相关论文: Mesoscopic Edge Universality of Orthogonal Polynom…

We study mesoscopic fluctuations of the conductance through a quantum dot at the wings of the Coulomb blokade peaks. At low temperatures, the main mechanism of conduction is the elastic cotunneling. The conductance strongly fluctuates with…

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

We introduce maximal and average coherence on lattices by analogy with these notions on frames in Euclidean spaces. Lattices with low coherence can be of interest in signal processing, whereas lattices with high orthogonality defect are of…

Coulomb screening, together with degeneracy, is characteristic of the metallic electron gas. While there is little trace of its effects in transport and noise in the bulk, at mesoscopic scales the electronic fluctuations start to show…

Orthogonal polynomials on the real line always satisfy a three-term recurrence relation. The recurrence coefficients determine a tridiagonal semi-infinite matrix (Jacobi matrix) which uniquely characterizes the orthogonal polynomials. We…

Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma…

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…

In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…

In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation %(CLT for abbreviation) for a class of…

We describe an approach to universality limits for orthogonal polynomials on the real line which is completely local and uses only the boundary behavior of the Weyl m-function at the point. We show that bulk universality of the…

This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed…

This paper investigates lozenge tilings of non-convex hexagonal regions and more specifically the asymptotic fluctuations of the tilings within and near the strip formed by opposite cuts in the regions, when the size of the regions tend to…

We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…

The problem of convergence of the joint moments, which depend on two parameters $s$ and $h$, of the characteristic polynomial of a random Haar-distributed unitary matrix and its derivative, as the matrix size goes to infinity, has been…