite dimensional completely integrable system. Canonically conjugate…

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

In the paper we prove integral formulae for a Riemannian manifold endowed with $k>2$ orthogonal complementary distributions, which generalize well-known formula for $k=2$ and give applications to splitting and isometric immersions of…

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

In this paper, we present the implicit equations for one special class of real-valued spherical harmonics with octahedral symmetry. Based on this representation, we construct the rotationally invariant measure of deviation from the…

Traces of large powers of real-valued Wigner matrices are known to have Gaussian fluctuations: for $A=\frac{1}{\sqrt{n}}(a_{ij})_{1 \leq i,j \leq n}\in \mathbb{R}^{n \times n}, A=A^T$ with $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d.,…

We introduce the idea of semigroup-controlled asymptotic dimension. This notion generalizes the asymptotic dimension and the asymptotic Assouad-Nagata dimension in the large scale. There are also semigroup controlled dimensions for the…

On the one hand, we prove that almost surely, for large dimension, there is no eigenvalue of a Hermitian polynomial in independent Wigner and deterministic matrices, in any interval lying at some distance from the supports of a sequence of…

We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $\beta$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner…

We prove that smooth Wigner-Weyl spectral sums at an energy level $E$ exhibit Airy scaling asymptotics across the classical energy surface $\Sigma_E$. This was proved earlier by the authors for the isotropic harmonic oscillator and the…

An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

We construct a new type of S-matrix in quantum field theory using the general boundary formulation. In contrast to the usual S-matrix the space of free asymptotic states is located at spatial rather than at temporal infinity. Hence, the new…

Consider large signal-plus-noise data matrices of the form $S + \Sigma^{1/2} X$, where $S$ is a low-rank deterministic signal matrix and the noise covariance matrix $\Sigma$ can be anisotropic. We establish the asymptotic joint distribution…

We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…