Related papers: Point processes and the infinite symmetric group. …
We review recent advances in the theory of trapped fermions using techniques borrowed from random matrix theory (RMT) and, more generally, from the theory of determinantal point processes. In the presence of a trap, and in the limit of a…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
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…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
It is argued that there is a need for fat-tailed distributions that become thin in the extreme tail. A 3-parameter distribution is introduced that visually resembles the t-distribution and interpolates between the normal distribution and…
The first part of this work consists of a study of the ODE/IM correspondence for simply-laced affine Toda field theories. It is a first step towards a full generalisation of the results of Lukyanov and Zamolodchikov on $\hat{\mathfrak a}_1$…
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
This paper is centred on the spectral study of a Random Fourier matrix, that is an $n\times n$ matrix $A$ whose $(j, k)$ entries are $\exp(2i\pi m X_jY_k)$, with $X_j$ and $Y_k$ two i.i.d sequences of random variables and $1\leq m\leq n$ is…
This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…
A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…
The partition function of the Chern-Simons theory on the three-sphere with the unitary group $U(N)$ provides a one-matrix model. The corresponding $N$-particle system can be mapped to the determinantal point process whose correlation kernel…
We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…
We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…
In this paper we present a method for computing the total probability corresponding to the processes of fermion pair production in dipole magnetic field and external Coulomb field in a de Sitter geometry. For that we rewrite the functions…
The class of locally stationary processes assumes that there is a time-varying spectral representation, that is, the existence of finite second moment. We propose the $\alpha$-stable locally stationary process by modifying the innovations…
We consider particle systems (also known as point processes) on the line and in the plane, and are particularly interested in "hole" events, when there are no particles in a large disk (or some other domain). We survey the extensive work on…
The Thoma simplex $\Omega$ is an infinite-dimensional space, a kind of dual object to the infinite symmetric group. The z-measures are a family of probability measures on $\Omega$ depending on three continuous parameters. One of them is the…