Showing math.PRShow all
3 papers · 1 filter
math.PR2026
Multilevel limits of spiked random matrix minors
Benjamin Landon, Tara Stojimirovic
We consider the largest eigenvalues of minors of the classical Gaussian random matrices with a finite rank spike in the critical BBP regime. We show that they converge to a multi-l…
math.PR2026
Gaussian Multiplicative Chaos for i.i.d. matrices
Giorgio Cipolloni, Benjamin Landon
We consider matrices with i.i.d. entries, and prove that the random measure $μ_N(z):=\frac{ | \det (X-z)|^γ}{\mathbb{E}[ | \det (X-z)|^γ]} \mathrm{d} z\mathrm{d} \o…
math.PR2024
Tail estimates for the stationary stochastic six vertex model and ASEP
Benjamin Landon, Philippe Sosoe
This work studies the tail exponents for the height function of the stationary stochastic six vertex model in the moderate deviations regime. For the upper tail of the height funct…