Laure Dumaz

activity

20112026

most citedThe right tail exponent of the Tracy-Widom-beta distribution

36 citations · 118 across the 15 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.PR2014★ 23 cited

From Sine kernel to Poisson statistics

Romain Allez, Laure Dumaz

We study the Sine $_{β}$ process introduced in [B. Valkó and B. Virág. Invent. math. (2009)] when the inverse temperature $β$ tends to 0. This point process has been shown to be the s…

math.PR2014★ 3 cited

Random matrices in non-confining potentials

Romain Allez, Laure Dumaz

We consider invariant matrix processes diffusing in non-confining cubic potentials of the form $V_{a} (x) = x^{3} /3 - a x, a \in R$ . We construct the trajectories of such process…