相关论文: Subcritical multiplicative chaos for regularized c…
Rescaled Mellin-type transforms of the exponential functional of the Bourgade-Kuan-Rodgers statistic of Riemann zeroes are conjecturally related to the distribution of the total mass of the limit lognormal stochastic measure of…
We link the appearance of universal kernels in random matrix ensembles to the phenomenon of shock formation in some fluid dynamical equations. Such equations are derived from Dyson's random walks after a proper rescaling of the time. In the…
Let $\{x_{\alpha}\}_{\alpha \in \mathbb{Z}}$ and $\{y_{\alpha}\}_{\alpha \in \mathbb{Z}}$ be two independent collections of zero mean, unit variance random variables with uniformly bounded moments of all orders. Consider a nonsymmetric…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
Quantum chaotic systems exhibit certain universal statistical properties that closely resemble predictions from random matrix theory (RMT). With respect to observables, it has recently been conjectured that, when truncated to a sufficiently…
In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…
Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…
We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
We prove propagation of chaos in the Random field mean-field Ising model, also known ad the Random field Curie-Weiss model. We show that in the paramagnetic phase, i.e.\ in the regime where temperature and distribution of the external field…
We discuss a Gaussian multiplicative chaos (GMC) structure underlying a family of random measures $\mathbf{M}_r$, indexed by $r\in\mathbb{R}$, on a space $\Gamma$ of directed pathways crossing a diamond fractal with Hausdorff dimension two.…
Matrix product states are useful representations for a large variety of naturally occurring quantum states. Studying their typical properties is important for understanding universal behavior, including quantum chaos and thermalization, as…
The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…
We focus on a linear chain of $N$ first-neighbor-coupled logistic maps at their edge of chaos in the presence of a common noise. This model, characterised by the coupling strength $\epsilon$ and the noise width $\sigma_{max}$, was recently…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
In this paper, we initiate the harmonic analysis of Gaussian multiplicative chaos (GMC) on the circle, i.e. the study of its Fourier coefficients. In particular, we show that almost surely GMC is a so-called Rajchman measure which means…
New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…
In this paper, we study propagation of chaos for the parabolic-parabolic Keller-Segel model with a logarithmic cut-off by establishing a rigorous convergence analysis from a stochastic particle system to the parabolic-parabolic Keller-Segel…