相关论文: The bead process for beta ensembles

This article shows the asymptotics of distributions of various functionals of the Beta$(2-\alpha,\alpha)$ $n$-coalescent process with $1<\alpha<2$ when $n$ goes to infinity. This process is a Markov process taking {values} in the set of…

Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…

We say that one point process on the line $\mathbb{R}$ mimics another at a bandwidth $B$ if for each $n \ge 1$ the two point processes have $n$-level correlation functions that agree when integrated against all bandlimited test functions on…

At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…

Despite about forty years of investigations, the nature of the melting transition in two dimensions is not completely clear. In the framework of the most popular Berezinskii-Kosterlitz-Thouless-Halperin-Nelson-Young (BKTHNY) theory, 2D…

In this paper, we establish the first large deviation bounds for the Airy point process. The proof is based on a novel approach which relies upon the approximation of the Airy point process using the Gaussian unitary ensemble (GUE) up to an…

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

We describe the non-perturbative trans-series, at both weak- and strong-coupling, of the large N approximation to the beta function of the Gross-Witten-Wadia unitary matrix model. This system models a running coupling, and the structure of…

We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…

We obtain explicit double-contour representations for the correlation kernels of the discrete orthogonal ($\beta=1$) and symplectic ($\beta=4$) random matrix ensembles with Meixner, Charlier, and Krawtchouk weights. A single…

Berezinskii-Kosterlitz-Thouless (BKT) transition, the transition of the 2D sine-Gordon model, plays an important role in the low dimensional physics. We relate the operator content of the BKT transition to that of the SU(2)…

We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…

In a first part, we prove Bernstein-type deviation inequalities for bifurcating Markov chains (BMC) under a geometric ergodicity assumption, completing former results of Guyon and Bitseki Penda, Djellout and Guillin. These preliminary…

In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…

The stochastic Airy and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator, characterize the soft edge and bulk scaling limits of $\beta$-ensembles. Dirac and Sturm-Liouville operators are…

Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the…

We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the…

The Airy$_\beta$ point process, originally introduced by Ram\'irez, Rider, and Vir\'ag, is defined as the spectrum of the stochastic Airy operator $\mathcal{H}_\beta$ acting on a subspace of $L^2[0,\infty)$ with Dirichlet boundary…

The perturbed GUE corners ensemble is the joint distribution of eigenvalues of all principal submatrices of a matrix $G+\mathrm{diag}(\mathbf{a})$, where $G$ is the random matrix from the Gaussian Unitary Ensemble (GUE), and…

This paper provides conditions under which a non-stationary copula-based Markov process is $\beta$-mixing. We introduce, as a particular case, a convolution-based gaussian Markov process which generalizes the standard random walk allowing…