Related papers: Real roots of non-centered random polynomials
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices and controlled by a parameter $\tau$. Our interest is in the…
We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…
The incoherent state of the Kuramoto model of coupled oscillators exhibits marginal modes in mean field theory. We demonstrate that corrections due to finite size effects render these modes stable in the subcritical case, i.e. when the…
Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
In this sequel to Part-I, we present a different approach to bounding the expected number of real zeroes of random polynomials with real independent identically distributed coefficients or more generally, exchangeable coefficients. We show…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We consider the geodesic flow for a rank one non-positive curvature closed manifold. We prove an asymptotic version of the Central Limit Theorem for families of measures constructed from regular closed geodesics converging to the…
We investigate Gaussian Laplacian eigenfunctions (Arithmetic Random Waves) on the three-dimensional standard flat torus, in particular the asymptotic distribution of the nodal intersection length against a fixed regular reference surface.…
Drees and Rootz\'en (2010) have established limit theorems for a general class of empirical processes of statistics that are useful for the extreme value analysis of time series, but do not apply to statistics of sliding blocks, including…
In the Coulomb blockade regime of a ballistic quantum dot, the distribution of conductance peak spacings is well known to be incorrectly predicted by a single-particle picture; instead, matrix element fluctuations of the residual electronic…
In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More specifically, let $\{n_k\}_{k=1}^{\infty}$ be an infinite…
Fluctuations arise universally in Nature as a reflection of the discrete microscopic world at the macroscopic level. Despite their apparent noisy origin, fluctuations encode fundamental aspects of the physics of the system at hand, crucial…
We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…
In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…
We analyze the density of roots of random polynomials where each complex coefficient is constructed of a random modulus and a fixed, deterministic phase. The density of roots is shown to possess a singular component only in the case for…
Even though the first momenta i.e. the ensemble average quantities in canonical ensemble (CE) give the grand canonical (GC) results in large multiplicity limit, the fluctuations involving second moments do not respect this asymptotic…
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…
The emergence of nonequilibrium phenomena in individual complex wave systems has long been of fundamental interests. Its analytic studies remain notoriously difficult. Using the mathematical tool of the concentration of measure (CM), we…