The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
From MaRDI portal
Publication:6668345
Report a bug10.1017/fms.2024.129 DOI10.1017/fms.2024.129MaRDI QIDQ6668345
Ofer Zeitouni, Elliot Paquette
Publication date: 22 January 2025
Published in: Forum of Mathematics, Sigma (Search for Journal in Brave)
Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moments of the position of the maximum for GUE characteristic polynomials and for log-correlated Gaussian processes
- Convergence in law of the minimum of a branching random walk
- Branching Brownian motion seen from its tip
- A simple path to asymptotics for the frontier of a branching Brownian motion
- The extremal process of branching Brownian motion
- Poisson process approximation for dependent superposition of point processes
- Critical Gaussian multiplicative chaos: convergence of the derivative martingale
- Gaussian multiplicative chaos and applications: a review
- Convergence in law of the maximum of nonlattice branching random walk
- Maximum of the characteristic polynomial of random unitary matrices
- Convergence of the centered maximum of log-correlated Gaussian fields
- Continuum limits of random matrices and the Brownian carousel
- Maximum of a log-correlated Gaussian field
- The characteristic polynomial of a random unitary matrix: a probabilistic approach
- Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
- A conditional limit theorem for the frontier of a branching Brownian motion
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Finite-\(N\) fluctuation formulas for random matrices
- From Brunn-Minkowski to Brascamp-Lieb and to logarithmic Sobolev inequalities
- Full extremal process, cluster law and freezing for the two-dimensional discrete Gaussian free field
- The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices
- Barrier estimates for a critical Galton-Watson process and the cover time of the binary tree
- Eigenvalue distributions of random unitary matrices
- On the maximum of the C\(\beta\)E field
- Freezing and decorated Poisson point processes
- How much can the eigenvalues of a random Hermitian matrix fluctuate?
- Derivative martingale of the branching Brownian motion in dimension \(d\ge 1\)
- Optimal local law and central limit theorem for \(\beta\)-ensembles
- The Fyodorov-Bouchaud formula and Liouville conformal field theory
- On discrete norms of polynomials
- The \(\mathrm{Sine}_{\beta}\) operator
- Extrema of the Two-Dimensional Discrete Gaussian Free Field
- Convergence in Law of the Maximum of the Two‐Dimensional Discrete Gaussian Free Field
- Freezing and extreme-value statistics in a random energy model with logarithmically correlated potential
- Convergence of solutions of the Kolmogorov equation to travelling waves
- New Inequalities for Polynomials
- Maximal displacement of branching brownian motion
- A Simple Proof of 1 + 1 2 2 + 1 3 2 + ⋯ = π 2 6 and Related Identities
- The Maximum of the CUE Field
- Maximum of the Riemann Zeta Function on a Short Interval of the Critical Line
- High-Dimensional Probability
- On metrics in point process approximation
- Random matrix theory and \(\zeta(1/2+it)\).
- On the characteristic polynomial of a random unitary matrix
- A CLT for the characteristic polynomial of random Jacobi matrices, and the G\(\beta\)E
- The extremal point process of branching Brownian motion in $\mathbb{R}^d$
This page was built for publication: The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble