Related papers: Formulas and Asymptotics for the Asymmetric Simple…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
The asymmetric simple exclusion process (ASEP) is an important model from statistical physics describing particles that hop randomly from one site to the next along an ordered lattice of sites, but only if the next site is empty. ASEP has…
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…
Asymptotic expansions are given for large values of $n$ of the generalized Bessel polynomials $Y_n^\mu(z)$. The analysis is based on integrals that follow from the generating functions of the polynomials. A new simple expansion is given…
The Quantum Symmetric Simple Exclusion Process (QSSEP) is a model of quantum particles hopping on a finite interval and satisfying the exclusion principle. Recently Bernard and Jin have studied the fluctuations of the invariant measure for…
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint asymptotic distribution of such…
The one-dimensional totally asymmetric simple exclusion process (TASEP), a Markov process describing classical hard-core particles hopping in the same direction, is considered on a periodic lattice of $L$ sites. The relaxation to the…
We consider steady-state current activity statistics for the one-dimensional totally asymmetric simple exclusion process (TASEP). With the help of the known operator algebra (for general open boundary conditions), as well as general…
The asymmetric simple exclusion process (ASEP) is a fundamental stochastic model describing asymmetric many-particle diffusion with hard-core interactions on a one-dimensional lattice, and has been widely applied in the study of…
In "Random complex fewnomials, I," B. Shiffman and S. Zelditch determine the limiting formula as N goes to infinity of the (normalized) expected distribution of complex zeros of a system of k random n-nomials in m variables where the…
We study a generalization of the asymmetric simple inclusion process (ASIP) on a periodic one-dimensional lattice, where the integers in the particles rates are deformed to their $t$-analogues. We call this the $(q, t, \theta)$~ASIP, where…
In this paper we give the distribution of the position of the particle in the asymmetric simple exclusion process (ASEP) with the alternating initial condition. That is, we find $\mathbb{P}(X_m(t) \leq x)$ where $X_m(t)$ is the position of…
Some asymptotic notions for random variables are discussed. In particular, different versions of O and o for sequences of random variables are studied. The results are elementary and more or less well-known, but collected here for future…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
We consider a homogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the…
We introduce a family of discrete determinantal point processes related to orthogonal polynomials on the real line, with correlation kernels defined via spectral projections for the associated Jacobi matrices. For classical weights, we show…
In these lectures three different methods of computing the asymptotic expansion of a Hermitian matrix integral is presented. The first one is a combinatorial method using Feynman diagrams. This leads us to the generating function of the…
We generalize the asymptotic estimates by Bubboloni, Luca and Spiga (2012) on the number of $k$-compositions of $n$ satisfying some coprimality conditions. We substantially refine the error term concerning the number of $k$-compositions of…
We study the partition function from random matrix theory using a well known connection to orthogonal polynomials, and a recently developed Riemann-Hilbert approach to the computation of detailed asymptotics for these orthogonal…
We review the asymptotic behavior of a class of Toeplitz (as well as related Hankel and Toeplitz + Hankel) determinants which arise in integrable models and other contexts. We discuss Szego, Fisher-Hartwig asymptotics, and how a transition…