Related papers: On generalized Cauchy-Stieltjes transforms of some…
The class of $\alpha$-stable distributions received much interest for modelling impulsive phenomena occur in engineering, economics, insurance, and physics. The lack of non-analytical form for probability density function is considered as…
We investigate the level density for several ensembles of positive random matrices of a Wishart--like structure, $W=XX^{\dagger}$, where $X$ stands for a nonhermitian random matrix. In particular, making use of the Cauchy transform, we…
Over the last two decades, it has been argued that the Lorentz transformation mechanism, which imposes the generalization of Newton's classical mechanics into Einstein's special relativity, implies a generalization, or deformation, of the…
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…
The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…
For a monic polynomial $Q_n$ of degree $n$, let $Q_{n, k}$ be its $k$-th derivative normalized to be monic. Under the only assumption that the sequence $\{Q_n\}$ has a weak* limiting zero distribution (an empirical distribution of zeros)…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
We revisit the classic Wigner semi-circle from two different angles. One consists in studying the Stieltjes transform directly on the real axis, which does not converge to a fixed value but follows a Cauchy distribution that depends on the…
We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…
A new class of distributional transformations is introduced, characterized by equations relating function weighted expectations of test functions on a given distribution to expectations of the transformed distribution on the test function's…
It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…
The convex transform order is one way to make precise comparison between the skewness of probability distributions on the real line. We establish a simple and complete characterisation of when one Beta distribution is smaller than another…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
In a large class of statistical inverse problems it is necessary to suppose that the transformation that is inverted is known. Although, in many applications, it is unrealistic to make this assumption, the problem is often insoluble without…
The spectrum profile that emerges in molecular spectroscopy and atmospheric radiative transfer as the combined effect of Doppler and pressure broadenings is known as the Voigt profile function. Because of its convolution integral…
This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…