No Arabic abstract
In this note, we study the asymptotics of an integral on the unitary group first proposed by Mergny and Potters as a multiplicative counterpart to the well-known Harish-Chandra Itzykson Zuber integral. In particular we prove in a mathematically rigorous manner a result from Mergnys and Potterss original paper in the case $beta =1,2$ and we generalize it for multiple arguments.
We investigate generalizations of the Cramer theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts of such decomposition results for multiple Wiener integrals and prove that similar results are true for the (asymptotic) decomposition of the semicircular distribution into free multiple Wigner integrals.
The stochastic Landau-Lifshitz-Bloch equation describes the phase spins in a ferromagnetic material and has significant role in simulating heat-assisted magnetic recording. In this paper, we consider the deviation of the solution to the 1-D stochastic Landau-Lifshitz-Bloch equation, that is, we give the asymptotic behavior of the trajectory $frac{u_varepsilon-u_0}{sqrt{varepsilon}lambda(varepsilon)}$ as $varepsilonrightarrow 0+$, for $lambda(varepsilon)=frac{1}{sqrt{varepsilon}}$ and $1$ respectively. In other words, the large deviation principle and the central limit theorem are established respectively.
We develop a method for evaluating asymptotics of certain contour integrals that appear in Conformal Field Theory under the name of Dotsenko-Fateev integrals and which are natural generalizations of the classical hypergeometric functions. We illustrate the method by establishing a number of estimates that are useful in the context of martingale observables for multiple Schramm-Loewner evolution processes.
We develop the notions of multiplicative Lie conformal and Poisson vertex algebras, local and non-local, and their connections to the theory of integrable differential-difference Hamiltonian equations. We establish relations of these notions to $q$-deformed $W$-algebras and lattice Poisson algebras. We introduce the notion of Adler type pseudodifference operators and apply them to integrability of differential-difference Hamiltonian equations.
In this article, we develop a framework to study the large deviation principle for matrix models and their quantiz