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We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

Probability · Mathematics 2022-07-20 Evgeni Dimitrov , Alisa Knizel

We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…

Mathematical Physics · Physics 2018-03-01 Thomas Leblé , Sylvia Serfaty

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Probability · Mathematics 2017-03-01 Florent Benaych-Georges , Guillaume Cébron , Jean Rochet

This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…

Probability · Mathematics 2021-06-17 Frank Röttger

This paper investigates the asymptotic boundary behavior of the holomorphic bisectional curvature for weighted Bergman metrics. By characterizing extremal functions via $L^2$-orthogonal projections, we establish an explicit formula for the…

Complex Variables · Mathematics 2026-05-19 Sungmin Yoo

We present numerical results for the six-vertex model with a variety of boundary conditions. Adapting an algorithm proposed by Allison and Reshetikhin for domain wall boundary conditions, we examine some modifications of these boundary…

Statistical Mechanics · Physics 2018-05-11 Ivar Lyberg , Vladimir Korepin , G. A. P. Ribeiro , Jacopo Viti

We study the effect of fluctuations in the vicinity of an Eckhaus instability. The classical stability limit, which is defined in the absence of fluctuations, is smeared out into a region in which fluctuations and nonlinearities dominate…

Condensed Matter · Physics 2009-09-25 E. Hernandez-Garcia , Jorge Vinals , Raul Toral , M. San Miguel

We study the statistics of the horizontal component of atmospheric boundary layer wind speed. Motivated by its non-stationarity, we investigate which parameters remain constant or can be regarded as being piece-wise constant and explain how…

Data Analysis, Statistics and Probability · Physics 2008-11-21 T. Laubrich , F. Ghasemi , J. Peinke , H. Kantz

Spatial random permutations were originally studied due to their connections to Bose-Einstein condensation, but they possess many interesting properties of their own. For random permutations of a regular lattice with periodic boundary…

Probability · Mathematics 2015-06-17 Volker Betz

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

Probability · Mathematics 2023-02-27 Ji Oon Lee , Yiting Li

The finite-size spectrum of the critical staggered six-vertex model with antidiagonal boundary conditions is studied. Similar to the case of periodic boundary conditions, we identify three different phases. In two of those, the underlying…

High Energy Physics - Theory · Physics 2024-08-22 Holger Frahm , Sascha Gehrmann

We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…

Probability · Mathematics 2017-08-23 Jean-François Le Gall , Grégory Miermont

We consider random permutation matrices following a one-parameter family of deformations of the uniform distribution, called Ewens' measures, and modifications of these matrices where the entries equal to one are replaced by i.i.d uniform…

Probability · Mathematics 2018-03-12 Valentin Bahier

This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…

Combinatorics · Mathematics 2016-11-10 Robertas Petuchovas

The effect of thermally generated bulk stochastic forces on the statistical growth dynamics of forwards bifurcating propagating macroscopic patterns is compared with the influence of fluctuations at the boundary of a semiinfinite system,…

patt-sol · Physics 2009-10-30 M. Luecke , A. Szprynger

Association models for a pair of random elements $X$ and $Y$ (e.g., vectors) are considered which specify the odds ratio function up to an unknown parameter $\bolds\theta$. These models are shown to be semiparametric in the sense that they…

Statistics Theory · Mathematics 2009-03-05 Gerhard Osius

We investigate the phase diagram at the boundary of an infinite two-dimensional cluster state subject to bulk measurements using tensor network methods. The state is subjected to uniform measurements $M = \cos{\theta}Z+\sin{\theta}X$ on the…

Quantum Physics · Physics 2023-10-25 Yuchen Guo , Jian-Hao Zhang , Zhen Bi , Shuo Yang

Theoretical studies of nearly spherical vesicles and microemulsion droplets, that present typical examples for thermally-excited systems that are subject to constraints, are reviewed. We consider the shape fluctuations of such systems…

Soft Condensed Matter · Physics 2021-04-28 Nicholay S. Tonchev

In this paper, we propose the uncertain volatility models with stochastic bounds. Like the regular uncertain volatility models, we know only that the true model lies in a family of progressively measurable and bounded processes, but instead…

Mathematical Finance · Quantitative Finance 2017-02-17 Jean-Pierre Fouque , Ning Ning

In the present paper we calculate explicitly the constant factor $C$ in the large $N$ asymptotics of the partition function $Z_N$ of the six-vertex model with domain wall boundary conditions on the critical line between the disordered and…

Mathematical Physics · Physics 2014-07-24 Pavel Bleher , Thomas Bothner