Extreme value statistics of correlated random variables: a pedagogical review

SN Majumdar, A Pal, G Schehr - Physics Reports, 2020 - Elsevier
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 …

Free-energy distribution of the directed polymer at high temperature

P Calabrese, P Le Doussal, A Rosso - Europhysics Letters, 2010 - iopscience.iop.org
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 …

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 …

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 …

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 …

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 …

Extreme value statistics of eigenvalues of Gaussian random matrices

DS Dean, SN Majumdar - Physical Review E—Statistical, Nonlinear, and Soft …, 2008 - APS
We compute exact asymptotic results for the probability of the occurrence of large deviations
of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian …

Noninteracting fermions at finite temperature in a -dimensional trap: Universal correlations

DS Dean, P Le Doussal, SN Majumdar, G Schehr - Physical Review A, 2016 - APS
We study a system of N noninteracting spinless fermions trapped in a confining potential, in
arbitrary dimensions d and arbitrary temperature T. The presence of the confining trap …

Noninteracting fermions in a trap and random matrix theory

DS Dean, P Le Doussal, SN Majumdar… - Journal of Physics A …, 2019 - iopscience.iop.org
We review recent advances in the theory of trapped fermions using techniques borrowed
from random matrix theory (RMT) and, more generally, from the theory of determinantal point …

Random convex hulls and extreme value statistics

SN Majumdar, A Comtet, J Randon-Furling - Journal of Statistical Physics, 2010 - Springer
In this paper we study the statistical properties of convex hulls of N random points in a plane
chosen according to a given distribution. The points may be chosen independently or they …