@article{21379, abstract = {We study a (1 + 1)-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical 2-dimensional random field Ising model. The scaling of the correlation length of the latter was recently characterized in Probab. Duke Math. J. 172(9), 1781–1811 (2023) and arXiv:2011.08768v3, (2022); our analysis is reminiscent of the multi-scale approach of the latter work and of Combinatorica 9, 161–187 (1989) . We show that at every dyadic scale from the system size down to the lattice spacing the minimizer contains at most order-one Dirichlet energy per unit length. We also establish a quenched homogenization result in the sense that the leading order of the minimal energy becomes deterministic as the ratio system size / lattice spacing diverges. To this purpose we adapt arguments from arXiv:2401.06768, (2024) on the (d + 1)-dimensional version our the model, with a Brownian replacing the white noise potential, to obtain the initial large-scale bounds. Based on our estimate of the (p = 3)-Dirichlet energy, we give an informal justification of the geometric linearization. Our bounds, which are oblivious to the microscopic cut-off scale provided by the lattice spacing, yield tightness of the law of minimizers in the space of continuous functions as the lattice spacing is sent to zero.}, author = {Otto, Felix and Palmieri, Matteo and Wagner, Christian}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, publisher = {Springer Nature}, title = {{On minimizing curves in a Brownian potential}}, doi = {10.1007/s00440-026-01468-y}, year = {2026}, } @article{19598, abstract = {We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear eigenvalue statistics at the cusp-like singularities were not studied in any ensemble. Our analysis covers not only the exact cusps but the entire transitionary regime from the square-root singularity at a regular edge through the sharp cusp to the bulk. We identify a new one-parameter family of functionals that govern the limiting bias and variance, continuously interpolating between the previously known formulas in the bulk and at a regular edge. Since cusps are the only possible singularities besides the regular edges, our result gives a complete description of the linear eigenvalue statistics in all regimes.}, author = {Riabov, Volodymyr}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, pages = {1183--1237}, publisher = {Springer Nature}, title = {{Linear Eigenvalue statistics at the cusp}}, doi = {10.1007/s00440-025-01373-w}, volume = {193}, year = {2025}, } @article{19737, abstract = {For general large non–Hermitian random matrices X and deterministic normal deformations A, we prove that the local eigenvalue statistics of A + X close to the critical edge points of its spectrum are universal. This concludes the proof of the third and last remaining typical universality class for non–Hermitian random matrices (for normal deformations), after bulk and sharp edge universalities have been established in recent years.}, author = {Cipolloni, Giorgio and Erdös, László and Ji, Hong Chang}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, publisher = {Springer Nature}, title = {{Non–Hermitian spectral universality at critical points}}, doi = {10.1007/s00440-025-01384-7}, year = {2025}, } @article{20478, abstract = {We consider the Wigner minor process, i.e. the eigenvalues of an N\times N Wigner matrix H^{(N)} together with the eigenvalues of all its n\times n minors, H^{(n)}, n\le N. The top eigenvalues of H^{(N)} and those of its immediate minor H^{(N-1)} are very strongly correlated, but this correlation becomes weaker for smaller minors H^{(N-k)} as k increases. For the GUE minor process the critical transition regime around k\sim N^{2/3} was analyzed by Forrester and Nagao (J. Stat. Mech.: Theory and Experiment, 2011) providing an explicit formula for the nontrivial joint correlation function. We prove that this formula is universal, i.e. it holds for the Wigner minor process. Moreover, we give a complete analysis of the sub- and supercritical regimes both for eigenvalues and for the corresponding eigenvector overlaps, thus we prove the decorrelation transition in full generality.}, author = {Bao, Zhigang and Cipolloni, Giorgio and Erdös, László and Henheik, Sven Joscha and Kolupaiev, Oleksii}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, publisher = {Springer Nature}, title = {{Decorrelation transition in the Wigner minor process}}, doi = {10.1007/s00440-025-01422-4}, year = {2025}, } @article{12485, abstract = {In this paper we introduce the critical variational setting for parabolic stochastic evolution equations of quasi- or semi-linear type. Our results improve many of the abstract results in the classical variational setting. In particular, we are able to replace the usual weak or local monotonicity condition by a more flexible local Lipschitz condition. Moreover, the usual growth conditions on the multiplicative noise are weakened considerably. Our new setting provides general conditions under which local and global existence and uniqueness hold. Moreover, we prove continuous dependence on the initial data. We show that many classical SPDEs, which could not be covered by the classical variational setting, do fit in the critical variational setting. In particular, this is the case for the Cahn-Hilliard equations, tamed Navier-Stokes equations, and Allen-Cahn equation.}, author = {Agresti, Antonio and Veraar, Mark}, issn = {1432-2064}, journal = {Probability Theory and Related Fields}, pages = {957--1015}, publisher = {Springer Nature}, title = {{The critical variational setting for stochastic evolution equations}}, doi = {10.1007/s00440-023-01249-x}, volume = {188}, year = {2024}, } @article{14408, abstract = {We prove that the mesoscopic linear statistics ∑if(na(σi−z0)) of the eigenvalues {σi}i of large n×n non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any H20-functions f around any point z0 in the bulk of the spectrum on any mesoscopic scale 0