Extreme value statistics of correlated random variables: a pedagogical review
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the
minimum of a set of random variables. This is an important problem for any time-series and …
minimum of a set of random variables. This is an important problem for any time-series and …
A pedestrian's view on interacting particle systems, KPZ universality and random matrices
T Kriecherbauer, J Krug - Journal of Physics A: Mathematical and …, 2010 - iopscience.iop.org
These notes are based on lectures delivered by the authors at a Langeoog seminar of
SFB/TR12 Symmetries and Universality in Mesoscopic Systems to a mixed audience of …
SFB/TR12 Symmetries and Universality in Mesoscopic Systems to a mixed audience of …
A KPZ cocktail-shaken, not stirred... toasting 30 years of kinetically roughened surfaces
T Halpin-Healy, KA Takeuchi - Journal of Statistical Physics, 2015 - Springer
The stochastic partial differential equation proposed nearly three decades ago by Kardar,
Parisi and Zhang (KPZ) continues to inspire, intrigue and confound its many admirers. Here …
Parisi and Zhang (KPZ) continues to inspire, intrigue and confound its many admirers. Here …
Free-energy distribution of the directed polymer at high temperature
We study the directed polymer of length t in a random potential with fixed endpoints in
dimension 1+ 1 in the continuum and on the square lattice, by analytical and numerical …
dimension 1+ 1 in the continuum and on the square lattice, by analytical and numerical …
Top eigenvalue of a random matrix: large deviations and third order phase transition
SN Majumdar, G Schehr - Journal of Statistical Mechanics …, 2014 - iopscience.iop.org
We study the fluctuations of the largest eigenvalue λ max of N× N random matrices in the
limit of large N. The main focus is on Gaussian β ensembles, including in particular the …
limit of large N. The main focus is on Gaussian β ensembles, including in particular the …
Exact solution for the Kardar-Parisi-Zhang equation with flat initial conditions
P Calabrese, P Le Doussal - Physical review letters, 2011 - APS
We provide the first exact calculation of the height distribution at arbitrary time t of the
continuum Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with flat initial …
continuum Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with flat initial …
Bethe ansatz derivation of the Tracy-Widom distribution for one-dimensional directed polymers
V Dotsenko - Europhysics Letters, 2010 - iopscience.iop.org
The distribution function of the free-energy fluctuations in one-dimensional directed
polymers with δ-correlated random potential is studied by mapping the replicated problem to …
polymers with δ-correlated random potential is studied by mapping the replicated problem to …
Introduction to KPZ
J Quastel - Current developments in mathematics, 2011 - intlpress.com
This is an introductory survey of the Kardar-Parisi-Zhang equation (KPZ). The first chapter
provides a non-rigorous background to the equation and to some of the many models which …
provides a non-rigorous background to the equation and to some of the many models which …
What is needed of a tachyon if it is to be the dark energy?
We study a dark energy scenario in the presence of a tachyon field ϕ with potential V (ϕ)
and a barotropic perfect fluid. The cosmological dynamics crucially depends on the …
and a barotropic perfect fluid. The cosmological dynamics crucially depends on the …
Large deviations of extreme eigenvalues of random matrices
DS Dean, SN Majumdar - Physical review letters, 2006 - APS
We calculate analytically the probability of large deviations from its mean of the largest
(smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary …
(smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary …