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This article presents a limit theorem for the gaps $\widehat{G}_{i:n}:= X_{n-i+1:n} - X_{n-i:n}$ between order statistics $X_{1:n} \le \cdots \le X_{n:n}$ of a sample of size $n$ from a random discrete distribution on the positive integers…

Probability · Mathematics 2019-10-07 Jim Pitman , Yuri Yakubovich

A special type of geometric situation in ensembles of non-intersecting paths occurs when the non-intersecting trajectories are required to be nonnegative so that the limit shape becomes tangential to the hard-edge $0$. The local fluctuation…

Probability · Mathematics 2024-12-18 Junwen Liu , Luming Yao , Lun Zhang

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upper tail large deviation probabilities for both the spectral…

Probability · Mathematics 2026-03-18 Sung-Soo Byun , Yong-Woo Lee , Seungjoon Oh

We study a point process describing the asymptotic behavior of sizes of the largest components of the random graph G(n,p) in the critical window p=n^{-1}+lambda n^{-4/3}. In particular, we show that this point process has a surprising…

Probability · Mathematics 2007-05-23 Svante Janson , Joel Spencer

We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…

Mathematical Physics · Physics 2020-03-19 Benjamin Fahs , Igor Krasovsky

The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…

Mathematical Physics · Physics 2023-07-13 Luming Yao , Lun Zhang

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. B. J. Kuijlaars , A. Martinez-Finkelshtein

The elliptic Ginibre ensemble of complex non-Hermitian random matrices allows to interpolate between the rotational invariant Ginibre ensemble and the Gaussian unitary ensemble of Hermitian random matrices. It corresponds to a…

Mathematical Physics · Physics 2023-02-09 G. Akemann , M. Duits , L. D. Molag

We compute the gap probability that a circle of radius r around the origin contains exactly k complex eigenvalues. Four different ensembles of random matrices are considered: the Ginibre ensembles and their chiral complex counterparts, with…

Mathematical Physics · Physics 2015-05-13 G. Akemann , M. J. Phillips , L. Shifrin

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…

Mathematical Physics · Physics 2021-01-21 Christophe Charlier , Roozbeh Gharakhloo

We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about…

Mathematical Physics · Physics 2019-09-04 Christophe Charlier , Tom Claeys

Affine point processes are a class of simple point processes with self- and mutually-exciting properties, and they have found useful applications in several areas. In this paper, we obtain large-time asymptotic expansions in large…

Probability · Mathematics 2019-07-26 Xuefeng Gao , Lingjiong Zhu

We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…

Probability · Mathematics 2017-08-23 Jean-François Le Gall , Grégory Miermont

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

Probability · Mathematics 2025-11-26 Sung-Soo Byun , Jonas Jalowy , Yong-Woo Lee , Grégory Schehr

We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…

Functional Analysis · Mathematics 2020-03-19 Benjamin Fahs , Igor Krasovsky

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in…

Mathematical Physics · Physics 2022-11-08 Gernot Akemann , Sung-Soo Byun , Markus Ebke

We investigate radial statistics of zeros of hyperbolic Gaussian Analytic Functions (GAF) of the form $\varphi (z) = \sum_{k\ge 0} c_k z^k$ given that $|\varphi (0)|^2=t$ and assuming coefficients $c_k$ to be independent standard complex…

Probability · Mathematics 2024-12-10 Yan V. Fyodorov , Boris A. Khoruzhenko , Thomas Prellberg

We study hole probabilities of two-dimensional Coulomb gases with a general potential and arbitrary temperature. The hole region $U$ is assumed to satisfy $\partial U\subset S$, where $S$ is the support of the equilibrium measure $\mu$. Let…

Classical Analysis and ODEs · Mathematics 2023-12-12 Christophe Charlier

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

Mathematical Physics · Physics 2015-10-28 Gernot Akemann , Jesper R. Ipsen