Related papers: Limiting distributions for a polynuclear growth mo…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
In this work we are considering the behavior of the limit shape of Young diagrams associated to random permutations on the set $\{1,\dots,n\}$ under a particular class of multiplicative measures. Our method is based on generating functions…
For a wide class of Hermitian random matrices, the limit distribution of the eigenvalues close to the largest one is governed by the Airy point process. In such ensembles, the limit distribution of the k-th largest eigenvalue is given in…
In branching process theory, linear-fractional distributions are commonly used to model individual reproduction, especially when the goal is to obtain more explicit formulas than those derived under general model assumptions. In this…
The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a…
The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…
For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f(X)$ as a matrix where $f$ is an analytic function around the spectrum of…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
For a class of one-dimensional Schrodinger operators with polynomial potentials that includes Hermitian and PT-symmetric operators, we show that the zeros of scaled eigenfunctions have a limit disctibution in the complex plane as the…
Tree shape statistics provide valuable quantitative insights into evolutionary mechanisms underpinning phylogenetic trees, a commonly used graph representation of evolution systems ranging from viruses to species. By developing limit…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
For a uniform random labelled tree, we find the limiting distribution of tree parameters which are stable (in some sense) with respect to local perturbations of the tree structure. The proof is based on the martingale central limit theorem…
We develop crossing symmetric dispersion relations for describing 2-2 scattering of identical external particles carrying spin. This enables us to import techniques from Geometric Function Theory and study two sided bounds on low energy…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
We consider Robinson-Schensted-Knuth algorithm applied to a random input and study the growth of the bottom rows of the corresponding Young diagrams. We prove multidimensional Poisson limit theorem for the resulting Plancherel growth…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…