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2019 - Sem 1 - Grava - Bufetov  | enregistrements trouvés : 42

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-A +A

P Q

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The universality properties of the Sine process (corresponding to inverse temperature beta equal to 2) are now well known. More generally, a family of point processes have been introduced by Valko and Virag and shown to be the bulk limit of Gaussian beta ensembles, for any positive beta. They are defined through a one-parameter family of SDEs coupled by a two-dimensional Brownian motion (or more recently as the spectrum of a random operator). Through these descriptions, some properties have been derived by Holcomb, Paquette, Valko, Virag and others but there is still much to understand.
In a work with David Dereudre, Adrien Hardy (Université de Lille) and Thomas Leblé (Courant Institute, New York), we use tools from classical statistical mechanics based on DLR equations to give a completely different description of the Sine beta process and derive some properties, such as rigidity and tolerance.
The universality properties of the Sine process (corresponding to inverse temperature beta equal to 2) are now well known. More generally, a family of point processes have been introduced by Valko and Virag and shown to be the bulk limit of Gaussian beta ensembles, for any positive beta. They are defined through a one-parameter family of SDEs coupled by a two-dimensional Brownian motion (or more recently as the spectrum of a random operator). ...

60B20 ; 60G55

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We identify the persistence probability for the zero-temperature non-equilibrium Glauber dynamics of the half-space Ising chain as a particular Painlevé VI transcendent, with monodromy exponents (1/2,1/2,0,0). Among other things, this characterization a la Tracy-Widom permits to relate our specific Bonnet-Painlevé VI to the one found by Jimbo & Miwa and characterizing the diagonal correlation functions for the planar static Ising model. In particular, in terms of the standard critical exponents eta=1/4 and beta=1/8 for the latter, this implies that the probability that the limiting Gaussian real Kac's polynomial has no real root decays with an exponent 4(eta+beta)=3/4.
We identify the persistence probability for the zero-temperature non-equilibrium Glauber dynamics of the half-space Ising chain as a particular Painlevé VI transcendent, with monodromy exponents (1/2,1/2,0,0). Among other things, this characterization a la Tracy-Widom permits to relate our specific Bonnet-Painlevé VI to the one found by Jimbo & Miwa and characterizing the diagonal correlation functions for the planar static Ising model. In ...

34M55 ; 60G55 ; 34M35

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Andreï Kolmogorov est un mathématicien russe (1903-1987) qui a apporté des contributions frappantes en théorie des probabilités, théorie ergodique, turbulence, mécanique classique, logique mathématique, topologie, théorie algorithmique de l'information et en analyse de la complexité des algorithmes. Alexander Bufetov, Directeur de recherche CNRS (I2M - Aix-Marseille Université, CNRS, Centrale Marseille) et porteur local de la Chaire Jean-Morlet (Chaire Tamara Grava 2019 - semestre 1) donnera une conférence sur les contributions exceptionnelles et la vie dramatique d'un grand génie du XXe siècle.
Andreï Kolmogorov est un mathématicien russe (1903-1987) qui a apporté des contributions frappantes en théorie des probabilités, théorie ergodique, turbulence, mécanique classique, logique mathématique, topologie, théorie algorithmique de l'information et en analyse de la complexité des algorithmes. Alexander Bufetov, Directeur de recherche CNRS (I2M - Aix-Marseille Université, CNRS, Centrale Marseille) et porteur local de la Chaire Jean-Morlet ...

00A06 ; 00A09 ; 01Axx ; 01A60

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In earlier work (arXiv:1707.04927) the authors obtained formulas for the probability in the asymmetric simple exclusion process that at time t a particle is at site x and is the beginning of a block of L consecutive particles. Here we consider asymptotics. Specifically, for the KPZ regime with step initial condition, we determine the conditional probability (asymptotically as $t\rightarrow\infty$) that a particle is the beginning of an L-block, given that it is at site x at time t. Using duality between occupied and unoccupied sites we obtain the analogous result for a gap of G unoccupied sites between the particle at x and the next one.
In earlier work (arXiv:1707.04927) the authors obtained formulas for the probability in the asymmetric simple exclusion process that at time t a particle is at site x and is the beginning of a block of L consecutive particles. Here we consider asymptotics. Specifically, for the KPZ regime with step initial condition, we determine the conditional probability (asymptotically as $t\rightarrow\infty$) that a particle is the beginning of an L-block, ...

82C22 ; 82C23 ; 82C20

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We will investigate the form of spatio-temporal correlation functions for integrable models of systems of particles on the line. There are few analytical results for nonlinear systems, and so we start developing intuition from harmonic chains, where steepest descent analysis yields detailed asymptotic behaviour of the correlation functions in a variety of scaling limits. We will introduce integrable nonlinear lattices, explain the integrable solution procedure, as well as computational simulations to see dynamics of correlation functions in action.
We will investigate the form of spatio-temporal correlation functions for integrable models of systems of particles on the line. There are few analytical results for nonlinear systems, and so we start developing intuition from harmonic chains, where steepest descent analysis yields detailed asymptotic behaviour of the correlation functions in a variety of scaling limits. We will introduce integrable nonlinear lattices, explain the integrable ...

