Related papers: Phase Transitions for Sparse Random Sets Under Lin…
We study the phase transition of random radii Poisson Boolean percolation: Around each point of a planar Poisson point process, we draw a disc of random radius, independently for each point. The behavior of this process is well understood…
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
Localization of electrons in 1D disordered systems is usually described in the random phase approximation, when distributions of phases \varphi and \theta, entering the transfer matrix, are considered as uniform. In the general case, the…
We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
The object of study is a soft random geometric graph with vertices given by a Poisson point process on a line and edges between vertices present with probability that has a polynomial decay in the distance between them. Various aspects of…
Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…
A one dimensional disordered particle hopping rate asymmetric exclusion process (ASEP) with open boundaries and a random sequential dynamics is studied analytically. Combining the exact results of the steady states in the pure case with a…
In this paper, we consider a random walk and a random color scenery on Z. The increments of the walk and the colors of the scenery are assumed to be i.i.d. and to be independent of each other. We are interested in the random process of…
Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…
We determine the asymptotic size of the largest component in the $2$-type binomial random graph $G(\mathbf{n},P)$ near criticality using a refined branching process approach. In $G(\mathbf{n},P)$ every vertex has one of two types, the…
We review connections between phase transitions in high-dimensional combinatorial geometry and phase transitions occurring in modern high-dimensional data analysis and signal processing. In data analysis, such transitions arise as abrupt…
Probability distribution for the ratio ($r$) of consecutive level spacings of the eigenvalues of a Poisson (generating regular spectra) spectrum and that of a GOE random matrix ensemble are given recently. Going beyond these, for the…
Motivated by interest in pedestrian traffic we study two lanes (one-dimensional lattices) of length $L$ that intersect at a single site. Each lane is modeled by a TASEP (Totally Asymmetric Exclusion Process). The particles enter and leave…
The organization of high-dimensional probability spaces is a fundamental problem at the intersection of statistical physics and information theory. Here, we analyze the distributions populating level surfaces of the probability simplex…
It is shown that a very simple multiplicative random complex matrix model generalizes the large-N phase structure found in the unitary case: A perturbative regime is joined to a non-perturbative regime at a point where the smoothness of…
We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models and compare their asymptotic variances. Our model assumptions…
Ensembles of random fuzzy non-commutative geometries may be described in terms of finite (\(N^2\)-dimensional) Dirac operators and a probability measure. Dirac operators of type \((p,q)\) are defined in terms of commutators and…
Multi-reference alignment entails estimating a signal in $\mathbb{R}^L$ from its circularly-shifted and noisy copies. This problem has been studied thoroughly in recent years, focusing on the finite-dimensional setting (fixed $L$).…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…