相关论文: Determinantal processes with number variance satur…
Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…
We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…
Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points…
We introduce an elliptic extension of Dyson's Brownian motion model, which is a temporally inhomogeneous diffusion process of noncolliding particles defined on a circle. Using elliptic determinant evaluations related to the reduced affine…
We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…
We consider a random permutation drawn from the set of 132-avoiding permutations of length $n$ and show that the number of occurrences of another pattern $\sigma$ has a limit distribution, after scaling by $n^{\lambda(\sigma)/2}$ where…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
We consider the $N$-particle noncolliding Bernoulli random walk --- a discrete time Markov process in $\mathbb{Z}^{N}$ obtained from a collection of $N$ independent simple random walks with steps $\in\{0,1\}$ by conditioning that they never…
Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…
We consider a run-and-tumble particle whose speed and tumbling rate are space-dependent on an infinite line. Unlike most of the previous work on such models, here we make the physical assumption that at large distances, these rates saturate…
Non-colliding Brownian particles in one dimension is studied. $N$ Brownian particles start from the origin at time 0 and then they do not collide with each other until finite time $T$. We derive the determinantal expressions for the…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…
The continuous-time random walk is defined as a Poissonization of discrete-time random walk. We study the noncolliding system of continuous-time simple and symmetric random walks on ${\mathbb{Z}}$. We show that the system is determinantal…
A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particles in a large interval have Poisson statistics as the length…