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We study the asymptotic behavior of zero-drift random walks confined to multidimensional convex cones, when the endpoint is close to the boundary. We derive a local limit theorem in the fluctuation regime.

Probability · Mathematics 2020-03-06 Kilian Raschel , Pierre Tarrago

We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…

Mathematical Physics · Physics 2024-07-19 Gaëtan Borot , Alice Guionnet

At the free-fermion point, the six-vertex model with domain wall boundary conditions (DWBC) can be related to the Aztec diamond, a domino tiling problem. We study the mapping on the level of complete statistics for general domains and…

Statistical Mechanics · Physics 2011-11-09 Patrik L. Ferrari , Herbert Spohn

We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…

Probability · Mathematics 2016-06-07 Walid Hachem , Adrien Hardy , Jamal Najim

We consider the six-vertex model on an $N \times N$ square lattice with the domain wall boundary conditions. Boundary one-point correlation functions of the model are expressed as determinants of $N\times N$ matrices, generalizing the known…

Mathematical Physics · Physics 2009-11-07 N. M. Bogoliubov , A. G. Pronko , M. B. Zvonarev

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We study the random binary contingency tables with non-uniform margin. More precisely, for parameters $n,\delta,B,C$, we consider $X=(X_{ij})$ with $X_{ij}\in \lbrace 0,1\rbrace$, the random binary contingency tables whose first…

Probability · Mathematics 2022-09-19 Da Wu

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

Disordered Systems and Neural Networks · Physics 2026-05-15 Pierre Bousseyroux , Marc Potters

We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…

Probability · Mathematics 2025-08-15 Alix Deleporte , Gaultier Lambert

We consider the fluctuations of the number of eigenvalues of $n\times n$ random normal matrices depending on a potential $Q$ in a given set $A$. These eigenvalues are known to form a determinantal point process, and are known to accumulate…

Probability · Mathematics 2026-04-07 J. Marzo , L. D. Molag , J. Ortega-Cerdà

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

The open string dual to a 1/6 BPS Wilson line in the ${\cal N} = 6$ super Chern-Simons-matter theory is coupled to a flat Kalb-Ramond field. We show that the resulting boundary term imposes mixed boundary conditions on the fields that…

High Energy Physics - Theory · Physics 2024-02-22 Diego H. Correa , Maximiliano G. Ferro , Victor I. Giraldo-Rivera

We study the non-equilibrium stationary fluctuations of a symmetric zero-range process on the discrete interval $\{1, \ldots, N-1\}$ coupled to reservoirs at sites $1$ and $N-1$, which inject and remove particles at rates proportional to…

Probability · Mathematics 2026-01-09 Patrícia Gonçalves , Adriana Neumann , Maria Chiara Ricciuti

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…

Mathematical Physics · Physics 2012-02-23 Yan V Fyodorov

The eigenvalues of the transfer matrix in a six-vertex model (with periodic boundary conditions) can be written in terms of n constants v1,...,vn, the zeros of the function Q(v). A peculiar class of eigenvalues are those in which two of the…

Statistical Mechanics · Physics 2007-05-23 M. J. Rodriguez-Plaza

We define a new family of overlaps $C_{N,m}$ for the XXZ Hamiltonian on a periodic chain of length $N$. These are equal to the linear sums of the groundstate components, in the canonical basis, wherein $m$ consecutive spins are fixed to the…

Mathematical Physics · Physics 2020-07-31 Alexi Morin-Duchesne , Christian Hagendorf , Luigi Cantini

We consider the six-vertex model with domain wall boundary conditions. We choose the inhomogeneities as solutions of the Bethe Ansatz equations. The Bethe Ansatz equations have many solutions, so we can consider a wide variety of…

Mathematical Physics · Physics 2009-11-07 J. de Gier , V. Korepin

We prove a general normal approximation theorem for local graph statistics in the configuration model, together with an explicit bound on the error in the approximation with respect to the Wasserstein metric. Such statistics take the form…

Probability · Mathematics 2019-03-19 A. D. Barbour , Adrian Röllin

In this work we are considering the behavior of the limit shape of Young diagrams associated to random permutations on the set $\{1,\dots,n\}$ under a particular class of multiplicative measures. Our method is based on generating functions…

Probability · Mathematics 2014-07-10 Alessandra Cipriani , Dirk Zeindler

Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials…

Probability · Mathematics 2021-11-25 Jürgen Angst , Guillaume Poly