Related papers: On generalized Cauchy-Stieltjes transforms of some…
We give asymptotic spectral results for Gram matrices of the form $ n^{-1}\mathcal{X}_n \mathcal{X}_n^T$ where the entries of $\mathcal{X}_n$ are dependent across both rows and columns. More precisely, they consist of short or long range…
In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a…
We suggest an hierarchy of all the results known so far about the connection of the asymptotics of combinatorial or representation theoretic problems with ``beta=2 ensembles'' arising in the random matrix theory. We show that all such…
Let d\mu(t) be a probability measure on [0,+\infty) such that its moments are finite. Then the Cauchy-Stieltjes transform S of d\mu(t) is a Stieltjes function, which admits an expansion into a Stieltjes continued fraction. In the present…
We introduce a one-parameter deformation of the Wishart-Laguerre or chiral ensembles of positive definite random matrices with Dyson index beta=1,2 and 4. Our generalised model has a fat-tailed distribution while preserving the invariance…
Recently we constructed a renormalizable field theory up to two loops for the quasi-static depinning of elastic manifolds in a disordered environment. Here we explore further properties of the theory. We show how higher correlation…
Gravitationally collapsed objects are known to be biased tracers of an underlying density contrast. Using symmetry arguments, generalised biasing schemes have recently been developed to relate the halo density contrast $\delta_h$ with the…
Complex Hermitian random matrices with a unitary symmetry can be distinguished by a weight function. When this is even, it is a known result that the distribution of the singular values can be decomposed as the superposition of two…
In [3], we have introduced a probability measure to study the power and exponential sums for a certain coding system. The distribution function of the probability measure gives explicit formulas for the power and exponential sums.…
Let $Z_\al$ be a positive $\alpha$-stable random variable and $T_\al=(Z_\al/\tilde Z_\al)^\al,$ with independents components in the quotient. It is known that $T_\al$ is distributed as the positive branch of a Cauchy random variable with…
We introduce a two-parameter family of probability distributions, indexed by $\beta/2 = \theta > 0$ and $K \in \mathbb{Z}_{\geq 0}$, that are called $\beta$-Krawtchouk corners processes. These measures are related to Jack symmetric…
Miller-Paris transformations are extensions of Euler's transformations for the Gauss hypergeometric functions to generalized hypergeometric functions of higher-order having integral parameter differences (IPD). In our recent work we…
Let $ k >0 $ be an integer and $ Y $ a standard Gamma$(k)$ distributed random variable. Let $ X $ be an independent positive random variable with a density that is hyperbolically monotone (HM) of order $ k.$ Then $Y\cdot X$ and $Y/X $ both…
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…
We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…
The so-called weighted solid Cauchy transform, from inside the unit disc into the complement of its closure, is considered and their basic properties such as boundedness is studied for appropriate probability measures. The action the disc…
This article presents a new class of generalized transmuted lifetime distributions which includes a large number of lifetime distributions as sub-family. Several important mathematical quantities such as density function, distribution…
Some probability distributions have moments, and some do not. For example, the normal distribution has power moments of arbitrary order, but the Cauchy distribution does not have power moments. In this paper, by analogy with the…
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance…
This paper is a study of power series, where the coefficients are binomial expressions (iterated finite differences). Our results can be used for series summation, for series transformation, or for asymptotic expansions involving Stirling…