Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Roger Tribe"'
Recently, a number of physical models has emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a process can b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33d82cb94630de65785eaa7912c76477
http://arxiv.org/abs/2102.09022
http://arxiv.org/abs/2102.09022
We continue the study of joint statistics of eigenvectors and eigenvalues initiated in the seminal papers of Chalker and Mehlig. The principal object of our investigation is the expectation of the matrix of overlaps between the left and the right eig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4de3f22506efc07666fafd295c399bf7
http://wrap.warwick.ac.uk/119269/7/WRAP-on-determinantal-structure-conditional-overlaps-ensemble-Tribe-2019.pdf
http://wrap.warwick.ac.uk/119269/7/WRAP-on-determinantal-structure-conditional-overlaps-ensemble-Tribe-2019.pdf
Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second annihilating rand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9574f6044ae344abb3e40bca054a8ef7
http://wrap.warwick.ac.uk/131990/7/WRAP-examples-interacting-particles-random-walks-immigration-Zaboronski-2020.pdf
http://wrap.warwick.ac.uk/131990/7/WRAP-examples-interacting-particles-random-walks-immigration-Zaboronski-2020.pdf
Sharp asymptotics for Fredholm Pfaffians related to interacting particle systems and random matrices
Publikováno v:
Electron. J. Probab.
It has been known since the pioneering paper of Mark Kac, that the asymptotics of Fredholm determinants can be studied using probabilistic methods. We demonstrate the efficacy of Kac' approach by studying the Fredholm Pfaffian describing the statisti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::05bb0b7b1b0cebd16d897ec3fa93cf2c
https://projecteuclid.org/euclid.ejp/1600999398
https://projecteuclid.org/euclid.ejp/1600999398
Publikováno v:
Journal of Applied Probability. 55:1158-1185
In this paper we consider an infinite system of instantaneously coalescing rate 1 simple symmetric random walks on ℤ2, started from the initial condition with all sites in ℤ2 occupied. Two-dimensional coalescing random walks are a `critical' mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e8fb39255293269b2c1eba7d249b71c
https://doi.org/10.1017/jpr.2018.77
https://doi.org/10.1017/jpr.2018.77
Publikováno v:
Annales Henri Poincaré. 19:3635-3662
A class of interacting particle systems on $$\mathbb {Z}$$ , involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffian point processes for all deterministic initial conditions. As diffusion limits,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::802636d15c6cccded64095b45706661c
https://doi.org/10.1007/s00023-018-0719-x
https://doi.org/10.1007/s00023-018-0719-x
In these proceedings we summarise how the determinantal structure for the conditional overlaps among left and right eigenvectors emerges in the complex Ginibre ensemble at finite matrix size. An emphasis is put on the underlying structure of orthogon
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36133581ad29901c7fb024c6705fb326
Publikováno v:
Communications in Mathematical Physics. 346:1051-1055
We correct an error in Theorem 12 of the original article concerning the edge scaling limit of the law of real eigenvalues for the real Ginibre ensemble.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a1c4b749e1982896fa4f4636685a09ff
https://doi.org/10.1007/s00220-016-2703-y
https://doi.org/10.1007/s00220-016-2703-y
Publikováno v:
Ann. Appl. Probab. 27, no. 3 (2017), 1395-1413
Let $\sqrt{N}+\lambda_{max}$ be the largest real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix'). We study the large deviations behaviour of the limiting $N\rightarrow \infty$ distribution $P[\l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1dbb5b5e62df43c72fef985463fa2fc1
http://projecteuclid.org/euclid.aoap/1500451226
http://projecteuclid.org/euclid.aoap/1500451226
Publikováno v:
Ann. Appl. Probab. 26, no. 5 (2016), 2733-2753
We study the large-$n$ limit of the probability $p_{2n,2k}$ that a random $2n\times 2n$ matrix sampled from the real Ginibre ensemble has $2k$ real eigenvalues. We prove that, $$\lim_{n\rightarrow \infty}\frac {1}{\sqrt{2n}} \log p_{2n,2k}=\lim_{n\ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3094ef06e1eeb6c2d1f1d10eb96ddc68
http://wrap.warwick.ac.uk/81976/3/WRAP_euclid.aoap.1476884302.pdf
http://wrap.warwick.ac.uk/81976/3/WRAP_euclid.aoap.1476884302.pdf