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We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Grigori Olshanski , Eugene Strahov

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

Mathematical Physics · Physics 2015-06-16 Arno B. J. Kuijlaars , Lun Zhang

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

We study a hierarchical model of non-overlapping cubes of sidelengths $2^j$, $j \in \mathbb{Z}$. The model allows for cubes of arbitrarily small size and the activities need not be translationally invariant. It can also be recast as a spin…

Mathematical Physics · Physics 2024-12-09 Sabine Jansen , Jan Philipp Neumann

We investigate the joint convergence of independent random Toeplitz matrices with complex input entries that have a pair-correlation structure, along with deterministic Toeplitz matrices and the backward identity permutation matrix.…

Probability · Mathematics 2024-10-22 Kartick Adhikari , Arup Bose , Shambhu Nath Maurya

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…

Machine Learning · Statistics 2013-11-25 Xiao-Tong Yuan , Ping Li , Tong Zhang

When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…

Probability · Mathematics 2011-12-07 Makoto Katori , Hideki Tanemura

We introduce {\em quadri-tilings} and show that they are in bijection with dimer models on a {\em family} of graphs $\{R^*\}$ arising from rhombus tilings. Using two height functions, we interpret a sub-family of all quadri-tilings, called…

Probability · Mathematics 2009-02-11 B. de Tilière

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

Gibbs partitions of the integers generated by stable subordinators of index $\alpha\in(0,1)$ form remarkable classes of random partitions where in principle much is known about their properties, including practically effortless obtainment…

Probability · Mathematics 2022-11-22 Man Wai Ho , Lancelot F. James , John W. Lau

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy

The goal of this paper is to provide a general purpose result for the coupling of exploration processes of random graphs, both undirected and directed, with their local weak limits when this limit is a marked Galton-Watson process. This…

Probability · Mathematics 2022-02-01 Mariana Olvera-Cravioto

We prove that if a Bessel sequence in a Hilbert space, that is indexed by a countably infinite group in an invariant manner, can be partitioned into finitely many Riesz basic sequences, then each of the sets in the partition can be chosen…

Operator Algebras · Mathematics 2010-01-26 Vern I. Paulsen

A two-parameter family of discrete-time exactly-solvable exclusion processes on a one-dimensional lattice is introduced, which contains the asymmetric simple exclusion process and the drop-push model as particular cases. The process is…

Statistical Mechanics · Physics 2009-11-10 Farinaz Roshani , Mohammad Khorrami

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…

Mathematical Physics · Physics 2019-02-26 Peter J Forrester , Shi-Hao Li

We study some percolation problems on the complete graph over $\mathbf N$. In particular, we give sharp sufficient conditions for the existence of (finite or infinite) cliques and paths in a random subgraph. No specific assumption on the…

Probability · Mathematics 2011-03-29 A. Berarducci , P. Majer , M. Novaga

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in…

Machine Learning · Statistics 2016-04-19 Alan D. Saul , James Hensman , Aki Vehtari , Neil D. Lawrence

We provide a new proof of the existence of Gibbs point processes with infinite range interactions, based on the compactness of entropy levels. Our main existence theorem holds under two assumptions. The first one is the standard stability…

Probability · Mathematics 2019-03-25 David Dereudre , Thibaut Vasseur

We solve a family of Gaussian two-matrix models with rectangular Nx(N+v) matrices, having real asymmetric matrix elements and depending on a non-Hermiticity parameter mu. Our model can be thought of as the chiral extension of the real…

High Energy Physics - Theory · Physics 2010-05-07 G. Akemann , M. J. Phillips , H. -J. Sommers