Related papers: Transition from Poisson to gaussian unitary statis…
In this letter we present an analytic method for calculating the transition probability between two random Gaussian matrices with given eigenvalue spectra in the context of Dyson Brownian motion. We show that in the Coulomb gas language, in…
The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…
We study a 2-parametric family of probability measures on an infinite-dimensional simplex (the Thoma simplex). These measures originate in harmonic analysis on the infinite symmetric group (S.Kerov, G.Olshanski and A.Vershik, Comptes Rendus…
We determine the asymptotics of the two-point correlation function for quantum systems with half-integer spin which show chaotic behaviour in the classical limit using a method introduced by Bogomolny and Keating [Phys. Rev. Lett. 77 (1996)…
We derive explicit lower and upper bounds for the probability generating functional of a stationary locally stable Gibbs point process, which can be applied to summary statistics like the F function. For pairwise interaction processes we…
A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…
The Rosenzweig-Porter random matrix ensemble serves as a qualitative phenomenological model for the level statistics and fractality of eigenstates across the many-body localization transition in static systems. We propose a unitary…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
2-point topological charge correlation functions of several types of geometric singularity in gaussian random fields are calculated explicitly, using a general scheme: zeros of $n$-dimensional random vectors, signed by the sign of their…
The decreasing enumeration of the points of a Poisson random measure whose mean measure has finite survival function on the positive half-axis can be represented as a non-increasing function of the jump times of a standard Poisson process.…
It is generally known that counting statistics is not correctly described by a Gaussian approximation. Nevertheless, in neutron scattering, it is common practice to apply this approximation to the counting statistics; also at low counting…
We study multi-dimensional normal approximations on the Poisson space by means of Malliavin calculus, Stein's method and probabilistic interpolations. Our results yield new multi-dimensional central limit theorems for multiple integrals…
Using $U_q[SU(2)]$ tensor calculus we compute the two-point scalar operators (TPSO), their averages on the ground-state give the two-point correlation functions. The TPSOs are identified as elements of the Temperley-Lieb algebra and a…
Second-order measures, such as the two-point correlation function, are geometrical quantities describing the clustering properties of a point distribution. In this article well-known estimators for the correlation integral are reviewed and…
We formulate the non-linear field theory for a fluctuating counter-ion distribution in the presence of a fixed, arbitrary charge distribution. The Poisson-Boltzmann equation is obtained as the saddle-point, and the effects of fluctuations…
We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit expression had been obtained for the real case so far. We…
We present results of a numerical simulation of the $q$-state random bond Potts model in two dimensions and for large $q$. In particular, care is taken to study the crossover from the pure model to the random model, as well as the crossover…
We have computed the spectral number variances of an extended random matrix ensemble predicted by Guhr's supersymmetry formula, showing a non-monotone increase of the curves that arises from an "overshoot" of the two-level correlation…
We study the behaviour of the point process of critical points of isotropic stationary Gaussian fields. We compute the main term in the asymptotic expansion of the two-point correlation function near the diagonal. Our main result implies…
The relation between Pearson's correlation coefficient and Salton's cosine measure is revealed based on the different possible values of the division of the L1-norm and the L2-norm of a vector. These different values yield a sheaf of…