60B20 ; 60K35 ; 37K10

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We will investigate the form of spatio-temporal correlation functions for integrable models of systems of particles on the line. There are few analytical results for nonlinear systems, and so we start developing intuition from harmonic chains, where steepest descent analysis yields detailed asymptotic behaviour of the correlation functions in a variety of scaling limits. We will introduce integrable nonlinear lattices, explain the integrable solution procedure, as well as computational simulations to see dynamics of correlation functions in action.
We will investigate the form of spatio-temporal correlation functions for integrable models of systems of particles on the line. There are few analytical results for nonlinear systems, and so we start developing intuition from harmonic chains, where steepest descent analysis yields detailed asymptotic behaviour of the correlation functions in a variety of scaling limits. We will introduce integrable nonlinear lattices, explain the integrable ...

60B20 ; 60K35 ; 37K10

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Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open problems.

PROGRAMME.
1. Examples.
2. Limit theorems.
3. Palm-Khintchine theory. Quasi-symmetries.
4. Determinantal point processes and extrapolation.
Determinantal point processes arise in a wide range of problems in asymptotic combinatorics, representation theory and mathematical physics, especially the theory of random matrices. While our understanding of determinantal point processes has greatly advanced in the last 20 years, many open problems remain. The course will give an elementary introduction to determinantal point processes, starting from the basics and leading on to open ...

60G55

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The determinantal point processes arise naturally from different areas such as random matrices, representation theory, random graphs and zeros of holomorphic functions etc. In this talk, we will briefly talk about determinantal point processes related to spaces of holomorphic functions, in particular, we will discuss some results concerning the conditional measures, rigidity property and the Olshanskis problem on this area. The talk will be based on several works joint with Alexander Bufetov, Alexander Shamov and Shilei Fan.
The determinantal point processes arise naturally from different areas such as random matrices, representation theory, random graphs and zeros of holomorphic functions etc. In this talk, we will briefly talk about determinantal point processes related to spaces of holomorphic functions, in particular, we will discuss some results concerning the conditional measures, rigidity property and the Olshanskis problem on this area. The talk will be ...

60G55

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We study the expectation of the matrix of overlaps of left and right eigenvectors in the complex Ginibre ensemble, conditioned on a fixed number of k complex eigenvalues.
The diagonal (k=1) and off-diagonal overlap (k=2) were introduced by Chalker and Mehlig. They provided exact expressions for finite matrix size N, in terms of a large determinant of size proportional to N. In the large-N limit these overlaps were determined on the global scale and heuristic arguments for the local scaling at the origin were given. The topic has seen a rapid development in the recent past. Our contribution is to derive exact determinantal expressions of size k x k in terms of a kernel, valid for finite N and arbitrary k.
It can be expressed as an operator acting on the complex eigenvalue correlation functions and allows us to determine all local correlations in the bulk close to the origin, and at the spectral edge. The methods we use are bi-orthogonal polynomials in the complex plane and the analyticity of the diagonal overlap for general k.
This is joint work with Roger Tribe, Athanasios Tsareas, and Oleg Zaboronski as appeared in arXiv:1903.09016 [math-ph]
We study the expectation of the matrix of overlaps of left and right eigenvectors in the complex Ginibre ensemble, conditioned on a fixed number of k complex eigenvalues.
The diagonal (k=1) and off-diagonal overlap (k=2) were introduced by Chalker and Mehlig. They provided exact expressions for finite matrix size N, in terms of a large determinant of size proportional to N. In the large-N limit these overlaps were determined on the global scale ...

60B20 ; 60G55

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The talk concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M=
\frac{1}{m} YY^*$ with $Y=f(WX)$ where W and X are random rectangular matrices with i.i.d. centered entries. The function f is applied pointwise and can be seen as an activation function in (random) neural networks. We compute the asymptotic empirical distribution of this ensemble in the case where W and X have subGaussian tails and f is smooth. This extends a result of [PW17] where the case of Gaussian matrices W and X is considered. We also investigate the same questions in the multi-layer case, regarding neural network applications.
The talk concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M=
\frac{1}{m} YY^*$ with $Y=f(WX)$ where W and X are random rectangular matrices with i.i.d. centered entries. The function f is applied pointwise and can be seen as an activation function in (random) neural networks. We compute the asymptotic empirical distribution of this ensemble in the case where W ...

