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A new REM conjecture
Gerard Ben Arous, Veronique Gayrard, Alexey Kuptsov
We introduce here a new universality conjecture for levels of random Hamiltonians, in the same spirit as the local REM conjecture made by S. Mertens and H. Bauke. We establish our…
Cugliandolo-Kurchan equations for dynamics of Spin-Glasses
Gerard Ben Arous, Amir Dembo, Alice Guionnet
We study the Langevin dynamics for the family of spherical -spin disordered mean-field models and prove that in the limit of system size approaching infinity, the empirical…
Phase transition of the largest eigenvalue for non-null complex sample covariance matrices
Jinho Baik, Gerard Ben Arous, Sandrine Peche
We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each s…