Sökning: "Airy process"
Hittade 4 avhandlingar innehållade orden Airy process.
1. Limit theorems for generalizations of GUE random matrices
Sammanfattning : This thesis consists of two papers devoted to the asymptotics of random matrix ensembles and measure valued stochastic processes which can be considered as generalizations of the Gaussian unitary ensemble (GUE) of Hermitian matrices H=A+A†, where the entries of A are independent identically distributed (iid) centered complex Gaussian random variables. In the first paper, a system of interacting diffusing particles on the real line is studied; special cases include the eigenvalue dynamics of matrix-valued Ornstein-Uhlenbeck processes (Dyson's Brownian motion). LÄS MER
2. Gaussian fluctuations in some determinantal processes
Sammanfattning : This thesis consists of two parts, Papers A and B, in which some stochastic processes, originating from random matrix theory (RMT), are studied. In the first paper we study the fluctuations of the kth largest eigenvalue, xk, of the Gaussian unitary ensemble (GUE). LÄS MER
3. On Uniformly Random Discrete Interlacing Systems
Sammanfattning : This thesis concerns uniformly random discrete interlacing particle sys-tems and their connections to certain random lozenge tiling models. In par-ticular it contains the first derivation of a relatively unknown universal scalinglimit, which we call the Cusp-Airy process, of certain lozenge tiling modelsat a cusp point. LÄS MER
4. Roughening in dimer models : Random matrix statistics and surface fluctuations
Sammanfattning : The field of mathematical statistical mechanics sits at the intersection of probability theory and mathematical physics. It consists of the rigorous analysis of models in statistical mechanics, such as dimer and lattice models - of which the Ising model is a classical example. LÄS MER
