Related papers: Maxima of log-correlated fields: some recent devel…
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
In this article, we study complex Gaussian multiplicative chaos. More precisely, we study the renormalization theory and the limit of the exponential of a complex log-correlated Gaussian field in all dimensions (including Gaussian Free…
In this paper, we give evaluations of integrals involving the arctan and the logarithm functions, and present several new summation identities for odd harmonic numbers and Milgram constants. These summation identities can be expressed as…
This paper is concerned with the limit theory of the extreme order statistics derived from random walks. We establish the joint convergence of the order statistics near the minimum of a random walk in terms of the Feller chains. Detailed…
We strengthen the maximal ergodic theorem for actions of groups of polynomial growth to a form involving jump quantity, which is the sharpest result among the family of variational or maximal ergodic theorems. As a consequence, we deduce in…
We develop a powerful framework to calculate expectation values of polynomials and moments on compact Lie groups based on elementary representation-theoretic arguments and an integration by parts formula. In the setting of lattice gauge…
Hybrid Euler-Hadamard products have previously been studied for the Riemann zeta function on its critical line and for Dirichlet L-functions in the context of the calculation of moments and connections with Random Matrix Theory. According…
We give a probabilistic interpretation for the Barnes G-function which appears in random matrix theory and in analytic number theory in the important moments conjecture due to Keating-Snaith for the Riemann zeta function, via the analogy…
We investigate the relationship between the maximum of the zeta function on the 1-line and the maximal order of $S(t)$, the error term in the number of zeros up to height $t$. We show that the conjectured upper bounds on $S(t)$ along with…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…
We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the…
We provide an introduction to logarithmic potential theory in the complex plane that particularly emphasizes its usefulness in the theory of polynomial and rational approximation. The reader is invited to explore the notions of Fekete…
We consider a smooth counting function of the scaled zeros of the Riemann zeta function, around height T. We show that the first few moments tend to the Gaussian moments, with the exact number depending on the statistic considered.
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We give a complete classification and present new exotic phenomena of the meromorphic structure of $\zeta$-functions associated to general self-adjoint extensions of Laplace-type operators over conic manifolds. We show that the meromorphic…
The relation between the Seiberg-Witten prepotentials, Nekrasov functions and matrix models is discussed. We derive quasiclassically the matrix models of Eguchi-Yang type, describing the instantonic contribution to the deformed partition…
For each connected complex reductive group G, we find a family of new examples of complex quasi-Hamiltonian G-spaces with G-valued moment maps. These spaces arise naturally as moduli spaces of (suitably framed) meromorphic connections on…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
Benjamini, Yadin, and Yehudayoff (2007) showed that if the maximum degree of a graph $G$ is 'sub-logarithmic,' then the typical range of random $\mathbb Z$-homomorphisms is super-constant. Furthermore, they showed that there is a sharp…