Related papers: On the Central Limit Theorem for linear eigenvalue…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…
Our goal is to discuss in detail the calculation of the mean number of stationary points and minima for random isotropic Gaussian fields on a sphere as well as for stationary Gaussian random fields in a background parabolic confinement.…
In an attempt to characterize the structure of eigenvectors of random regular graphs, we investigate the correlations between the components of the eigenvectors associated to different vertices. In addition, we provide numerical…
We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…
In this article we study the differences of two consecutive eigenvalues $\lambda_{i}-\lambda_{i-1}$ up to $i=2g-2$ for the Laplacian on hyperbolic surfaces of genus $g$, and show that the supremum of such spectral gaps over the moduli space…
We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…
The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
We study the fine scale $L^2$-mass distribution of toral Laplace eigenfunctions with respect to random position, in 2 and 3 dimensions. In 2d, under certain flatness assumptions on the Fourier coefficients and generic restrictions on energy…
This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…
Using the multiplicities of the Laplace eigenspace on the sphere (the space of spherical harmonics) we endow the space with Gaussian probability measure. This induces a notion of random Gaussian spherical harmonics of degree $n$ having…
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…
We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…
A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…
In this paper we consider a dynamic version of the Erd\H{o}s-R\'{e}nyi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponentially distributed. The focus lies on the evolution of…