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Documents  Kuijlaars, Arno | enregistrements trouvés : 6

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Research talks;Analysis and its Applications;Mathematical Physics;Probability and Statistics

Two important examples of the determinantal point processes associated with the Hilbert spaces of holomorphic functions are the Ginibre point process and the set of zeros of the Gaussian Analytic Functions on the unit disk. In this talk, I will talk such class of determinantal point processes in greater generality. The main topics concerned are the equivalence of the reduced Palm measures and the quasi-invariance of these point processes under certain natural group action of the group of compactly supported diffeomorphisms of the phase space. This talk is based partly on the joint works with Alexander I. Bufetov and partly on a more recent joint work with Alexander I. Bufetov and Shilei Fan. Two important examples of the determinantal point processes associated with the Hilbert spaces of holomorphic functions are the Ginibre point process and the set of zeros of the Gaussian Analytic Functions on the unit disk. In this talk, I will talk such class of determinantal point processes in greater generality. The main topics concerned are the equivalence of the reduced Palm measures and the quasi-invariance of these point processes under ...

60G55 ; 46E20 ; 30H20

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Exposés de recherche

I will discuss polynomials $P_{N}$ of degree $N$ that satisfy non-Hermitian orthogonality conditions with respect to the weight $\frac{\left ( z+1 \right )^{N}\left ( z+a \right )^{N}}{z^{2N}}$ on a contour in the complex plane going around 0. These polynomials reduce to Jacobi polynomials in case a = 1 and then their zeros cluster along an open arc on the unit circle as the degree tends to infinity.
For general a, the polynomials are analyzed by a Riemann-Hilbert problem. It follows that the zeros exhibit an interesting transition for the value of a = 1/9, when the open arc closes to form a closed curve with a density that vanishes quadratically. The transition is described by a Painlevé II transcendent.
The polynomials arise in a lozenge tiling problem of a hexagon with a periodic weighting. The transition in the behavior of zeros corresponds to a tacnode in the tiling problem.
This is joint work in progress with Christophe Charlier, Maurice Duits and Jonatan Lenells and we use ideas that were developed in [2] for matrix valued orthogonal polynomials in connection with a domino tiling problem for the Aztec diamond.
I will discuss polynomials $P_{N}$ of degree $N$ that satisfy non-Hermitian orthogonality conditions with respect to the weight $\frac{\left ( z+1 \right )^{N}\left ( z+a \right )^{N}}{z^{2N}}$ on a contour in the complex plane going around 0. These polynomials reduce to Jacobi polynomials in case a = 1 and then their zeros cluster along an open arc on the unit circle as the degree tends to infinity.
For general a, the polynomials are analyzed ...

05B45 ; 52C20 ; 33C45 ; 60B20

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Research talks;Dynamical Systems and Ordinary Differential Equations;Mathematical Physics;Probability and Statistics

It is well-known that a large class of determinantal processes including the sine-process satisfies the Central Limit Theorem. For many dynamical systems satisfying the CLT the Donsker Invariance Principle also takes place. The latter states that, in some appropriate sense, trajectories of the system can be approximated by trajectories of the Brownian motion. I will present results of my joint work with A. Bufetov, where we prove a functional limit theorem for the sine-process, which turns out to be very different from the Donsker Invariance Principle. We show that the anti-derivative of our process can be approximated by the sum of a linear Gaussian process and small independent Gaussian fluctuations whose covariance matrix we compute explicitly. It is well-known that a large class of determinantal processes including the sine-process satisfies the Central Limit Theorem. For many dynamical systems satisfying the CLT the Donsker Invariance Principle also takes place. The latter states that, in some appropriate sense, trajectories of the system can be approximated by trajectories of the Brownian motion. I will present results of my joint work with A. Bufetov, where we prove a functional ...

60G55 ; 60F05 ; 60G60

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Research talks;Analysis and its Applications;Dynamical Systems and Ordinary Differential Equations;Mathematical Physics;Probability and Statistics

A determinantal point process governed by a Hermitian contraction kernel $K$ on a measure space $E$ remains determinantal when conditioned on its configuration on a subset $B \subset E$. Moreover, the conditional kernel can be chosen canonically in a way that is "local" in a non-commutative sense, i.e. invariant under "restriction" to closed subspaces $L^2(B) \subset P \subset L^2(E)$. Using the properties of the canonical conditional kernel we establish a conjecture of Lyons and Peres: if $K$ is a projection then almost surely all functions in its image can be recovered by sampling at the points of the process.
Joint work with Alexander Bufetov and Yanqi Qiu.
A determinantal point process governed by a Hermitian contraction kernel $K$ on a measure space $E$ remains determinantal when conditioned on its configuration on a subset $B \subset E$. Moreover, the conditional kernel can be chosen canonically in a way that is "local" in a non-commutative sense, i.e. invariant under "restriction" to closed subspaces $L^2(B) \subset P \subset L^2(E)$. Using the properties of the canonical conditional kernel ...

60G55 ; 60C05

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Research talks;Mathematical Physics;Probability and Statistics

The two-periodic Aztec diamond is a dimer or random tiling model with three phases, solid, liquid and gas. The dimers form a determinantal point process with a somewhat complicated but explicit correlation kernel. I will discuss in some detail how the Airy point process can be found at the liquid-gas boundary by looking at suitable averages of height function differences. The argument is a rather complicated analysis using the cumulant approach and subtle cancellations. Joint work with Vincent Beffara and Sunil Chhita. The two-periodic Aztec diamond is a dimer or random tiling model with three phases, solid, liquid and gas. The dimers form a determinantal point process with a somewhat complicated but explicit correlation kernel. I will discuss in some detail how the Airy point process can be found at the liquid-gas boundary by looking at suitable averages of height function differences. The argument is a rather complicated analysis using the cumulant approach ...

60K35 ; 60G55 ; 60C05 ; 82B20 ; 05B45

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- v; 105 p.
ISBN 978-0-8218-6928-4

Memoirs of the american mathematical society , 1022

Localisation : Collection 1er étage

problème aux valeures limites # structure hermitienne # valeures propres # matrice aléatoire # noyau de correlation # problème de Riemann-Hilbert # analyse de la descente la plus raide

30E25 ; 60B20 ; 30F10 ; 31A05 ; 42C05 ; 82B26

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