Related papers: Macroscopic asymptotics in discrete beta-ensembles…
Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation…
Increasingly large parameter spaces, used to more accurately model precision observables in physics, can paradoxically lead to large deviations in the inferred parameters of interest -- a bias known as volume projection effects -- when…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…
We investigate the emergence of random-matrix statistics in the D1D5 CFT by studying second-order lifting matrices in low-energy near-BPS sectors. We compare the $N=3$ finite-$N$ lifting problems with the planar large-$N$ limit at fixed…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
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…
The method of self-consistent expansions is a powerful tool for handling strong coupling problems that might otherwise be beyond the reach of perturbation theory, providing surprisingly accurate approximations even at low order. First…
Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We study a physical system of $N$ interacting particles in $\mathbb{R}^d$, $d\geq1$, subject to pair repulsion and confined by an external field. We establish a large deviations principle for their empirical distribution as $N$ tends to…
We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…
Using a numerical approach based on the coupling of the discrete and finite element methods, we explore the variation of the bulk modulus K of soft particle assemblies undergoing isotropic compression. As the assemblies densify under…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
We consider Jack measures on partitions with homogeneous defining specializations. For each of the six distinct classes of measures obtained this way we prove a global law of large numbers with an explicit limiting particle density. We also…
The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…
We investigate the distribution of the volume and coordination number associated to each particle in a jammed packing of monodisperse hard sphere using the mesoscopic ensemble developed in Nature 453, 606 (2008). Theory predicts an…
In this thesis, we consider one of the most popular models of non-equilibrium statistical physics: the Asymmetric Simple Exclusion Process, in which particles jump stochastically on a one-dimensional lattice, between two reservoirs at fixed…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…
We study asymptotics of $q$-distributed random lozenge tilings of sawtooth domains (equivalently, of random interlacing integer arrays with fixed top row). Under the distribution we consider each tiling is weighted proportionally to…