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Probability & Stochastic Processes

17 published articlesPart of Statistics & Probability

Latest in Probability & Stochastic Processes

Statistics & ProbabilityProbability & Stochastic ProcessesPreprint

Critical Gaussian Chaos on the Circle Has Vanishing Fourier Tails

A new mathematical preprint shows that the Fourier coefficients of the canonical critical Gaussian multiplicative chaos on the circle tend to zero at high frequencies almost surely. The proof uses auxiliary random fields, concentration estimates and a covariance correction, but it does not establish a decay rate for the original coefficients.

Scientific publication4 min read

Statistics & ProbabilityProbability & Stochastic ProcessesPreprint

Preprint derives law for the largest gap in a random eigenvalue cloud

A new arXiv preprint derives a Gumbel extreme-value law for the largest nearest-neighbour gap in a fixed bulk region of the complex Ginibre ensemble, with explicit centering corrections and numerical constants. The result is asymptotic, applies to the complex Gaussian model away from the spectral edge, and has not been checked by simulation or finite-size data.

Scientific publication3 min read