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We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem…
We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…
The spin-1/2 Ising-Heisenberg model on diamond-like decorated Bethe lattices is exactly solved with the help of decoration-iteration transformation and exact recursion relations. It is shown that the model under investigation exhibits…
We study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…
We investigate certain measures induced by families of non-intersecting paths in domino tilings of the Aztec diamond, rhombus tilings of an abc-hexagon, a dimer model on a cylindrical brick lattice and a growth model. The measures obtained,…
The double-layer Heisenberg antiferromagnet with intra- and inter-layer couplings $J$ and $J_\perp$ exhibits a zero temperature quantum phase transition between a quantum disordered dimer phase for $g>g_c$ and a Neel phase with long range…
We introduce a new class of discrete approximations of planar domains that we call "hedgehog domains". In particular, this class of approximations contains two-step Aztec diamonds and similar shapes. We show that fluctuations of the height…
In this paper, the phase diagrams and the critical behavior of the spin-1/2 anisotropic XXZ ferromagnetic model (the anisotropic parameter {\Delta}\in(-\infty,1]) on two kinds of diamond-type hierarchical (DH) lattices with fractal…
We compute the full off-diagonal asymptotics of the equivariant and partial Bergman kernels associated with a circle action on a prequantized K\"ahler manifold with bounded geometry at infinity, then use these results to compute the…
In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments. More precisely, the process we study here corresponds to…
We present a method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on a Parzen-Rosenblatt kernel and extreme values of point processes. We…
We study Bessel and Dunkl processes $(X_{t,k})_{t\ge0}$ on $\mathbb R^N$ with possibly multivariate coupling constants $k\ge0$. These processes describe interacting particle systems of Calogero-Moser-Sutherland type with $N$ particles. For…
Limit cycle oscillations are phenomena arising in nonlinear dynamical systems and characterized by periodic, locally-stable, and self-sustained state trajectories. Systems controlled in a closed loop along a periodic trajectory can also be…
This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…
Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…
We compare two methods for analysing periodic dimer models. These are the matrix-valued orthogonal polynomials approach due to Duits and one of the authors, and the Wiener-Hopf approach due to Berggren and Duits. We establish their…
We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…