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13 papers · 2 filters
The Expectation of a Multiplicative Functional under the Sine-Process
Alexander I. Bufetov
An explicit expression for the expected value of a regularized multiplicative functional under the sine-process is obtained by passing to the scaling limit in the Borodin-Okounkov-…
A SIR epidemic model on a refining spatial grid II-Central limit theorem
Thierry Gallouët, Etienne Pardoux, Ténan Yeo
A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation…
Higher-spin symmetry in the boundary Toda conformal field theory I: Ward identities
Baptiste Cerclé, Nathan Huguenin
This article is the first of a two-part series dedicated to studying the symmetries enjoyed by the probabilistic construction of the boundary Toda Conformal Field…
On the intersection of critical percolation clusters and other tree-like random graphs
Amine Asselah, Bruno Schapira
We study intersection properties of two or more independent tree-like random graphs. Our setting encompasses critical, possibly long range, Bernoulli percolation clusters, incipien…
Outliers of perturbations of banded Toeplitz matrices
Charles Bordenave, François Chapon, Mireille Capitaine
Toeplitz matrices form a rich class of possibly non-normal matrices whose asymptotic spectral analysis in high dimension is well-understood. The spectra of these matrices are notor…
Freeness for tensors
Remi Bonnin, Charles Bordenave
We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random ten…