3 papers
math.PR2025
Limit Theorems Under Several Linear Constraints
Fabrice Gamboa, Martin Venker
We study real-valued random variables subject to several linear constraints. Our main result is a weighted Central Limit Theorem, determining which linear combinations of these…
math.CA2024
Transition Analysis: From the Airy and Pearcey Kernels to the Sine Kernel
Thorsten Neuschel, Martin Venker
We study transitions between the three universal limiting kernels Airy, Pearcey and sine kernel, arising in Random Matrix Theory at edge, cusp and bulk points of the spectrum. Unde…
math.PR2022
Boundary Asymptotics of Non-Intersecting Brownian Motions: Pearcey, Airy and a Transition
Thorsten Neuschel, Martin Venker
We study non-intersecting Brownian motions, corresponding to the eigenvalues of an Hermitian Brownian motion. At the boundary of their limit shape we find that only…