Related papers: The barnes G function and its relations with sums …
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…
We provide sharp estimates for the distribution function of a martingale transform of the indicator function of an event. They are formulated in terms of Burkholder functions, which are reduced to the already known Bellman functions for…
Earlier the authors offered an equivariant version of the classical monodromy zeta function of a G-invariant function germ with a finite group G as a power series with the coefficients from the Burnside ring of the group G tensored by the…
We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…
In this paper we give an example of uniform convergence of the sequence of column vectors $\displaystyle{A_1\dots A_nV\over\left\Vert A_1\dots A_nV\right\Vert}$, $A_i\in\{A,B,C\}$, $A,B,C$ being some $(0,1)$-matrices of order $7$ with much…
We show the convergence of the characteristic polynomial for random permutation matrices sampled from the generalized Ewens distribution. Under this distribution, the measure of a given permutation depends only on its cycle structure,…
Associated to each random variable $Y$ having a finite moment generating function, we introduce a different generalization of the Stirling numbers of the second kind. Some characterizations and specific examples of such generalized numbers…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
We define a new class of generating function transformations related to polylogarithm functions, Dirichlet series, and Euler sums. These transformations are given by an infinite sum over the $j^{th}$ derivatives of a sequence generating…
We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
We provide general expressions for the joint distributions of the $k$ most significant $b$-ary digits and of the $k$ leading continued fraction coefficients of outcomes of an arbitrary continuous random variable. Our analysis highlights the…
We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…
A GGC (Generalized Gamma Convolution) representation of Riemann's Xi-function is constructed.
In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the linear combination of BG r.v.s, including probability density…