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Assume that Y is a random variable whose moment generating function exists in a neighborhood of the origin. We study the probabilistic degenerate r-Stirling numbers of the second kind associated with Y and the probabilistic degenerate…
We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…
We present here a probabilistic approach to the generation of new polynomials in two discrete variables. This extends our earlier work on the 'classical' orthogonal polynomials in a previously unexplored direction, resulting in the…
The two-matrix model is defined on pairs of Hermitian matrices $(M_1,M_2)$ of size $n\times n$ by the probability measure $$\frac{1}{Z_n} \exp\left(\textrm{Tr} (-V(M_1)-W(M_2)+\tau M_1M_2)\right)\ dM_1\ dM_2, $$ where $V$ and $W$ are given…
The aim of this paper is to study probabilistic versions of the degenerate Whitney numbers of the second kind and those of the degenerate Dowling polynomials, namely the probabilistic degenerate Whitney numbers of the second kind associated…
For families of orthogonal and symplectic types quantum matrix (QM-) algebras, we derive corresponding versions of the Cayley-Hamilton theorem. For a wider family of Birman-Murakami-Wenzl type QM-algebras, we investigate a structure of its…
We discuss a general method to construct correlated binomial distributions by imposing several consistent relations on the joint probability function. We obtain self-consistency relations for the conditional correlations and conditional…
Covariance functions and variograms play a fundamental role in exploratory analysis and statistical modelling of spatial and spatio-temporal datasets. In this paper, we construct a new class of spatial covariance functions using the Fourier…
Motivated by finding analogues of elliptic curve point counting techniques, we introduce one deterministic and two new Monte Carlo randomized algorithms to compute the characteristic polynomial of a finite rank-two Drinfeld module. We…
We consider sequences of polynomials that satisfy differential-difference recurrences. Polynomials satisfying such recurrences frequently appear as generating polynomials of integer valued random variables that are of interest in discrete…
Form an $n \times n$ matrix by drawing entries independently from $\{\pm1\}$ (or another fixed nontrivial finitely supported distribution in $\mathbf{Z}$) and let $\phi$ be the characteristic polynomial. Conditionally on the extended…
We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distribution. The explicit relationship known in the bivariate case…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
In this paper, we introduce a new class of polynomials, called probabilistic q-Bernstein polynomials, alongside their generating function. Assuming Y is a random variable satisfying moment conditions, we use the generating function of these…
Formulas to calculate multivector exponentials in a base-free representation and in a orthonormal basis are presented for an arbitrary Clifford geometric algebra Cl(p,q). The formulas are based on the analysis of roots of characteristic…
H. Widom derived formulae expressing correlation functions of orthogonal and symplectic ensembles of random matrices in terms of orthogonal polynomials (H. Widom. J. Stat. Phys. 94, (1999) 347-363). We obtain similar results for discrete…
An algorithm is presented for the efficient and accurate computation of the coefficients of the characteristic polynomial of a general square matrix. The algorithm is especially suited for the evaluation of canonical traces in determinant…
Let $f$ be a transcendental meromorphic function, defined in the complex plane $\mathbb{C}$. In this paper, we give a quantitative estimations of the characteristic function $T(r,f)$ in terms of the counting function of a homogeneous…
We characterize characteristic polynomials of elements in a central simple algebra. We also give an account for the theory of rational canonical forms for separable linear transformations over a central division algebra, and a description…