60B20 ; 15B52

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Multi angle  Hodge-GUE Correspondence
Yang, Di (Auteur de la Conférence) | CIRM (Editeur )

An explicit relationship between certain cubic Hodge integrals on the Deligne-Mumford moduli space of stable algebraic curves and connected GUE correlators of even valencies, called the Hodge-GUE correspondence, was recently discovered. In this talk, we prove this correspondence by using the Virasoro constraints and by deriving the Dubrovin-Zhang loop equation. The talk is based on a series of joint work with Boris Dubrovin, Si-Qi Liu and Youjin Zhang.
An explicit relationship between certain cubic Hodge integrals on the Deligne-Mumford moduli space of stable algebraic curves and connected GUE correlators of even valencies, called the Hodge-GUE correspondence, was recently discovered. In this talk, we prove this correspondence by using the Virasoro constraints and by deriving the Dubrovin-Zhang loop equation. The talk is based on a series of joint work with Boris Dubrovin, Si-Qi Liu and Youjin ...

53D45 ; 37K10 ; 15B52

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Multi angle  Integrable systems and spectral curves
Eynard, Bertrand (Auteur de la Conférence) | CIRM (Editeur )

Usually one defines a Tau function Tau(t_1,t_2,...) as a function of a family of times having to obey some equations, like Miwa-Jimbo equations, or Hirota equations.
Here we shall view times as local coordinates in the moduli-space of spectral curves, and define the Tau-function of a spectral curve Tau(S), in an intrinsic way, independent of a choice of coordinates. Deformations are tangent vectors, and the tangent space is isomorphic to the space of cycles (cf Goldman bracket), so that Hamiltonians can be represented by cycles.
All the integrable system formalism can then be represented geometrically in the space of cycles: the Poisson bracket is the intersection, the conserved quantities are periods, Miwa-Jimbo equations and Seiberg-Witten equations are a mere consequence of the definition, Hirota equation is a vanishing monodromy condition, and Virasoro-W constraint are automatically satisfied by our definition, showing that our Tau-function is also a conformal block. Our definition contains KdV, KP multicomponent KP, Hitchin systems, and probably all known classical integrable systems.
Usually one defines a Tau function Tau(t_1,t_2,...) as a function of a family of times having to obey some equations, like Miwa-Jimbo equations, or Hirota equations.
Here we shall view times as local coordinates in the moduli-space of spectral curves, and define the Tau-function of a spectral curve Tau(S), in an intrinsic way, independent of a choice of coordinates. Deformations are tangent vectors, and the tangent space is isomorphic to the ...

60B20 ; 37K20

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We study a general class of log-gas ensembles on a quadratic lattice. Using a variational principle we prove that the corresponding empirical measures satisfy a law of large numbers and that their global fluctuations are Gaussian with a universal covariance.
We apply our general results to analyze the asymptotic behavior of a q-boxed plane partition model introduced by Borodin, Gorin and Rains. In particular, we show that the global fluctuations of the height function on a fixed slice are described by a one-dimensional section of a pullback of the two-dimensional Gaussian free field.
Our approach is based on a q-analogue of the Schwinger-Dyson (or loop) equations, which originate in the work of Nekrasov and his collaborators, and extends the methods developed by Borodin, Gorin and Guionnet to a quadratic lattice.
Based on joint work with Evgeni Dimitrov
We study a general class of log-gas ensembles on a quadratic lattice. Using a variational principle we prove that the corresponding empirical measures satisfy a law of large numbers and that their global fluctuations are Gaussian with a universal covariance.
We apply our general results to analyze the asymptotic behavior of a q-boxed plane partition model introduced by Borodin, Gorin and Rains. In particular, we show that the global fluctuations ...

60K35 ; 82C22

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We establish a new connection between moments of n×n random matrices $X_{n}$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s\in\mathbb{C}$, whose analytic structure we describe completely. We discover several remarkable features, including a reflection symmetry (or functional equation), zeros on a critical line in the complex plane, and orthogonality relations. In each of the classical ensembles of random matrix theory (Gaussian, Laguerre, Jacobi) we characterise the moments in terms of the Askey scheme of hypergeometric orthogonal polynomials. We also calculate the leading order n→∞ asymptotics of the moments and discuss their symmetries and zeroes. We discuss aspects of these phenomena beyond the random matrix setting, including the Mellin transform of products and Wronskians of pairs of classical orthogonal polynomials. When the random matrix model has orthogonal or symplectic symmetry, we obtain a new duality formula relating their moments to hypergeometric orthogonal polynomials. This is work in collaboration with Fabio Cunden, Neil O' Connell and Nick Simm.
We establish a new connection between moments of n×n random matrices $X_{n}$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s\in\mathbb{C}$, whose analytic structure we describe completely. We discover several remarkable features, including a reflection symmetry (or functional equation), zeros on a critical line in the complex plane, and ...

