Related papers: Fluctuations of two-dimensional determinantal proc…
We discuss generalizations of the Szeg\H{o} Limit Theorem to truncated Toeplitz operators. In particular, we consider compressions of Toeplitz operators to an increasing sequence of finite dimensional model spaces. We present two theorems.…
We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
For a broad class of point processes, including determinantal point processes, we construct associated marked and conditional ensembles, which allow to study a random configuration in the point process, based on information about a randomly…
We study the behavior of configurations in the symmetric six-vertex model with $a,b,c$ weights in the $n\times n$ square with Domain Wall Boundary Conditions as $n\to\infty$. We prove that when $\Delta=\frac{a^2+b^2-c^2}{2ab}<1$,…
We obtain Szeg\H o-type limit theorems for Toeplitz operators on the weighted Bergman spaces $A^{2}_{\alpha}(\mathbb{B}^{n})$, and on $L^{2}(G)$, presenting separate formulations for compact and locally compact Abelian groups. Furthermore,…
We initiate the study of a class of noncommutative domains of n-tuples of bounded linear operators on a Hilbert space, which is generated by certain positivity conditions on polynomials in n noncommutative indeterminates. We obtain Fatou…
We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
We establish that Laplace transforms of the posterior Dirichlet process converge to those of the limiting Brownian bridge process in a neighbourhood about zero, uniformly over Glivenko-Cantelli function classes. For real-valued random…
The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…
The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…
$L$-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…
Extending the idea formulated in Makino {\it{et al}}[Phys.Rev.E {\bf{67}},066205], that is based on the Berry--Robnik approach [M.V. Berry and M. Robnik, J. Phys. A {\bf{17}}, 2413], we investigate the statistical properties of a two-point…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
Enriquez, Faraud, and Lemaire (2023) have established process-level fluctuations for the giant of the dynamic Erd\H{o}s-R\'{e}nyi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample…
We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…
In this paper, we study the asymptotic behaviour of plane partitions distributed according to a $q^{\text{Volume}}$-weighted Muttalib--Borodin ensemble and its associated discrete point process. We establish a Large Deviation Principle for…
We outline a universal Schwinger-Keldysh effective theory which describes macroscopic thermal fluctuations of a relativistic field theory. The basic ingredients of our construction are three: a doubling of degrees of freedom, an emergent…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…