Manjunath Krishnapur
We prove log-concavity of the lengths of the top rows of Young diagrams under Poissonized Plancherel measure. This is the first known positive result towards a 2008 conjecture of Chen that the length of the top row of a Young diagram under…
Hermite and Laguerre $\beta$-ensembles are important and well studied models in random matrix theory with special cases $\beta=1,2,4$ corresponding to eigenvalues of classical random matrix ensembles. It is well known that the largest…
Erd\"os posed in 1940 the extremal problem of studying the minimal area of the lemniscate $\{|p(z)|<1\}$ of a monic polynomial $p$ of degree $n$ all of whose zeros are in the closed unit disc. In this article, we prove that there exist…
It is well-known that the largest eigenvalue of an $n\times n$ GUE matrix and the length of a longest increasing subsequence in a uniform random permutation of length $n$, both converge weakly to the GUE Tracy-Widom distribution as $n\to…
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
A classically studied geometric property associated to a complex polynomial $p$ is the inradius (the radius of the largest inscribed disk) of its (filled) lemniscate $\Lambda := \{z \in \mathbb{C}:|p(z)| < 1\}$. In this paper, we study the…
We consider the average number of limit cycles that bifurcate from a randomly perturbed linear center where the perturbation consists of random (bivariate) polynomials with independent coefficients. This problem reduces, by way of classical…
In certain point processes, the configuration of points outside a bounded domain determines, with probability 1, certain statistical features of the points within the domain. This notion, called rigidity, was introduced in a work of Ghosh…
Consider a random word $X^n=(X_1,\ldots ,X_n)$ in an alphabet consisting of $4$ letters, with the letters viewed either as $A$, $U$, $G$ and $C$ (i.e., nucleotides in an RNA sequence) or $\alpha$, $\bar{\alpha}$, $\beta$ and $\bar{\beta}$…
We show, by an explicit construction, that a mixture of univariate Gaussian densities with variance $1$ and means in $[-A,A]$ can have $\Omega(A^2)$ modes. This disproves a recent conjecture of Dytso, Yagli, Poor and Shamai \cite{DYPS20}…
Two proofs of the Koml\'os-Major-Tusn\'ady embedding theorems, one for the uniform empirical process and one for the simple symmetric random walk, are given. More precisely, what are proved are the univariate coupling results needed in the…
For the last passage percolation (LPP) on $\mathbb{Z}^2$ with exponential passage times, let $T_{n}$ denote the passage time from $(1,1)$ to $(n,n)$. We investigate the law of iterated logarithm of the sequence $\{T_{n}\}_{n\geq 1}$; we…
Given two vectors in Euclidean space, how unlikely is it that a random vector has a larger inner product with the shorter vector than with the longer one? When the random vector has independent, identically distributed components, we…
We consider the point process of zeroes of certain Gaussian analytic functions and find the asymptotics for the probability that there are more than m points of the process in a fixed disk of radius r, as m-->infinity. For the Planar…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…
We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the…
We show that as $n$ changes, the characteristic polynomial of the $n\times n$ random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to P\'olya's urn scheme. As a result, we get a random…
The pattern maximum likelihood (PML) estimate, introduced by Orlitsky et al., is an estimate of the multiset of probabilities in an unknown probability distribution $\mathbf{p}$, the estimate being obtained from $n$ i.i.d. samples drawn…
A result of Zyczkowski and Sommers [J.Phys.A, 33, 2045--2057 (2000)] gives the eigenvalue probability density function for the top N x N sub-block of a Haar distributed matrix from U(N+n). In the case n \ge N, we rederive this result,…