174 citations · 324 across the 9 of their papers we have counts for
7 papers
A combinatorial analysis of interacting diffusions
Sourav Chatterjee, Soumik Pal
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale inva…
Chaos, concentration, and multiple valleys
Sourav Chatterjee
Disordered systems are an important class of models in statistical mechanics, having the defining characteristic that the energy landscape is a fixed realization of a random field.…
An observation about submatrices
Sourav Chatterjee, Michel Ledoux
Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to n. We show that if k is large, the distribution of eigenvalues on the real line…
Consistent estimates of deformed isotropic Gaussian random fields on the plane
Ethan Anderes, Sourav Chatterjee
This paper proves fixed domain asymptotic results for estimating a smooth invertible transformation when observing the deformed random field on…
A phase transition behavior for Brownian motions interacting through their ranks
Sourav Chatterjee, Soumik Pal
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the…
Spin glasses and Stein's method
Sourav Chatterjee
We introduce some applications of Stein's method in the high temperature analysis of spin glasses. Stein's method allows the direct analysis of the Gibbs measure without having to…