Related papers: Exponential Localization of Spatial Random Permuta…

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

Let $W_n= \frac{1}{\sqrt n} M_n$ be a Wigner matrix whose entries have vanishing third moment, normalized so that the spectrum is concentrated in the interval $[-2,2]$. We prove a concentration bound for $N_I = N_I(W_n)$, the number of…

As an extension of Polya's classical result on random walks on the square grids ($\Z^d$), we consider a random walk where the steps, while still have unit length, point to different directions. We show that in dimensions at least 4, the…

This paper is about analytic properties of single transfer matrices originating from general block-tridiagonal or banded matrices. Such matrices occur in various applications in physics and numerical analysis. The eigenvalues of the…

We consider $N\times N$ self-adjoint Gaussian random matrices defined by an arbitrary deterministic sparsity pattern with $d$ nonzero entries per row. We show that such random matrices exhibit a canonical localization-delocalization…

We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.

We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power \alpha, where \alpha \in (0,2). After proper scaling of temperature…

Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…

Several cycle lexicographical orders are found to describe the relative likelihood of elements of the random walks on the symmetric group generated by the conjugacy classes of transpositions, 3-cycles, and n-cycles. Spectral analysis finds…

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

Using an inverse of the standard linear congruential random number generator, large randomly occupied lattices can be visited by a random walker without having to determine the occupation status of every lattice site in advance. In seven…

We propose a simplified version of the Multi-Scale Analysis of tight-binding Anderson models with strongly mixing random potentials which leads directly to uniform exponential bounds on decay of eigenfunctions in arbitrarily large finite…

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…

Spatial random permutations were originally studied due to their connections to Bose-Einstein condensation, but they possess many interesting properties of their own. For random permutations of a regular lattice with periodic boundary…

Exponential tail bounds for sums play an important role in statistics, but the example of the $t$-statistic shows that the exponential tail decay may be lost when population parameters need to be estimated from the data. However, it turns…

In this paper we generalize permutations to plane permutations. We employ this framework to derive a combinatorial proof of a result of Zagier and Stanley, that enumerates the number of $n$-cycles $\omega$, for which $\omega(12\cdots n)$…

We study $N \times N$ random band matrices $H = (H_{xy})$ with mean-zero complex Gaussian entries, where $x,y$ lie on the discrete torus $(\mathbb{Z} / \sqrt[d]{N} \mathbb{Z})^d$ in dimensions $d \ge 3$. The variance profile satisfies…

In this article, we study a class of lattice random variables in the domain of attraction of an $\alpha$-stable random variable with index $\alpha \in (0,2)$ which satisfy a truncated fractional Edgeworth expansion. Our results include…

In high dimensional percolation at parameter $p < p_c$, the one-arm probability $\pi_p(n)$ is known to decay exponentially on scale $(p_c - p)^{-1/2}$. We show the same statement for the ratio $\pi_p(n) / \pi_{p_c}(n)$, establishing a form…