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The bead process is the particle system defined on parallel lines, with underlying measure giving constant weight to all configurations in which particles on neighbouring lines interlace, and zero weight otherwise. Motivated by the…

概率论 · 数学 2010-10-04 Benjamin J. Fleming , Peter J. Forrester , Eric Nordenstam

In this paper, we consider the maximum of the $\text{Sine}_\beta$ counting process from its expectation. We show the leading order behavior is consistent with the predictions of log-correlated Gaussian fields, also consistent with work on…

概率论 · 数学 2018-06-26 Diane Holcomb , Elliot Paquette

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

概率论 · 数学 2015-06-24 Diane Holcomb , Benedek Valkó

A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches…

概率论 · 数学 2019-05-20 Steven Delvaux , Bálint Vető

We obtain a Gessel-type expansion in Jack polynomials for the expectations of multiplicative functionals in the circular $\beta$-ensemble. As a consequence, we establish a Szeg\H{o}-type limit theorem for all $H^{1/2}(\mathbb{T})$ functions…

概率论 · 数学 2026-04-14 Sergei M. Gorbunov

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

概率论 · 数学 2020-03-06 Laure Dumaz , Yun Li , Benedek Valkó

We study convergence of operator families of the form $A_\beta = A + \beta B$ towards an effective operator defined on $\ker(B)$, as the coupling constant $\beta$ tends to infinity. Crucially, we focus on the setting where neither $A$ nor…

泛函分析 · 数学 2026-01-28 Christian Koke

We introduce a framework to study the random entire function $\zeta_\beta$ whose zeros are given by the Sine$_\beta$ process, the bulk limit of beta ensembles. We present several equivalent characterizations, including an explicit power…

概率论 · 数学 2023-04-20 Benedek Valkó , Bálint Virág

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $\beta=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a…

概率论 · 数学 2015-02-13 Hirofumi Osada , Hideki Tanemura

We establish sharp global rigidity upper bounds for universal determinantal point processes describing edge eigenvalues of random matrices. For this, we first obtain a general result which can be applied to general (not necessarily…

数学物理 · 物理学 2021-06-02 Christophe Charlier , Tom Claeys

We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…

概率论 · 数学 2011-02-09 Makoto Katori , Hideki Tanemura

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

复变函数 · 数学 2016-12-15 Robert J. Berman

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…

表示论 · 数学 2007-05-23 Alexei Borodin

We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…

数学物理 · 物理学 2026-02-23 Leslie Molag , Guilherme L. F. Silva , Lun Zhang

For a $\beta$ ensemble on $\Sigma^{(N)}=\{(x_1,\ldots,x_N)\mathbb R^N|x_1\le\cdots\le x_N\}$ with real analytic potential and general $\beta>0$, under the assumption that its equilibrium measure is supported on $q$ intervals where $q>1$, we…

概率论 · 数学 2022-10-13 Yiting Li

The critical behaviour of three-dimensional semi-infinite Ising ferromagnets at planar surfaces with (i) random surface-bond disorder or (ii) a terrace of monatomic height and macroscopic size is considered. The Griffiths-Kelly-Sherman…

统计力学 · 物理学 2009-10-31 H. W. Diehl

The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…

概率论 · 数学 2020-08-21 Theodoros Assiotis , Joseph Najnudel

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…

数学物理 · 物理学 2009-10-31 Alexei Borodin , Grigori Olshanski

We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…

概率论 · 数学 2025-06-18 David Padilla-Garza , Luke Peilen , Eric Thoma

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

概率论 · 数学 2016-12-01 Alexander I. Bufetov