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In this paper, we study the one-dimensional Hua-Pickrell diffusion. We start by revisiting the stationary case considered by E. Wong for which we supply omitted details and write down a unified expression of its semi-group density through…

Probability · Mathematics 2020-11-30 Jonas Arista , Nizar Demni

In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…

Number Theory · Mathematics 2014-02-26 E. Kowalski , A. Nikeghbali

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Mathematical Physics · Physics 2015-06-12 Gernot Akemann , Eugene Strahov

If the gradient of a probability distribution on a landscape of vacua aligns with the variation of some fundamental parameter, the parameter may be likely to take some non-generic value. Such non-generic values can be associated to critical…

High Energy Physics - Phenomenology · Physics 2024-09-13 Oleksii Matsedonskyi

The local theory of the critical lines of 2D and 3D Gaussian fields that underline the cosmic structures is presented. In the context of cosmological matter distribution the subset of critical lines of the 3D density field serves to…

Astrophysics · Physics 2015-05-13 D. Pogosyan , C. Pichon , C. Gay , S. Prunet , J. F. Cardoso , T. Sousbie , S. Colombi

Consider randomly picked points inside the n-dimensional unit hypersphere centered at the origin of the Cartesian coordinate system. The Cartesian coordinates of the points are random variables, which form an n-dimensional vector for each…

Statistics Theory · Mathematics 2013-06-04 Argyn Kuketayev

We prove that under fairly general conditions properly rescaled determinantal random point field converges to a generalized Gaussian random process.

Probability · Mathematics 2007-05-23 Alexander Soshnikov

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

Consider a set of points sampled independently near a smooth compact submanifold of Euclidean space. We provide mathematically rigorous bounds on the number of sample points required to estimate both the dimension and the tangent spaces of…

Statistics Theory · Mathematics 2023-09-26 Uzu Lim , Harald Oberhauser , Vidit Nanda

I use a previously introduced mapping between the continuum percolation model and the Potts fluid to derive a mean field theory of continuum percolation systems. This is done by introducing a new variational principle, the basis of which…

Condensed Matter · Physics 2009-10-28 Alon Drory

We characterize exponential systems on sets of finite measure that form a frame or a Riesz sequence at the critical density. Namely, they are precisely those systems for which the underlying point set admits a weak limit that yields a Riesz…

Classical Analysis and ODEs · Mathematics 2025-12-03 Ulrik Enstad , Jordy Timo van Velthoven

We derive an asymptotic expansion for the critical percolation density of the random connection model as the dimension of the encapsulating space tends to infinity. We calculate rigorously the first expansion terms for the Gilbert disk…

Probability · Mathematics 2025-03-05 Matthew Dickson , Markus Heydenreich

The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…

Probability · Mathematics 2025-11-18 Mihai Nica , Janosch Ortmann

We prove an explicit upper bound on the number of real quadratic fields that admit a universal quadratic form of a given rank, thus establishing a density zero statement. More generally, we obtain such a result for totally positive definite…

Number Theory · Mathematics 2025-05-23 Vitezslav Kala , Pavlo Yatsyna , Błażej Żmija

This note concerns the asymptotics of the expected total Betti numbers of the nodal set for an important class of Gaussian ensembles of random fields on Riemannian manifolds. By working with the limit random field defined on the Euclidean…

Probability · Mathematics 2021-09-08 Igor Wigman

Redshift is a key quantity for inferring cosmological model parameters. In photometric redshift estimation, cosmologists use the coarse data collected from the vast majority of galaxies to predict the redshift of individual galaxies. To…

Applications · Statistics 2016-04-07 Rafael Izbicki , Ann B. Lee , Peter E. Freeman

A new method was proposed recently to investigate the location of the putative critical point of strongly interacting matter, governed by quantum chromodynamics. By approximating contours of constant entropy density at finite baryon…

High Energy Physics - Phenomenology · Physics 2025-08-21 Michał Marczenko , Michał Szymański , Győző Kovács

We consider the number of critical points of a stationary planar Gaussian field, restricted to a large domain, whose heights lie in a certain interval. Asymptotics for the mean of this quantity are simple to establish via the Kac-Rice…

Probability · Mathematics 2020-01-17 Stephen Muirhead

We consider a random matrix model in the hard edge limit (local spectral statistics at the origin in the limit of large matrix size) which interpolates between the Gaussian unitary ensemble (GUE) and the chiral Gaussian unitary ensemble…

High Energy Physics - Theory · Physics 2018-12-19 Takuya Kanazawa , Mario Kieburg

Large deviation statistics is implemented to predict the statistics of cosmic densities in cylinders applicable to photometric surveys. It yields few percent accurate analytical predictions for the one-point probability distribution…

Cosmology and Nongalactic Astrophysics · Physics 2018-03-28 Cora Uhlemann , Christophe Pichon , Sandrine Codis , Benjamin L'Huillier , Juhan Kim , Francis Bernardeau , Changbom Park , Simon Prunet