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 …
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 …
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 …
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 …
of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian …
Noninteracting fermions at finite temperature in a -dimensional trap: Universal correlations
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 …
arbitrary dimensions d and arbitrary temperature T. The presence of the confining trap …
Noninteracting fermions in a trap and random matrix theory
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 …
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 …
chosen according to a given distribution. The points may be chosen independently or they …