Related papers: Remarkable structures in integrable probability, I…
We study the largest component of a random (multi)graph on n vertices with a given degree sequence. We let n tend to infinity. Then, under some regularity conditions on the degree sequences, we give conditions on the asymptotic shape of the…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
We present a random matrix interpretation of the distribution functions which have appeared in the study of the one-dimensional polynuclear growth (PNG) model with external sources. It is shown that the distribution, GOE$^2$, which is…
We consider a stochastic directed graph on the integers whereby a directed edge between $i$ and a larger integer $j$ exists with probability $p_{j-i}$ depending solely on the distance between the two integers. Under broad conditions, we…
In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…
Under certain conditions, the largest eigenvalue of a sample covariance matrix undergoes a well-known phase transition when the sample size $n$ and data dimension $p$ diverge proportionally. In the subcritical regime, this eigenvalue has…
In this paper, we address the problem of testing independence between two high-dimensional random vectors. Our approach involves a series of max-sum tests based on three well-known classes of rank-based correlations. These correlation…
Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…
One major open conjecture in the area of critical random graphs, formulated by statistical physicists, and supported by a large amount of numerical evidence over the last decade [23, 24, 28, 63] is as follows: for a wide array of random…
We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…
We survey a number of models from physics, statistical mechanics, probability theory and combinatorics, which are each described in terms of an orthogonal polynomial ensemble. The most prominent example is apparently the Hermite ensemble,…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…
We consider the Norros-Reittu random graph $NR_n(\textbf{w})$, where edges are present independently but edge probabilities are moderated by vertex weights, and use probabilistic arguments based on martingales to analyse the component sizes…
Given an undirected $n$-vertex graph $G(V,E)$ and an integer $k$, let $T_k(G)$ denote the random vertex induced subgraph of $G$ generated by ordering $V$ according to a random permutation $\pi$ and including in $T_k(G)$ those vertices with…
The Tracy-Widom distribution that has been much studied in recent years can be thought of as an extreme value distribution. We discuss interpolation between the classical extreme value distribution $\exp(-\exp(-x))$, the Gumbel distribution…
We show that in a general \cal{N} = 1 supergravity with N \gg 1 scalar fields, an exponentially small fraction of the de Sitter critical points are metastable vacua. Taking the superpotential and Kahler potential to be random functions, we…
We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…
Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events. Extreme-value copulas not only arise…
Let $\mu$ be the geometric realization on $[0,1]$ of a Gibbs measure on $\Sigma=\{0,1\}^{\mathbb{N}}$ associated with a H\"older potential. The thermodynamic and multifractal properties of $\mu$ are well known to be linked via the…