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Poisson processes in the space of $k$-dimensional totally geodesic subspaces ($k$-flats) in a $d$-dimensional standard space of constant curvature $\kappa\in\{-1,0,1\}$ are studied, whose distributions are invariant under the isometries of…

Probability · Mathematics 2023-02-21 Carina Betken , Daniel Hug , Christoph Thäle

This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

Let $p\ge2$, $n_1\le...\le n_p$ be positive integers and $B_1^1, ..., B_{n_1}^1; ...; B_1^p, ..., B_{n_p}^{p}$ be independent planar Brownian motions started uniformly on the boundary of the unit circle. We define a $p$-fold intersection…

Probability · Mathematics 2008-12-02 Achim Klenke , Peter Mörters

We show that the squared maximal height of the top path among $N$ non-intersecting Brownian bridges starting and ending at the origin is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. This…

Probability · Mathematics 2020-10-15 Gia Bao Nguyen , Daniel Remenik

This paper determines values of intersection exponents between packs of planar Brownian motions in the half-plane and in the plane that were not derived in our first two papers. For instance, it is proven that the exponent $\xi (3,3)$…

Probability · Mathematics 2015-06-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…

Probability · Mathematics 2023-08-09 Amol Aggarwal , Jiaoyang Huang

We prove that the self-intersection local times for generalized grey Brownian motion $B^{\beta,\alpha}$ in arbitrary dimension $d$ is a well defined object in a suitable distribution space for $d\alpha<2$.

Functional Analysis · Mathematics 2017-08-08 José Luís da Silva , Herry Pribawanto Suryawan , Wolfgang Bock

We analyze the entanglement properties of the asymptotic steady state after a quench from free to hard-core bosons in one dimension. The R\'enyi and von Neumann entanglement entropies are found to be extensive, and the latter coincides with…

Quantum Gases · Physics 2014-01-22 Mario Collura , Márton Kormos , Pasquale Calabrese

We show that the intersection exponents for planar Brownian motions are analytic. More precisely, let $B$ and $B'$ be independent planar Brownian motions started from distinct points, and define the exponent $\xi (1, \lambda)$ by $$…

Probability · Mathematics 2008-11-26 Gregory F. Lawler , Oded Schramm , Wendelin Werner

For a dynamical system, we study the set of points $\cal W$ whose orbit approximates any chosen point at certain specified rates. Our basic setting is that of left shift acting on topological Markov chains endowed with a local weak Gibbs…

Dynamical Systems · Mathematics 2016-06-09 María Victoria Melián Pérez

The probability distribution of the closest neighbor and farther neighbor spacings from a given level have been studied for interacting fermion/boson systems with and without spin degree of freedom constructed using an embedded GOE of one…

Statistical Mechanics · Physics 2021-03-16 Priyanka Rao , H. N. Deota , N. D. Chavda

We establish up-to-constants estimates for arm events in the Brownian loop soup on the 2D metric graph associated with the square lattice. More specifically, we consider two natural geometric events: first, ``bulk'' four-arm events,…

Probability · Mathematics 2025-09-30 Yijie Bi , Yifan Gao , Pierre Nolin , Wei Qian

We introduce and study a universal model of random geometry in two dimensions. To this end, we start from a discrete graph drawn on the sphere, which is chosen uniformly at random in a certain class of graphs with a given size $n$, for…

Probability · Mathematics 2014-04-01 Jean-François Le Gall

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

Mesoscale and Nanoscale Physics · Physics 2017-12-07 Frank Schweiner , Jeanine Laturner , Jörg Main , Günter Wunner

This paper is concerned with estimating the intersection point of two densities, given a sample of both of the densities. This problem arises in classification theory. The main results provide lower bounds for the probability of the…

Statistics Theory · Mathematics 2007-12-18 Franz Merkl , Leila Mohammadi

Many partially-successful attempts have been made to find the most natural discrete-variable version of Shannon's entropy power inequality (EPI). We develop an axiomatic framework from which we deduce the natural form of a discrete-variable…

Information Theory · Computer Science 2016-11-17 Saikat Guha , Jeffrey H. Shapiro , Raul Garcia-Patron Sanchez

Let \alpha ([0,1]^p) denote the intersection local time of p independent d-dimensional Brownian motions running up to the time 1. Under the conditions p(d-2)<d and d\ge 2, we prove lim_{t\to\infty}t^{-1}\log P\bigl{\alpha([0,1]^p)\ge…

Probability · Mathematics 2007-05-23 Xia Chen

In this paper, we address a class of problems in unitary ensembles. Specifically, we study the probability that a gap symmetric about 0, i.e. $(-a,a)$ is found in the Gaussian unitary ensembles (GUE) and the Jacobi unitary ensembles (JUE)…

Mathematical Physics · Physics 2018-03-14 Shulin Lyu , Yang Chen , Engui Fan

A discrete Gibbsian line ensemble $\mathfrak{L} = (L_1,\dots,L_N)$ consists of $N$ independent random walks on the integers conditioned not to cross one another, i.e., $L_1 \geq \cdots \geq L_N$. In this paper we provide sufficient…

Probability · Mathematics 2023-02-17 Christian Serio