Related papers: Linear statistics at the microscopic scale for the…
In this paper, we study the random polynomial $p_n(\rho):=\prod_{j=1}^n (|z_j|-\rho)$, where the points $\{z_j\}_{j=1}^n$ are the eigenvalue moduli of random normal matrices with a radially symmetric potential. We establish precise large…
In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…
Using single cluster flip Monte Carlo simulations we accurately determine new finite size scaling functions which are expressed only in terms the variable $x = \xi_L / L$, where $\xi_L$ is the correlation length in a finite system of size…
The dimer model is a classical statistical mechanics model which is exactly solvable in two dimensions, but about which little is known in higher dimensions. In analogy with large $N$ limits in lattice gauge theory, we study a large $N$…
We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
Recently it was shown that self-organized criticality is an important ingredient of the dynamics of cumulus clouds (Physical Review E, 103(5), p.052106, 2021). Here we introduce a new algorithm to simulate cumulus clouds in two-dimensional…
Consider sample covariance matrices of the form $Q:=\Sigma^{1/2} X X^\top \Sigma^{1/2}$, where $X=(x_{ij})$ is an $n\times N$ random matrix whose entries are independent random variables with mean zero and variance $N^{-1}$, and $\Sigma$ is…
We consider a two-dimensional Coulomb gas of positive and negative pointlike unit charges interacting via a logarithmic potential. The density (rather than the charge) correlation functions are studied. In the bulk, the form-factor theory…
Under the conditions of weak Langmuir turbulence, a self-consistent wave-particle Hamiltonian models the effective nonlinear interaction of a spectrum of M waves with N resonant out-of-equilibrium tail electrons. In order to address its…
Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
We consider linear statistics of the scaled zeros of Dirichlet $L$--functions, and show that the first few moments converge to the Gaussian moments. The number of Gaussian moments depends on the particular statistic considered. The same…
The refined similarity hypotheses of Kolmogorov, regarded as an important ingredient of intermittent turbulence, has been tested in the past using one-dimensional data and plausible surrogates of energy dissipation. We employ data from…
One-dimensional (1D) electron systems in the presence of Coulomb interaction are described by Luttinger liquid theory. The strength of Coulomb interaction in the Luttinger liquid, as parameterized by the Luttinger parameter K, is in general…
Let ${\mathcal U}(\lambda)$ denote the family of analytic functions $f(z)$, $f(0)=0=f'(0)-1$, in the unit disk $\ID$, which satisfy the condition $\big |\big (z/f(z)\big )^{2}f'(z)-1\big |<\lambda $ for some $0<\lambda \leq 1$. The…
We present a simple Coulomb gas method to calculate analytically the probability of rare events where the maximum eigenvalue of a random matrix is much larger than its typical value. The large deviation function that characterizes this…
We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…
We consider Coulomb gas models for which the empirical measure typically concentrates, when the number of particles becomes large, on an equilibrium measure minimizing an electrostatic energy. We study the behavior when the gas is…