Related papers: The extremal landscape for the C$\beta$E ensemble
We study the statistical distribution of the closest encounter between observations computed along different trajectories of a mixing dynamical system. At the limit of large trajectories, the distribution is of Gumbel type and depends on…
In this paper we want to revive the object sectional matrix which encodes the Hilbert functions of successive hyperplane sections of a homogeneous ideal. We translate and/or reprove recent results in this language. Moreover, some new…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…
For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…
We derive exact matrix integral representations for different sums over partitions. The characteristic feature of all obtained matrix models is the presence of logarithmic (or, vice versa, exponential) terms in the potential. Our derivation…
We study probabilistic and combinatorial aspects of natural volume-and-trace weighted plane partitions and their continuous analogues. We prove asymptotic limit laws for the largest parts of these ensembles in terms of new and known hard-…
In this paper we consider the unbounded local completely positive and local completely contractive maps on maximal tensor product of unital locally C*-algebras and discuss on extremal points of certain convex subsets in the set of such…
A network evolution with predicted tail and extremal indices of PageRank and the Max-Linear Model used as node influence indices in random graphs is considered. The tail index shows a heaviness of the distribution tail. The extremal index…
We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponential integrability condition. In particular, by the…
This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element…
We consider stationary sequences whose marginal tail is subexponential and lies in the Gumbel Maximum domain of attraction. Due to the extremely strong dependence, their extreme values are caused by multiple big values and are clustered in…
The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…
It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…
The extreme eigenvalues of adjacency matrices are important indicators on the influences of topological structures to collective dynamical behavior of complex networks. Recent findings on the ensemble averageability of the extreme…
In this article the solution of the special problem of the conditional extremum for the conjugate trigonometric polynomials is given. A possibility to apply this result to the problems of optimal stabilization of quasidynamic chaos in…
The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…
We develop an algorithm computing the transcendental lattice and the Mordell--Weil group of an extremal elliptic surface. As an example, we compute the lattices of four exponentially large series of surfaces
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
We describe an ensemble of (sparse) random matrices whose eigenvalues follow the Gibbs distribution for n particles of the Coulomb gas on the unit circle at inverse temperature beta. Our approach combines elements from the theory of…
We establish the equidistribution of the sequence of the averaged pullbacks of a Dirac measure at any value in $\mathbb{C}\setminus\{0\}$ under the derivatives of the iterations of a polynomials $f\in\mathbb{C}[z]$ of degree more than one…