Related papers: Airy$_\beta$ line ensemble and its Laplace transfo…
The circular $\beta$ ensemble for $\beta =1,2$ and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process…
We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…
We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…
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…
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…
We introduce a generalization of the extended Airy kernel with two sets of real parameters. We show that this kernel arises in the edge scaling limit of correlation kernels of determinantal processes related to a directed percolation model…
In this paper, we study the asymptotic behavior of the first, second, and so on rows of stochastically decaying partitions. We establish that, with appropriate scaling in time and length, the sequence of rows converges to the Airy$_2$ line…
Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
The Airy$_\beta$ point process, $a_i \equiv N^{2/3} (\lambda_i-2)$, describes the eigenvalues $\lambda_i$ at the edge of the Gaussian $\beta$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability…
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…
We establish a central limit theorem for the fluctuations of the linear statistics in the $\beta$-ensemble of dimension $N$ at a temperature proportional to $N$ and with confining smooth potential. In this regime, the particles do not…
Using the fact that the Airy process describes the limiting fluctuations of the Hammersley last-passage percolation model, we prove that it behaves locally like a Brownian motion. Our method is quite straightforward, and it is based on a…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…
A perturbation series solution is constructed in terms of Airy functions for a nonlinear two-point boundary-value problem arising in an established model of steady electrodiffusion in one dimension, for two ionic species carrying equal and…
In the series of lectures, we will discuss probability laws of random points, curves, and surfaces. Starting from a brief review of the notion of martingales, one-dimensional Brownian motion (BM), and the $D$-dimensional Bessel processes,…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
We show that the supremum of the average of the Airy process and its time reversal minus a parabola is distributed as the maximum of two independent GUE Tracy-Widom random variables. The proof is obtained by considering a directed last…
A discrete Gibbsian line ensemble $\mathfrak{L} = (L_1,\dots,L_N)$ consists of $N$ independent random walks on the integers conditioned not to cross one another, i.e., $L_1 \geq \cdots \geq L_N$. In this paper we provide sufficient…