English
Related papers

Related papers: Airy$_\beta$ line ensemble and its Laplace transfo…

200 papers

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

Probability · Mathematics 2019-07-30 Cesar Cuenca

Let $\theta_1,\ldots,\theta_n$ be random variables from Dyson's circular $\beta$-ensemble with probability density function $\operatorname {Const}\cdot\prod_{1\leq j<k\leq n}|e^{i\theta_j}-e^{i\theta _k}|^{\beta}$. For each $n\geq2$ and…

Probability · Mathematics 2015-12-23 Tiefeng Jiang , Sho Matsumoto

We pursue applications for symplectic Plancherel growth based on a repulsion phenomenon arising in its diffusion limit and on intermediate representation theory underlying its correlation structure. Under diffusive scaling, the dynamics…

Probability · Mathematics 2018-03-29 Mark Cerenzia

We study line ensembles arising naturally in symmetrized/half-space geometric last passage percolation (LPP) on the $N \times N$ square. The weights of the model are geometrically distributed with parameter $q^2$ off the diagonal and $cq$…

Probability · Mathematics 2026-02-24 Evgeni Dimitrov , Zhengye Zhou

We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the…

Probability · Mathematics 2023-04-26 Karl Liechty , Gia Bao Nguyen , Daniel Remenik

We consider a class of particle systems generalizing the $\beta$-Ensembles from random matrix theory. In these new ensembles, particles experience repulsion of power $\beta>0$ when getting close, which is the same as in the…

Probability · Mathematics 2014-01-28 Martin Venker

We study the variational structure of the biased infinity Laplacian by introducing a notion of the $\beta$\textit{-Exponential Absolute Minimizing Extension} ($\beta$--AM) on arbitrary length space, which absolutely minimizing the…

Analysis of PDEs · Mathematics 2025-12-16 Yang Chu

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

The Airy point process is a determinantal point process that arises from the spectral edge of the Gaussian Unitary Ensemble. In this paper, we establish a large deviation principle for the Airy point process. Our result also extends to…

Probability · Mathematics 2024-04-10 Chenyang Zhong

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

Probability · Mathematics 2020-03-06 Laure Dumaz , Yun Li , Benedek Valkó

The parabolic Airy line ensemble $\mathfrak A$ is a central limit object in the KPZ universality class and related areas. On any compact set $K = \{1, \dots, k\} \times [a, a + t]$, the law of the recentered ensemble $\mathfrak A -…

Probability · Mathematics 2024-08-21 Duncan Dauvergne

We consider point to point last passage times to every vertex in a neighbourhood of size $\delta N^{\frac{2}{3}}$, distance $N$ away from the starting point. The increments of these last passage times in this neighbourhood are shown to be…

Probability · Mathematics 2021-03-17 Márton Balázs , Ofer Busani , Timo Seppäläinen

$L$-ensembles are a class of determinantal point processes which can be viewed as a statistical mechanical systems in the grand canonical ensemble. Circulant $L$-ensembles are the subclass which are locally translationally invariant and…

Mathematical Physics · Physics 2021-10-27 Peter J. Forrester

We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…

Mathematical Physics · Physics 2014-04-15 Patrick Desrosiers , Dang-Zheng Liu

We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…

Probability · Mathematics 2017-02-21 Vitalii Konarovskyi

At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…

Probability · Mathematics 2015-12-01 Erik Duse , Kurt Johansson , Anthony Metcalfe

We study a class of interacting particle systems on $\mathbb{R}$ which was recently investigated by F. G\"otze and the second author [GV14]. These ensembles generalize eigenvalue ensembles of Hermitian random matrices by allowing different…

Probability · Mathematics 2018-05-31 Thomas Kriecherbauer , Martin Venker

We consider uniformly random lozenge tilings of simply connected polygons subject to a technical assumption on their limit shape. We show that the edge statistics around any point on the arctic boundary, that is not a cusp or tangency…

Probability · Mathematics 2025-02-19 Amol Aggarwal , Jiaoyang Huang

We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…

Mathematical Physics · Physics 2012-09-11 Sergio Andraus , Makoto Katori , Seiji Miyashita

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