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Many models of one-dimensional local random growth are expected to lie in the Kardar-Parisi-Zhang (KPZ) universality class. For such a model, the interface profile at advanced time may be viewed in scaled coordinates specified via…

Probability · Mathematics 2019-12-03 Jacob Calvert , Alan Hammond , Milind Hegde

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

The hard edge and bulk scaling limits of $\beta$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as…

Probability · Mathematics 2025-10-08 Vincent Painchaud

We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…

Probability · Mathematics 2026-01-29 Jnaneshwar Baslingker , Manjunath Krishnapur , Mokshay Madiman

In this paper, we compare the solutions of Dyson Brownian motion with general $\beta$ and potential $V$ and the associated McKean-Vlasov equation near the edge. Under suitable conditions on the initial data and potential $V$, we obtain the…

Probability · Mathematics 2018-10-22 Arka Adhikari , Jiaoyang Huang

In this manuscript we consider the set of Dyck paths equipped with the uniform measure, and we study the statistical properties of a deformation of the observable "area below the Dyck path" as the size $N$ of the path goes to infinity. The…

Combinatorics · Mathematics 2020-10-29 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be…

Probability · Mathematics 2008-12-16 M. Y. Mo

We study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme…

Probability · Mathematics 2019-05-29 Cambyse Pakzad

We consider non-colliding Brownian lines above a hard wall, which are subject to geometrically growing (given by a parameter $\lambda>1$) area tilts, which we call the $\lambda$-tilted line ensemble (LE). The model was introduced by Caputo,…

Probability · Mathematics 2025-02-12 Pietro Caputo , Shirshendu Ganguly

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

Probability · Mathematics 2021-07-19 Peter J. Forrester , Guido Mazzuca

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…

Probability · Mathematics 2020-08-21 Theodoros Assiotis , Joseph Najnudel

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…

Probability · Mathematics 2024-01-18 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

Mathematical Physics · Physics 2021-06-02 Christophe Charlier , Tom Claeys

We consider two families of non-Hermitian Gaussian random matrices, namely the elliptical Ginibre ensembles of asymmetric N-by-N matrices with Dyson index beta=1 (real elements) and with beta=4 (quaternion-real elements). Both ensembles…

Mathematical Physics · Physics 2015-06-16 G. Akemann , M. J. Phillips

The Levy Walk is the process with continuous sample paths which arises from consecutive linear motions of i.i.d. lengths with i.i.d. directions. Assuming speed 1 and motions in the domain of beta-stable attraction, we prove functional limit…

Probability · Mathematics 2014-08-11 M. Magdziarz , H. P. Scheffler , P. Straka , P. Zebrowski

The Airy processes describe spatial fluctuations in wide range of growth models, where each particular Airy process arising in each case depends on the geometry of the initial profile. We show how the coupling method, developed in the…

Probability · Mathematics 2017-09-26 Leandro P. R. Pimentel

This paper considers sequences of points on the real line which have been randomly translated, and provides conditions under which various notions of convergence to a limiting point process are equivalent. In particular we consider…

Number Theory · Mathematics 2024-08-15 Juan Arias de Reyna , Brad Rodgers

It is known from the work of Baik, Deift, and Johansson [1999] that we have Tracy-Widom fluctuations for the longest increasing subsequence of uniform permutations. In this paper, we prove that this result holds also in the case of the…

Probability · Mathematics 2021-01-26 Mohamed Slim Kammoun

We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…

Probability · Mathematics 2007-05-23 Omer Angel

We provide a new proof of the sharpness of the phase transition for Bernoulli percolation and the Ising model. The proof applies to infinite range models on arbitrary locally finite transitive infinite graphs. For Bernoulli percolation, we…

Probability · Mathematics 2018-01-23 Hugo Duminil-Copin , Vincent Tassion
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