Related papers: Macroscopic asymptotics in discrete beta-ensembles…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…
We associate to a filtration of a graded linear series of a big line bundle a concave function on the Okounkov body whose law with respect to Lebesgue's measure describes the asymptotic distribution of the jumps of the filtration. As a…
We obtain correction terms to the large N asymptotic expansions of the eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of random N by N matrices, both in the bulk of the spectrum and near the spectral edge. This…
In this work, we investigate time-dependent wave scattering by multiple small particles of arbitrary shape. To approximate the solution of the associated boundary-value problem, we derive an asymptotic model that is valid in the limit as…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
We analyze the large scale structure and fluctuations of jammed packings of size disperse spheres, produced in a granular experiment as well as numerically. While the structure factor of the packings reveals no unusual behavior for small…
We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…
We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…
We present exact and asymptotic results for clusters in the one-dimensional totally asymmetric exclusion process (TASEP) with two different dynamics. The expected length of the largest cluster is shown to diverge logarithmically with…
We consider a self-similar fragmentation process in which the generic particle of size $x$ is replaced at probability rate $x^\alpha$, by its offspring made of smaller particles, where $\alpha$ is some positive parameter. The total of…
Representation theory of finite groups portrays a marvelous crossroad of group theory, algebraic combinatorics, and probability. In particular the Plancherel measure is a probability that arises naturally from representation theory, and in…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…