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The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…

Statistical Mechanics · Physics 2008-10-03 A. N. Gorban

We consider $N$ non-interacting fermions in an isotropic $d$-dimensional harmonic trap. We compute analytically the cumulative distribution of the maximal radial distance of the fermions from the trap center at zero temperature. While in…

Statistical Mechanics · Physics 2017-06-12 David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

Probability · Mathematics 2013-09-24 Antonio Lerario , Erik Lundberg

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

Combinatorics · Mathematics 2007-05-23 P. J. Forrester

We describe a Markov-Chain-Monte-Carlo algorithm which can be used to generate naturally labeled n-element posets at random with a probability distribution of one's choice. Implementing this algorithm for the uniform distribution, we…

Combinatorics · Mathematics 2015-04-23 Joe Henson , David P. Rideout , Rafael D. Sorkin , Sumati Surya

A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…

Probability · Mathematics 2023-01-31 Laura Eslava , Bas Lodewijks , Marcel Ortgiese

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

We consider asymptotic distributions of maximum deviations of sample covariance matrices, a fundamental problem in high-dimensional inference of covariances. Under mild dependence conditions on the entries of the data matrices, we establish…

Statistics Theory · Mathematics 2011-09-05 Han Xiao , Wei Biao Wu

For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…

Mathematical Physics · Physics 2017-09-06 Tom Claeys , Antoine Doeraene

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

Probability · Mathematics 2025-03-27 Kateryna Akbash , Ivan Matsak

We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last…

Probability · Mathematics 2013-11-21 Jinho Baik , Zhipeng Liu

We study the asymptotic distribution of the two following combinatorial parameters: the number of arc crossings in the linear representation, ${\mathrm cr^{(\ell)}$, and the number of chord crossings in the circular representation,…

Combinatorics · Mathematics 2013-01-29 Anisse Kasraoui

We study the extreme value statistics of a run and tumble particle (RTP) in one dimension till its first passage to the origin starting from the position $x_0~(>0)$. This model has recently drawn a lot of interest due to its biological…

Statistical Mechanics · Physics 2022-12-07 Prashant Singh , Saikat Santra , Anupam Kundu

We establish the relation between two objects: an integrable system related to Painleve II equation, and the symplectic invariants of a certain plane curve \Sigma_{TW} describing the average eigenvalue density of a random hermitian matrix…

Exactly Solvable and Integrable Systems · Physics 2010-11-23 Gaetan Borot , Bertrand Eynard

We consider a model of random tree growth, where at each time unit a new vertex is added and attached to an already existing vertex chosen at random. The probability with which a vertex with degree $k$ is chosen is proportional to $w(k)$,…

Probability · Mathematics 2007-05-23 Anna Rudas , Balint Toth , Benedek Valko

We outline an approach recently used to prove formulae for the multiplicative constants in the asymptotics for the sine-kernel and Airy-kernel determinants appearing in random matrix theory and related areas.

Mathematical Physics · Physics 2010-07-08 I. Krasovsky

This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…

Probability · Mathematics 2012-08-17 Mark W. Meckes

We explore how the expectation values $\langle\psi |A| \psi\rangle$ of a largely arbitrary observable $A$ are distributed when normalized vectors $|\psi\rangle$ are randomly sampled from a high dimensional Hilbert space. Our analytical…

Statistical Mechanics · Physics 2019-01-18 Peter Reimann , Jochen Gemmer

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

In this work, we deal with extreme value theory in the context of continued fractions using techniques from probability theory, ergodic theory and real analysis. We give an upper bound for the rate of convergence in the Doeblin-Iosifescu…

Probability · Mathematics 2019-08-06 Anish Ghosh , Maxim Kirsebom , Parthanil Roy
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