Related papers: Global asymptotics for $\beta$-Krawtchouk corners …
We take up the issue of deriving the limit as $n\to\infty$ of the GREM-like K process on a tree with $n$ levels. Under specific conditions on the parameters of the process, implying the martingality of a modification of the underlying clock…
We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
We prove the existence of a critical regime for the fluctuations of the ground-state energy of the spherical Sherrington-Kirkpatrick model in an external field, confirming predictions given in [3,12]. We also establish a critical regime for…
We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…
Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…
Geometric Brownian motion is an exemplary stochastic processes obeying multiplicative noise, with widespread applications in several fields, e.g. in finance, in physics and biology. The definition of the process depends crucially on the…
We study the asymptotic distribution, as the volume parameter goes to 1, of the peak (largest part) of finite- or slowly-growing-width cylindric plane partitions weighted by their trace, seam, and volume. There are two natural asymptotic…
We investigate the fluctuations of the free energy of the $2$-spin spherical Sherrington-Kirkpatrick model at critical temperature $\beta_c = 1$. When $\beta = 1$ we find asymptotic Gaussian fluctuations with variance $\frac{1}{6N^2}…
Motivated by the fact that circular or spherical data are often much concentrated around a location $\pmb\theta$, we consider inference about $\pmb\theta$ under "high concentration" asymptotic scenarios for which the probability of any…
In a high temperature regime where $\beta N \to 2c$, the empirical distribution of the eigenvalues of Gaussian beta ensembles, beta Laguerre ensembles and beta Jacobi ensembles converges to a limiting measure which is related to associated…
We consider the height of random k-trees and k-Apollonian networks. These random graphs are not really trees, but instead have a tree-like structure. The height will be the maximum distance of a vertex from the root. We show that w.h.p. the…
Let $A_kA_{k-1}\cdots A_1$ be product of some nonnegative 2-by-2 matrices. In general, its elements are hard to evaluate. Under some conditions, we show that $\forall i,j\in\{1,2\},$ $(A_kA_{k-1}\cdots A_1)_{i,j}\sim…
In this paper, we study the asymptotics of the Hahn polynomials Q_n(x; {\alpha}, {\beta}, N) as the degree n grows to infinity, when the parameters {\alpha} and {\beta} are fixed and the ratio of n/N = c is a constant in the interval (0,…
We consider skew-product maps over circle rotations $x\mapsto x+\alpha$ (mod 1) with factors that take values in SL(2,R) In numerical experiments with $\alpha$ the inverse golden mean, Fibonacci iterates of almost Mathieu maps with rotation…
We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…
The Hawks process is a point process with a self-exciting property. It has been used to model earthquakes, social media events, infections, etc., and is getting a lot of attention. However, as a real problem, there are often situations…
With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
This paper provides and extends second-order versions of several fundamental theorems on first-order regularly varying functions such as Karamata's theorem/representation and Tauberian's theorem. Our results are used to establish…