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Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

Probability · Mathematics 2014-11-18 Mark Adler , Nicolas Orantin , Pierre van Moerbeke

We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…

Probability · Mathematics 2023-02-22 Andrew Ahn

We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $\beta$-Dyson Brownian motions with $\beta \geq 2$. Our method extends to a large class…

Probability · Mathematics 2025-05-20 Xuan Wu

For each $\alpha \in \mathbb{R}$, $t \geq 1$, we show that there exists a unique $\mathbb{N}$-indexed line ensemble of random continuous curves $\mathbb{R}_{\le 0} \to \mathbb{R}$ with the following properties: (1) The top curve is…

Probability · Mathematics 2025-06-10 Sayan Das , Christian Serio

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…

Mathematical Physics · Physics 2018-02-08 Florent Bekerman , Thomas Leblé , Sylvia Serfaty

In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…

Functional Analysis · Mathematics 2013-06-04 Jiun-Chau Wang

The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…

Probability · Mathematics 2019-07-25 Jiaoyang Huang

We find the universal limiting correlation kernels of the Muttalib-Borodin (MB) ensembles with integer parameter $\theta \geq 2$ at $0$ in the transitive regime between the hard edge regime and the soft edge regime. This generalizes the…

Mathematical Physics · Physics 2025-10-09 Dong Wang , Shuai-Xia Xu

This paper establishes a universality result for scaling limits of uniformly random lozenge tilings of large domains. We prove that whenever a boundary of the domain has three adjacent straight segments inclined under 120 degrees to each…

Probability · Mathematics 2021-06-15 Amol Aggarwal , Vadim Gorin

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…

Mathematical Physics · Physics 2016-08-22 Folkmar Bornemann

We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…

Classical Analysis and ODEs · Mathematics 2025-06-17 N. Castillo , O. Costin , R. D. Costin

Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…

High Energy Physics - Theory · Physics 2009-07-11 Craig A. Tracy , Harold Widom

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…

Mathematical Physics · Physics 2026-03-20 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…

Mathematical Physics · Physics 2025-06-09 L. D. Molag

The conjectured limit of last passage percolation is a scale-invariant, independent, stationary increment process with respect to metric composition. We prove this for Brownian last passage percolation. We construct the Airy sheet and…

Probability · Mathematics 2024-04-24 Duncan Dauvergne , Janosch Ortmann , Balint Virag

For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…

Statistical Mechanics · Physics 2014-05-12 Julien Randon-Furling

The scaling argument developed by Larichev and Held (1995) for eddy amplitudes and fluxes in a horizontally homogeneous, two-layer model on an f-plane is extended to a beta-plane. In terms of the non-dimensional number x =…

ao-sci · Physics 2016-08-30 Isaac M. Held , Vitaly D. Larichev

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb