Related papers: Point processes and the infinite symmetric group. …

We study correlation functions in the complex fermion SYK model. We focus, specifically, on the h = 2 mode which explicitly breaks conformal invariance and exhibits the chaotic behaviour. We explicitly compute fermion six-point function and…

We study limiting properties of ratios of ordered points of point processes whose intensity measures have regularly varying tails, giving a systematic treatment which points the way to "large-trimming" properties of extremal processes and a…

In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…

This paper addresses heavy-tailed large deviation estimates for the distribution tail of functionals of a class of spectrally one-sided L\'evy process. Our contribution is to show that these estimates remain valid in a near-critical regime.…

In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m by m and n by n. When n becomes large, the process behaves like the superposition of m independent sine…

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

In this paper we consider sample path growth of superpositions of Ornstein--Uhlenbeck type processes (supOU). SupOU processes are stationary infinitely divisible processes defined as integrals with respect to a random measure. They allow…

First, we define a generalization of the standard quantum Toda chain inspired by a construction of quantum cohomology of partial flags spaces GL(\ell+1)/P, P a parabolic subgroup. Common eigenfunctions of the parabolic quantum Toda chains…

Tracy and Widom showed that fundamentally important kernels in random matrix theory arise from differential equations with rational coefficients. More generally, this paper considers symmetric Hamiltonian systems abd determines the…

The chiral phase transition is investigated within the framework of the linear sigma model at finite temperature. We concentrate on the meson sector of the model and calculate the finite temperature effective potential in the Hartree…

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose regression kernel has $L^1$ norm close to one and power law tail of the form $x^{-(1+\alpha)}$, with $\alpha\in(0,1)$. We in particular prove that…

Given the spectrum of a Hamiltonian, a methodology is developed which employs the Landau-Ginsburg method for characterizing phase transitions in infinite systems to identify phase transition remnants in finite fermion systems. As a first…

We consider the infinite symmetric group and its infinite index subgroup given as the stabilizer subgroup of one element under the natural action on a countable set. This inclusion of discrete groups induces a hyperfinite subfactor for each…

In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…

We consider the topology of simplicial complexes with vertices the points of a random point process and faces determined by distance relationships between the vertices. In particular, we study the Betti numbers of these complexes as the…

This is a survey of recent results on central and non-central limit theorems for quadratic functionals of stationary processes. The underlying processes are Gaussian, linear or L\'evy-driven linear processes with memory, and are defined…