Related papers: Loop Vertex Representation for Cumulants, Part II:…
We analyze a systematic algorithm for the exact computation of the current cumulants in stochastic nonequilibrium systems, recently discussed in the framework of full counting statistics for mesoscopic systems. This method is based on…
We performed Monte Carlo simulations of the two-dimensional q-state Potts model with q=10, 15, and 20 to study the energy and magnetization cumulants in the ordered and disordered phase at the first-order transition point $\beta_t$. By…
Using a family of graded algebra structures on a planar algebra and a family of traces coming from random matrix theory, we obtain a tower of non-commutative probability spaces, naturally associated to a given planar algebra. The associated…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
The quantum dynamics of an ensemble of interacting electrons in an array of random scatterers is treated using a new numerical approach for the calculation of average values of quantum operators and time correlation functions in the Wigner…
A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…
The Lyapunov exponents of a chaotic system quantify the exponential divergence of initially nearby trajectories. For Hamiltonian systems the exponents are related to the eigenvalues of a symplectic matrix. We make use of this fact to…
We consider a two-particle quantum systems in a d-dimensional Euclidean space with interaction and in presence of a random external potential (a continuous two-particle Anderson model). We establish Wegner-type estimates (inequalities) for…
We study the asymptotic distribution of level crossings for random matrix pencils A_n+\lambda B_n in several ensembles, including complex and real i.i.d. matrices and Gaussian/Hermitian settings. We derive a representation of the normalized…
The loop equation for the complex one-matrix model with a multi-cut structure is derived and solved in the planar limit. An iterative scheme for higher genus contributions to the free energy and the multi-loop correlators is presented for…
We consider ensembles of Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. We show the convergence of the Stieltjes transform towards the Stieltjes transform of the…
We give a series representation of the logarithm of the bivariate Laplace exponent $\kappa$ of $\alpha$-stable processes for almost all $\alpha \in (0,2]$.
We consider several aspects of the scaling limit of percolation on random planar triangulations, both finite and infinite. The equivalents for random maps of Cardy's formula for the limit under scaling of various crossing probabilities are…
Boolean, free and monotone cumulants as well as relations among them, have proven to be important in the study of non-commutative probability theory. Quite notably, Boolean cumulants were successfully used to study free infinite…
In part I we introduced the class ${\mathcal E}_2$ of Lie subgroups of $Sp(2,\R)$ and obtained a classification up to conjugation (Theorem 1.1). Here, we determine for which of these groups the restriction of the metaplectic representation…
We prove local laws, i.e. optimal concentration estimates for arbitrary products of resolvents of a Wigner random matrix with deterministic matrices in between. We find that the size of such products heavily depends on whether some of the…
The tree-level S-matrix of type II supergravity can be computed in scattering equation form by correlators in a worldsheet theory analogous to a chiral, infinite tension limit of the pure spinor formalism. By defining a non-minimal version…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
We derive an exact formula for the scaled cumulant generating function of the time-integrated current associated to an arbitrary ballistically transported conserved charge. Our results rely on the Euler-scale description of interacting,…
We extend the study of \emph{melonic} quartic tensor models to models with arbitrary quartic interactions. This extension requires a new version of the loop vertex expansion using several species of intermediate fields and iterated…