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We consider asymptotic behavior of the correlation functions of the characteristic polynomials of the hermitian sample covariance matrices $H_n=n^{-1}A_{m,n}^*A_{m,n}$, where $A_{m,n}$ is a $m\times n$ complex matrix with independent and…

Mathematical Physics · Physics 2011-05-19 T. Shcherbina

In this work we study the asymptotic distribution of eigenvalues in one-dimensional open sets. The method of proof is rather elementary, based on the Dirichlet lattice points problem, which enable us to consider sets with infinite measure.…

Analysis of PDEs · Mathematics 2009-06-15 J. Fernandez Bonder , J. P. Pinasco , A. M. Salort

We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the construction of the associated skew-orthogonal polynomials…

Probability · Mathematics 2026-01-22 Folkmar Bornemann

The purpose of the paper is to introduce some conjectures regarding the analytic continuation and the arithmetic properties of quantum invariants of knotted objects. More precisely, we package the perturbative and nonperturbative invariants…

Geometric Topology · Mathematics 2008-10-27 Stavros Garoufalidis

We study asymptotics of $q$-distributed random lozenge tilings of sawtooth domains (equivalently, of random interlacing integer arrays with fixed top row). Under the distribution we consider each tiling is weighted proportionally to…

Probability · Mathematics 2017-04-06 Sevak Mkrtchyan , Leonid Petrov

Let $\mu$ be a probability measure on $\mathbb C$, and let $P_n$ be the random polynomial whose zeros are sampled independently from $\mu$. We study the asymptotic distribution of zeros of high-order derivatives of $P_n$. We show that, for…

Probability · Mathematics 2026-01-06 Jürgen Angst , Oanh Nguyen , Guillaume Poly

Consider an $n\times k$ matrix of i.i.d. Bernoulli random numbers with $p=1/2$. Dual RSK algorithm gives a bijection of this matrix to a pair of Young tableaux of conjugate shape, which is manifestation of skew Howe $GL_{n}\times…

Probability · Mathematics 2026-03-31 Anton Nazarov , Anton Selemenchuk

The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time series $(\y_n)_{n \in \mathbb{Z}}$ with independent components…

Information Theory · Computer Science 2021-12-01 Philippe Loubaton , Alexis Rosuel

We prove three theorems about the asymptotic behavior of solutions $u$ to the homogeneous Dirichlet problem for the Laplace equation at boundary points with tangent cones. First, under very mild hypotheses, we show that the doubling index…

Analysis of PDEs · Mathematics 2023-07-21 Dennis Kriventsov , Zongyuan Li

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this…

Probability · Mathematics 2022-11-01 Thomas Hotz , Huiling Le , Andrew T. A. Wood

For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…

Probability · Mathematics 2018-01-09 Arturo Jaramillo , Juan Carlos Pardo , José Luis Pérez

We characterize probability measure with finite moment of any order in terms of the symmetric difference operators of their Fourier transforms. By using our new characterization, we prove the continuity $f(t,v)\in C((0, \infty),L^1_{2k-2…

Analysis of PDEs · Mathematics 2015-12-03 Yong-Kum Cho , Yoshinori Morimoto , Shuaikun Wang , Tong Yang

The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…

Probability · Mathematics 2011-05-13 Ashkan Nikeghbali , Dirk Zeindler

Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…

Classical Analysis and ODEs · Mathematics 2025-07-08 T. M. Dunster

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

Analysis of PDEs · Mathematics 2026-02-19 Rui Chen , Bo Li

Ensembles of complex symmetric, and complex self dual random matrices are known to exhibit local statistical properties distinct from those of the non-Hermitian Ginibre ensembles. On the other hand, in distinction to the latter, the joint…

Mathematical Physics · Physics 2024-11-13 Peter J. Forrester

We study asymptotics of traces of (noncommutative) monomials formed by images of certain elements of the universal enveloping algebra of the infinite-dimensional unitary group in its Plancherel representations. We prove that they converge…

Representation Theory · Mathematics 2012-03-15 Alexei Borodin , Alexey Bufetov

The purpose of this note is to introduce a new family of quasi-symmetric functions called LLT cumulants and discuss its properties. We define LLT cumulants using the algebraic framework for conditional cumulants and we prove that the…

Combinatorics · Mathematics 2022-10-07 Maciej Dołęga , Maciej Kowalski

We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…

Probability · Mathematics 2023-10-13 Henry Hu

For the renormalised sums of the random $\pm 1$-colouring of the connected components of $\mathbb Z$ generated by the coalescing renewal processes in the "power law P\'olya's urn" of Hammond and Sheffield we prove functional convergence…

Probability · Mathematics 2023-01-18 Jan Lukas Igelbrink , Anton Wakolbinger
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