Related papers: Classical beta ensembles and related eigenvalues p…
We present theoretical and practical properties of the affine-invariant ensemble sampler Markov chain Monte Carlo method. In high dimensions the affine-invariant ensemble sampler shows unusual and undesirable properties. We demonstrate this…
We study the statistics of energy fluctuations in a three-level quantum system subject to a sequence of projective quantum measurements. We check that, as expected, the quantum Jarzynski equality holds provided that the initial state is…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
We find the temperature of the phase transition in the (2+1)d Georgi-Glashow model. The critical temperature is shown to depend on the gauge coupling and on the ratio of Higgs and gauge boson masses. In the BPS limit of light Higgs the…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…
It is a long-standing challenge to accurately and efficiently compute thermodynamic quantities of many-body systems at thermal equilibrium. The conventional methods, e.g., Markov chain Monte Carlo, require many steps to equilibrate. The…
$L$-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…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We study the superfluid critical temperature in a two-band attractive Fermi system with strong pairing fluctuations associated with both interband and intraband couplings. We focus specifically on a configuration where the intraband…
We provide a simple characterization of the critical temperature for the Ising model on an arbitrary planar doubly periodic weighted graph. More precisely, the critical inverse temperature \beta for a graph G with coupling constants…
The high temperature limit of a system of two D-0 branes is investigated. The partition function can be expressed as a power series in $\beta$ (inverse temperature). The leading term in the high temperature expression of the partition…
We use the Bethe approximation to calculate the critical temperature for the transition from a paramagnetic to a glassy phase in spin-glass models on real-world graphs. Our criterion is based on the marginal stability of the minimum of the…
The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear…
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…
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…
This paper studies probabilistic mean-field models for interacting bosons at a positive temperature in the thermodynamic limit with random particle density. In particular, we prove large deviation principles for empirical cycle counts in…
We consider the symmetric tridiagonal matrix-valued process associated with Gaussian beta ensemble (G$\beta$E) by putting independent Brownian motions and Bessel processes on the diagonal entries and upper (lower)-diagonal ones,…
The probabilities for gaps in the eigenvalue spectrum of finite $ N\times N $ random unitary ensembles on the unit circle with a singular weight, and the related hermitian ensembles on the line with Cauchy weight, are found exactly. The…