15B52 ; 05E05 ; 33C45

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In many interesting cases, distribution functions of random matrix theory and correlation functions of integrable models of statistical mechanics and quantum field theory are given by tau functions of Painlevé equations. I will discuss an extension of the Jimbo-Miwa-Ueno differential to the space of monodromy data and explain how this construction can be used to compute constant terms in the tau function asymptotics.

34M35 ; 34M55 ; 34E10

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Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of certain Gaussian Hermitian matrices, these laws are now understood to govern the behavior of a wide range of nonlinear phenomena in mathematical physics (exclusion processes, random growth models, etc.)

My aim here will be to describe a relatively new approach to limit theorems for random matrices. Instead of focussing on some particular spectral statistic, one rather understands the large dimensional limit as a continuum limit, demonstrating that the matrices themselves converge to some random differential operators. This method is especially suited to the so-called beta ensembles, which generalize the classical Gaussian Unitary and Orthogonal Ensembles (GUE/GOE), and can be viewed in their own right as models of coulomb gases.

The first lecture will review the underlying analytic structure of the just mentioned classical ensembles (essential to, for example, Tracy and Widom’s original work), and then introduce the beta ensembles along with our main players: the stochastic Airy, Bessel, and Sine operators. These operators provide complete characterizations of the general edge and bulk statistics for the beta-ensembles and as such generalize all previously discovered limit theorems for say GUE/GOE. Lecture two will provide the rigorous framework for these operators, as well as an overview of the proofs of the implied operator convergence. The last lectures will be devoted to upshots and applications of these new characterizations of random matrix limits: tail estimates for general beta Tracy-Widom, a simple PDE description of ``the Baik-Ben Arous-Peche phase transition", approaches to universality, and so on.
Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of ...

60H25 ; 15B52

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Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of certain Gaussian Hermitian matrices, these laws are now understood to govern the behavior of a wide range of nonlinear phenomena in mathematical physics (exclusion processes, random growth models, etc.)

My aim here will be to describe a relatively new approach to limit theorems for random matrices. Instead of focussing on some particular spectral statistic, one rather understands the large dimensional limit as a continuum limit, demonstrating that the matrices themselves converge to some random differential operators. This method is especially suited to the so-called beta ensembles, which generalize the classical Gaussian Unitary and Orthogonal Ensembles (GUE/GOE), and can be viewed in their own right as models of coulomb gases.

The first lecture will review the underlying analytic structure of the just mentioned classical ensembles (essential to, for example, Tracy and Widom’s original work), and then introduce the beta ensembles along with our main players: the stochastic Airy, Bessel, and Sine operators. These operators provide complete characterizations of the general edge and bulk statistics for the beta-ensembles and as such generalize all previously discovered limit theorems for say GUE/GOE. Lecture two will provide the rigorous framework for these operators, as well as an overview of the proofs of the implied operator convergence. The last lectures will be devoted to upshots and applications of these new characterizations of random matrix limits: tail estimates for general beta Tracy-Widom, a simple PDE description of ``the Baik-Ben Arous-Peche phase transition", approaches to universality, and so on.
Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of ...

60H25 ; 15B52

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Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of certain Gaussian Hermitian matrices, these laws are now understood to govern the behavior of a wide range of nonlinear phenomena in mathematical physics (exclusion processes, random growth models, etc.)

My aim here will be to describe a relatively new approach to limit theorems for random matrices. Instead of focussing on some particular spectral statistic, one rather understands the large dimensional limit as a continuum limit, demonstrating that the matrices themselves converge to some random differential operators. This method is especially suited to the so-called beta ensembles, which generalize the classical Gaussian Unitary and Orthogonal Ensembles (GUE/GOE), and can be viewed in their own right as models of coulomb gases.

The first lecture will review the underlying analytic structure of the just mentioned classical ensembles (essential to, for example, Tracy and Widom’s original work), and then introduce the beta ensembles along with our main players: the stochastic Airy, Bessel, and Sine operators. These operators provide complete characterizations of the general edge and bulk statistics for the beta-ensembles and as such generalize all previously discovered limit theorems for say GUE/GOE. Lecture two will provide the rigorous framework for these operators, as well as an overview of the proofs of the implied operator convergence. The last lectures will be devoted to upshots and applications of these new characterizations of random matrix limits: tail estimates for general beta Tracy-Widom, a simple PDE description of ``the Baik-Ben Arous-Peche phase transition", approaches to universality, and so on.
Random matrix theory is an asymptotic spectral theory. For a given ensemble of $n$ by $n$ matrices, one aims to proves limit theorems for the eigenvalues as the dimension tends to infinity. One of the more remarkable aspects of the subject is that it has introduced important new points of concentration in the space of distributions. Take for example the Tracy-Widom laws. First discovered as the fluctuation limit for the spectral radius of ...

60H25 ; 15B52

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