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We consider the macroscopic large N limit of the Circular beta-Ensemble at high temperature, and its weighted version as well, in the regime where the inverse temperature scales as beta/N for some parameter beta>0. More precisely, in the…

Probability · Mathematics 2019-10-25 Adrien Hardy , Gaultier Lambert

We propose a stochastic description of the dynamics of a Bose-Einstein condensate within the context of Nelson stochastic mechanics. We start from the $N$ interacting conservative diffusions, associated with the $N$ Bose particles, and take…

Probability · Mathematics 2025-06-26 Luigi Borasi , Francesco C. De Vecchi , Stefania Ugolini

Experimental data related to fragment production in central Au on Au collisions were analyzed in the framework of a modified statistical model which considers cluster production both prior and at the equilibrated stage. The analysis…

Nuclear Experiment · Physics 2011-07-19 W. Neubert , A. S. Botvina

Motivated by the analogy between spectral moments of random matrices and associated zeta functions, we study inverse power trace moments of the Laguerre ensemble of dimension $N$ and inverse temperature parameter $\beta>0$. We consider a…

Mathematical Physics · Physics 2026-04-21 Anna Maltsev , Nick Simm

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…

Information Theory · Computer Science 2009-10-26 Abdourrahmane Atto , Dominique Pastor

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

The Boltzmann distribution encodes our subjective knowledge of the configuration in a classical lattice model, given only its Hamiltonian. If we acquire further information about the configuration from measurement, our knowledge is updated…

Statistical Mechanics · Physics 2025-04-03 Adam Nahum , Jesper Lykke Jacobsen

It was shown in [J. A. Ram\'irez, B. Rider and B. Vir\'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] that the edge of the spectrum of $\beta$ ensembles converges in the large $N$ limit to the bottom of the spectrum of the stochastic Airy…

Probability · Mathematics 2020-11-19 Laure Dumaz , Cyril Labbé

The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…

Probability · Mathematics 2021-04-26 Christophe Charlier , Jonatan Lenells

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic…

Probability · Mathematics 2007-05-23 Claudio Landim , Glauco Valle

Limits on the tensor couplings generating a Fierz interference term, b, in mixed Gamow-Teller Fermi decays can be derived by combining data from measurements of angular correlation parameters in neutron decay, the neutron lifetime, and…

Nuclear Theory · Physics 2013-10-30 Robert W. Pattie , Kevin P. Hickerson , Albert R. Young

We study the local properties of eigenvalues for the Hermite (Gaussian), Laguerre (Chiral) and Jacobi $\beta$-ensembles of $N\times N$ random matrices. More specifically, we calculate scaling limits of the expectation value of products of…

Mathematical Physics · Physics 2013-09-03 Patrick Desrosiers , Dang-Zheng Liu

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

Probability · Mathematics 2023-05-23 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

We study the SUSY-breaking complexity of the Bethe Lattice Spin-Glass in the zero temperature limit. We consider both the Gaussian and the bimodal distribution of the coupling constants. For $J_{ij}=\pm 1$ the SUSY breaking theory yields…

Disordered Systems and Neural Networks · Physics 2013-10-24 Giorgio Parisi , Tommaso Rizzo

We survey the current status of universality limits for $m$-point correlation functions in the bulk and at the edge for unitary ensembles, primarily when the limiting kernels are Airy, Bessel, or Sine kernels. In particular, we consider…

Classical Analysis and ODEs · Mathematics 2016-08-11 Doron S. Lubinsky

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

Dynamical Systems · Mathematics 2026-03-17 Juho Leppänen

The Cauchy problem for the linearization of a system of equations arising in the kinetic theory of a condensed gas of bosons near the critical temperature around one of its equilibria is solved for radially symmetric initial data. It is…

Analysis of PDEs · Mathematics 2022-01-19 Miguel Escobedo

We introduce a new diffusion process which arises as the $n\to\infty$ limit of a Bessel process of dimension $d \ge 2$ conditioned upon remaining bounded below one until time $n$. In addition to being interesting in its own right, we argue…

Probability · Mathematics 2023-07-14 Matthew Lerner-Brecher