相关论文: Large deformations of the Tracy-Widom distribution…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Tracy-Widom (TW) equations for one-matrix unitary ensembles (UE) (equivalent to a particular case of Schlesinger equations for isomonodromic deformations) are rewritten in a general form which allows one to derive all the lowest order…

We establish Tracy-Widom asymptotics for the partition function of a random polymer model with gamma-distributed weights recently introduced by Sepp\"al\"ainen. We show that the partition function of this random polymer can be represented…

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of $n$ integers as $n$ grows large, establishing asymptotic expansions in powers of $n^{-1/6}$ in the general case and in…

We consider the q-TASEP that is a q-deformation of the totally asymmetric simple exclusion process (TASEP) on Z for q in [0,1) where the jump rates depend on the gap to the next particle. For step initial condition, we prove that the…

We consider fluctuations of the largest eigenvalues of the random matrix model $A+UBU^{*}$ where $A$ and $B$ are $N \times N$ deterministic Hermitian (or symmetric) matrices and $U$ is a Haar-distributed unitary (or orthogonal) matrix. We…

Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of…

We consider the statistics of extreme eigenvalues of random $d$-regular graphs, with $N^{\mathfrak c}\leq d\leq N^{1/3-{\mathfrak c}}$ for arbitrarily small ${\mathfrak c}>0$. We prove that in this regime, the fluctuations of extreme…

We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of paths located near convex boundaries of various physical nature. We consider numerically the BBP-like (Baik-Ben Arous-P\'ech\'e) transition…

In this thesis we study field theories written on a particular model of noncommutative spacetime, the Groenewold-Moyal (GM) plane. We start with briefly reviewing the novel features of field theories on GM plane e.g. the $\ast$-product,…

We study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma}\mathrm{e}^{-4nx},\;x\in[0,\infty),\;\gamma>-1$, lie in the interval $[0,\alpha]$. By using…

We construct a random Schrodinger operator on a subset of the hexagonal lattice and study its smallest positive eigenvalues. Using an asymptotic mapping, we relate them to the partition function of the directed polymer model on the square…

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

Investigating the long time asymptotics of the totally asymmetric simple exclusion process, Sasamoto obtains rather indirectly a formula for the GOE Tracy-Widom distribution. We establish that his novel formula indeed agrees with more…

In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $\mathcal{S}(Y)=YY^*$, where $Y=(y_{ij})$ is an $M\times N$ matrix with iid mean $0$ variance $N^{-1}$ entries. We prove a phase transition for its…

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…

The classical infinite divisibility of distributions related to eigenvalues of some random matrix ensembles is investigated. It is proved that the $\beta$-Tracy-Widom distribution, which is the limiting distribution of the largest…

Under certain conditions, the largest eigenvalue of a sample covariance matrix undergoes a well-known phase transition when the sample size $n$ and data dimension $p$ diverge proportionally. In the subcritical regime, this eigenvalue has…