Related papers: Exponential-Uniform Identities Related to Records
Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…
The exponential function maps the imaginary axis to the unit circle and, for many applications, this unitarity property is also desirable from its approximations. We show that this property is conserved not only by the (k,k)-rational…
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…
Universality of eigenvalue spacings is one of the basic characteristics of random matrices. We give the precise meaning of universality and discuss the standard universality classes (sine, Airy, Bessel) and their appearance in unitary,…
In this paper, we derive basic identities of symmetry in two variables related to higher-order q-Euler polynomials and q-analogue of higher order alternating power sums. The derivation of identities are based on the multibvariate p-adic…
The main result of this paper states that if $(N, \Pi)$ is a pair of independent point processes on a common ground space with $N$ Poisson and $\Pi$ determinantal induced by a locally trace class (not necessarily self-adjoint) correlation…
We consider the logarithm of the characteristic polynomial of random permutation matrices, evaluated on a finite set of different points. The permutations are chosen with respect to the Ewens distribution on the symmetric group. We show…
Newton's identities provide a way to express elementary symmetric polynomials in terms of power polynomials over fields of characteristic zero. In this article, we study the failure of this relation in positive characteristic and what can…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
In here, I present a series of combinatorial equalities derived using a graph based approach. Different nodes in the graphs are visited following probabilistic dynamics of a moving dot. The results are presented in such a way that the…
The asymptotic behaviour is studied of exponentially bounded sequences of codimensions of identities of algebras with unity. A series of algebras is constructed for which the base of the exponential increases by exactly one when an outer…
We derive new combinatorial identities which may be viewed as multivariate analogs of summation formulas for hypergeometric series. As in the previous paper [Re], we start with probability distributions on the space of the infinite Young…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…
Two discrete dynamical systems are discussed and analyzed whose trajectories encode significant explicit information about a number of problems in combinatorial probability, including graphical enumeration on Riemann surfaces and random…
Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L)…
The aim of this short note is to show how can be derived from the properties of fundamental interpolation polynomials some nice identities.
It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…
A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of…
In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m by m and n by n. When n becomes large, the process behaves like the superposition of m independent sine…