相关论文: Fluctuations of linear eigenvalue statistics of $\…

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…

By focusing on the interchangeable role in a generating function (i.e., $\beta \leftrightarrow E$ in the Laplace transform), the superstatistics proposed by Beck and Cohen can be viewed as a counterpart of the canonical partition function.…

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…

We use a semiclassical approximation to derive the partition function for an arbitrary potential in one-dimensional Quantum Statistical Mechanics, which we view as an example of finite temperature scalar Field Theory at a point. We rely on…

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…

This paper develops a method to carry out the large-$N$ asymptotic analysis of a class of $N$-dimensional integrals arising in the context of the so-called quantum separation of variables method. We push further ideas developed in the…

A "mysterious" relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta=2$ Dyson…

We consider the class of non-Hermitian operators represented by infinite tridiagonal matrices, selfadjoint in an indefinite inner product space with one negative square. We approximate them with their finite truncations. Both infinite and…

This thesis is devoted to the study of dynamical properties of diluted models. These are mean field statistical mechanics systems, but with finite local connectivity. Among other reasons, the interest for these models arises from their deep…

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

A new expansion scheme to evaluate the eigenvalues of the generalized evolution operator (Frobenius-Perron operator) $H_{q}$ relevant to the fluctuation spectrum and poles of the order-$q$ power spectrum is proposed. The ``partition…

We study the limiting behavior of Gaussian beta ensembles in the regime where $\beta n = const$ as $n \to \infty$. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk…

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…