Related papers: Distribution laws for integrable eigenfunctions

Additive tree functionals represent the cost of many divide-and-conquer algorithms. We derive the limiting distribution of the additive functionals induced by toll functions of the form (a) n^\alpha when \alpha > 0 and (b) log n (the…

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

We determine the limiting distribution of the normalized Euler factors of an abelian threefold A defined over a number field k when A is geometrically isogenous to the cube of a CM elliptic curve defined over k. As an application, we…

We use the well-known isomorphism between operator algebras and function spaces equipped with a star product to study the asymptotic properties of certain matrix sequences in which the matrix dimension $D$ tends to infinity. Our approach is…

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

We extend the previous treatment of Liouville theory on the torus, to the general case in which the distribution of charges is not necessarily symmetric. This requires the concept of Fuchsian differential equation on Riemann surfaces. We…

We prove a quantum ergodicity theorem in position space for the eigenfunctions of a Schr\"odinger operator $-\Delta+V$ on a rectangular torus $\mathbb{T}^2$ for $V\in L^2(\mathbb{T}^2)$ with an algebraic rate of convergence in terms of the…

We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in $\mathbb{R}^d$, including spatiotemporal settings, and establish Gaussian and non-Gaussian limit theorems under non-separable…

We consider the metric space of all toric K\"ahler metrics on a compact toric manifold; when "looking at it from infinity" (following Gromov), we obtain the tangent cone at infinity, which is parametrized by equivalence classes of complete…

For a Kahler manifold (X, \omega) with a holomorphic line bundle L and metric h such that the Chern form of L is \omega, the spectral measures are the measures \mu_N = \sum |s_{N,i}|^2 \nu, where \{s_{N,i}\}_i is an L^2-orthonormal basis…

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…

Upon quotienting by units, the elements of norm 1 in a number field $K$ form a countable subset of a torus of dimension $r_1 + r_2 - 1$ where $r_1$ and $r_2$ are the numbers of real and pairs of complex embeddings. When $K$ is Galois with…

We derive tail asymptotics for the running maximum of the Cox-Ingersoll-Ross process. The main result is proved by the saddle point method, where the tail estimate uses a new monotonicity property of the Kummer function. This auxiliary…

In contrast to the neatly bounded spectra of densely populated large random matrices, sparse random matrices often exhibit unbounded eigenvalue tails on the real and imaginary axis, called Lifshitz tails. In the case of asymmetric matrices,…

We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…

Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The…

Let X be a smooth complex projective variety of dimension n equipped with a very ample Hermitian line bundle L. In the first part of the paper, we show that if there exists a toric degeneration of X satisfying some natural hypotheses (which…

This is a survey on natural local torus actions which arise in integrable dynamical systems, and their relations with other subjects, including: reduced integrability, local normal forms, affine structures, monodromy, global invariants,…

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…