Related papers: The extremal landscape for the C$\beta$E ensemble
We characterize those valued fields for which the image of the valuation ring under every polynomial in several variables contains an element of maximal value, or zero.
We calculate joint moments of the characteristic polynomial of a random unitary matrix from the circular unitary ensemble and its derivative in the case that the power in the moments is an odd positive integer. The calculations are carried…
We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…
We calculate the average of two characteristic polynomials for the real Ginibre ensemble of asymmetric random matrices, and its chiral counterpart. Considered as quadratic forms they determine a skew-symmetric kernel from which all complex…
The distribution of the modulus of the extreme eigenvalues is investigated for the complex Ginibre and complex induced Ginibre ensembles in the limit of large dimensions of random matrices. The limiting distribution of the scaled spectral…
The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…
We introduce a family of extremal polynomials associated with the prolongation of a stratified nilpotent Lie algebra. These polynomials are related to a new algebraic characterization of abnormal subriemannian geodesics in stratified…
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
By using a quantum probabilistic approach we obtain a description of the extreme points of the convex set of all joint probability distributions on the product of two standard Borel spaces with fixed marginal distributions.
Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…
In this paper we study the area function of polygons, where the vertices are sliding along curves. We give geometric criteria for the critical points and determine also the Hesse matrix at those points. This is the starting point for a…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…
The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, $F$, belongs to the Gumbel domain of attraction of extreme value…
We consider a strictly stationary random field on the two-dimensional integer lattice with regularly varying marginal and finite-dimensional distributions. Exploiting the regular variation, we define the spatial extremogram which takes into…
We study simple Lie algebras generated by extremal elements, over arbitrary fields of arbitrary characteristic. We show: (1) If the extremal geometry contains lines, then the Lie algebra admits a $5 \times 5$-grading that can be…
We consider an infinitely divisible random field indexed by $\mathbb{R}^d$, $d\in\mathbb{N}$, given as an integral of a kernel function with respect to a L\'evy basis with a L\'evy measure having a regularly varying right tail. First we…
The extremal characteristics of random structures, including trees, graphs, and networks, are discussed. A statistical physics approach is employed in which extremal properties are obtained through suitably defined rate equations. A variety…