Related papers: Reflecting Poisson walks and dynamical universalit…
We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…
We prove the central limit theorem for the volume and the $f$-vector of the Poisson random polytope $\Pi_{\eta}$ in a fixed convex polytope $P\subset\mathbb{R}^d$. Here, $\Pi_{\eta}$ is the convex hull of the intersection of a Poisson…
We establish an invariance principle corresponding to the universality of random matrices. More precisely, we prove the dynamical universality of random matrices in the sense that, if the random point fields $ \muN $ of $ \nN $-particle…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
We study a holomorphic Poisson structure defined on the linear space $S(n,d):= {\rm Mat}_{n\times d}(\mathbb{C}) \times {\rm Mat}_{d\times n}(\mathbb{C})$ that is covariant under the natural left actions of the standard ${\rm…
We use a functional analogue of the quantile function for probability measures on $\mathbb{R}^d$ to characterize a novel limit Poisson point process for radially recentred and rescaled random vectors under a radial-directional…
We consider random flights in $\mathbb{R}^d$ reflecting on the surface of a sphere $\mathbb{S}^{d-1}_R,$ with center at the origin and with radius $R,$ where reflection is performed by means of circular inversion. Random flights studied in…
The integrability of two symplectic maps, that can be considered as discrete-time analogs of the Garnier and Neumann systems is established in the framework of the $r$-matrix approach, starting from their Lax representation. In contrast…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…
The state space of our model is the Euclidean space in dimension d = 2. Simultaneously, from all points of a homogeneous Poisson point process, we let grow independent and identically distributed random continuum paths. Each path stops…
Given a countable residually finite group $\Gamma$, we write $\Gamma_n \to e$ if $(\Gamma_n)$ is a sequence of normal subgroups of finite index such that any infinite intersection of $\Gamma_n$'s contains only the unit element $e$ of…
We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…
Some generalizations of spin Sutherland models descend from `master integrable systems' living on Heisenberg doubles of compact semisimple Lie groups. The master systems represent Poisson--Lie counterparts of the systems of free motion…
We study an irreducible Markov chain on the category of finite abelian $p$-groups, whose stationary measure is the Cohen-Lenstra distribution. This Markov chain arises when one studies the cokernel of a random matrix $M$, after conditioning…
We consider $N\times N$ symmetric random matrices where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove that the eigenvalue spacing statistics in the bulk of the…
We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a…
In this note we discuss the nature of gaps in the support of a discretely infinitely divisible distribution from the angle of compound Poisson laws/processes. The discussion is extended to infinitely divisible distributions on the…
We introduce a notion of a weak Poisson structure on a manifold $M$ modeled on a locally convex space. This is done by specifying a Poisson bracket on a subalgebra $\cA \subeq C^\infty(M)$ which has to satisfy a non-degeneracy condition…