A pedestrian's view on interacting particle systems, KPZ universality and random matrices

T Kriecherbauer, J Krug - Journal of Physics A: Mathematical and …, 2010 - iopscience.iop.org
These notes are based on lectures delivered by the authors at a Langeoog seminar of
SFB/TR12 Symmetries and Universality in Mesoscopic Systems to a mixed audience of …

Random matrix techniques in quantum information theory

B Collins, I Nechita - Journal of Mathematical Physics, 2016 - pubs.aip.org
The purpose of this review is to present some of the latest developments using random
techniques, and in particular, random matrix techniques in quantum information theory. Our …

[图书][B] Interpolation processes: Basic theory and applications

G Mastroianni, GV Milovanović - 2008 - Springer
Interpolation Processes: Basic Theory and Applications | SpringerLink Skip to main content
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Asymptotics of toeplitz, hankel, and toeplitz+ hankel determinants with fisher-hartwig singularities

P Deift, A Its, I Krasovsky - Annals of mathematics, 2011 - JSTOR
We study the asymptotics in n for n-dimensional Toeplitz determinants whose symbols
possess Fisher-Hartwig singularities on a smooth background. We prove the general …

[HTML][HTML] Multivariate analysis and Jacobi ensembles: Largest eigenvalue, Tracy–Widom limits and rates of convergence

IM Johnstone - Annals of statistics, 2008 - ncbi.nlm.nih.gov
Let A and B be independent, central Wishart matrices in p variables with common
covariance and having m and n degrees of freedom, respectively. The distribution of the …

Monte Carlo with determinantal point processes

R Bardenet, A Hardy - 2020 - projecteuclid.org
We show that repulsive random variables can yield Monte Carlo methods with faster
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …

On the Fourier extension of nonperiodic functions

D Huybrechs - SIAM Journal on Numerical Analysis, 2010 - SIAM
We obtain exponentially accurate Fourier series for nonperiodic functions on the interval -1,1
by extending these functions to periodic functions on a larger domain. The series may be …

Random Hermitian matrices and Gaussian multiplicative chaos

N Berestycki, C Webb, MD Wong - Probability Theory and Related Fields, 2018 - Springer
We prove that when suitably normalized, small enough powers of the absolute value of the
characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary …

The steepest descent method for orthogonal polynomials on the real line with varying weights

KTR McLaughlin, PD Miller - … Mathematics Research Notices, 2008 - academic.oup.com
Abstract We obtain Plancherel–Rotach-type asymptotics valid in all regions of the complex
plane for orthogonal polynomials with varying weights of the form on the real line, assuming …

Halting time is predictable for large models: A universality property and average-case analysis

C Paquette, B van Merriënboer, E Paquette… - Foundations of …, 2023 - Springer
Average-case analysis computes the complexity of an algorithm averaged over all possible
inputs. Compared to worst-case analysis, it is more representative of the typical behavior of …