Related papers: On the interim statistics for compact group charac…

In this paper, we show the central limit theorem for the logarithmic determinant of the sample correlation matrix $\mathbf{R}$ constructed from the $(p\times n)$-dimensional data matrix $\mathbf{X}$ containing independent and identically…

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

If $p:\mathbb{C} \to \mathbb{C}$ is a non-constant polynomial, the Gauss--Lucas theorem asserts that its critical points are contained in the convex hull of its roots. We consider the case when $p$ is a random polynomial of degree $n$ with…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

We study asymptotics of reducible representations of the symmetric groups S_q for large q. We decompose such a representation as a sum of irreducible components (or, alternatively, Young diagrams) and we ask what is the character of a…

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

For $X(n)$ a Rademacher or Steinhaus random multiplicative function, we consider the random polynomials $$ P_N(\theta) = \frac1{\sqrt{N}} \sum_{n\leq N} X(n) e(n\theta), $$ and show that the $2k$-th moments on the unit circle $$ \int_0^1…

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which…

We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…

We consider the logarithm of the central value $\log L(1/2)$ in the orthogonal family ${L(s,f)}_{f \in H_k}$ where $H_k$ is the set of weight $k$ Hecke-eigen cusp form for $SL_2(\mathbb{Z})$, and in the symplectic family…

If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation…

This paper shows that $t_m \leq \|\mathbf{A}\|_\infty \leq \sqrt{t_m}$ holds, when $\mathbf{A} \in \mathbb{R}^{m \times m}$ is a Runge-Kutta matrix which nodes originating from the Gaussian quadrature that integrates polynomials of degree…