Related papers: From Gumbel to Tracy-Widom
We study the extreme value statistics of the zero-average Gaussian free field (GFF) on random $r$-regular graphs and the Gaussian free field on $r$-regular trees. For random $r$-regular graphs of diverging size, for every fixed $r\ge3$, we…
Experimental configuration for investigating the dynamics and the statistics of the phase locking level of coupled lasers that have no common frequency is presented. The results reveal that the probability distribution of the phase locking…
The distribution function of the free energy fluctuations in one-dimensional directed polymers with $\delta$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive…
Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…
We consider point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks. We show convergence of the maximum random walk to the Gumbel or the…
We consider spectral properties and the edge universality of sparse random matrices, the class of random matrices that includes the adjacency matrices of the Erdos-Renyi graph model $G(N,p)$. We prove a local law for the eigenvalue density…
By using the independence structure of points following a determinantal point process, we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The…
The infinitely-many-neutral-alleles model has recently been extended to a class of diffusion processes associated with Gibbs partitions of two-parameter Poisson-Dirichlet type. This paper introduces a family of infinite-dimensional…
Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…
We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…
We study last passage percolation in a half-quadrant, which we analyze within the framework of Pfaffian Schur processes. For the model with exponential weights, we prove that the fluctuations of the last passage time to a point on the…
The Tracy-Widom distribution functions involve integrals of a Painlev\'e II function starting from positive infinity. In this paper, we express the Tracy-Widom distribution functions in terms of integrals starting from minus infinity. There…
The time-dependent probability distribution function of the height for the Kardar-Parisi-Zhang equation with sharp wedge initial conditions has been obtained recently as a convolution between the Gumbel distribution and a difference of two…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
We study the asymptotic behavior of eigenvalues of large complex correlated Wishart matrices at the edges of the limiting spectrum. In this setting, the support of the limiting eigenvalue distribution may have several connected components.…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…
We study first passage percolation on the configuration model (CM) having power-law degrees with exponent $\tau\in [1,2)$. To this end we equip the edges with exponential weights. We derive the distributional limit of the minimal weight of…
We study a class of Gaussian processes for which the posterior mean, for a particular choice of data, replicates a truncated Taylor expansion of any order. The data consist of derivative evaluations at the expansion point and the prior…
We establish that the static height fluctuations of a particular growth model, the PNG droplet, converges upon proper rescaling to a limit process, which we call the Airy process A(y). The Airy process is stationary, it has continuous…