Related papers: Fisher-Hartwig asymptotics for non-Hermitian rando…

This paper is concerned with the asymptotic behavior of the free energy for a class of Hermitean random matrix models, with odd degree polynomial potential, in the large N limit. It continues an investigation initiated and developed in a…

In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

We discuss recently discovered links of the statistical models of normal random matrices to some important physical problems of pattern formation and to the quantum Hall effect. Specifically, the large $N$ limit of the normal matrix model…

We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of…

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

We present a general, asymptotical solution for the discretised harmonic oscillator. The corresponding Schr\"odinger equation is canonically conjugate to the Mathieu differential equation, the Schr\"odinger equation of the quantum pendulum.…

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…

This study derives a new property of the Wishart distribution when the degree-of-freedom and the size of the matrix parameter of the distribution grow simultaneoulsy. Particularly, the asymptotic normality of the product of four independent…

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

This paper is concerned with the asymptotic behavior of the generalized principal eigenvalues of elliptic operators and spreading speeds of Fisher-KPP equations in two-scale almost periodic media where one scale is fixed and another one…

We prove almost sure strong asymptotic freeness of i.i.d. random unitaries with the following law: sample a Haar unitary matrix of dimension $n$ and then send this unitary into an irreducible representation of $U(n)$. The strong convergence…

We compute non-perturbative flow equations for the couplings of quantum gravity in fourth order of a derivative expansion. The gauge invariant functional flow equation for arbitrary metrics allows us to extract $\beta$-functions for all…

We study the spectral norm of large rectangular random Toeplitz and circulant matrices with independent entries. For Toeplitz matrices, we show that the scaled norm converges to the norm of a bilinear operator defined via the pointwise…

The purpose of this paper is to compute the asymptotics of determinants of finite sections of operators that are trace class perturbations of Toeplitz operators. For example, we consider the asymptotics in the case where the matrices are of…

We recast the action of pure gravity into a form that is invariant under a twofold Lorentz symmetry. To derive this representation, we construct a general parameterization of all theories equivalent to the Einstein-Hilbert action up to a…

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

A new technique towards finding asymptotic normalization coefficients in the complex-ranged Gaussian basis is presented. It is shown that a diagonalisation procedure for the total Hamiltonian matrix in the given basis results in…

Asymptotically nonlocal field theories interpolate between Lee-Wick theories with multiple propagator poles, and ghost-free nonlocal theories. Previous work on asymptotically nonlocal scalar, Abelian, and non-Abelian gauge theories has…