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We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…

Mathematical Physics · Physics 2016-09-07 J. B. Conrey , D. W. Farmer , J. P. Keating , M. O. Rubinstein , N. C. Snaith

We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…

Probability · Mathematics 2025-07-15 G. D'Onofrio , F. Polito , Z. Tomovski

In this paper, we derive eight basic identities of symmetry in three variables related to $q$-Euler polynomials and the $q$-analogue of alternating power sums. These and most of their corollaries are new, since there have been results only…

Number Theory · Mathematics 2010-04-12 Dae San Kim

In this paper, we derive eight basic identities of symmetry in three variables related to generalized Euler polynomials and alternating generalized power sums. All of these are new, since there have been results only about identities of…

Number Theory · Mathematics 2010-03-23 Dae San Kim

We consider the k-th order statistic from unit exponential distribution and show that it can be represented as a sum of independent exponential random variables. Our proof is simple and different. It readily proves that the standardized…

Probability · Mathematics 2017-09-15 P. Vellaisamy , A. Zeleke

In the paper, with the aid of the series expansions of the square or cubic of the arcsine function, the authors establish several possibly new combinatorial identities containing the ratio of two central binomial coefficients which are…

General Mathematics · Mathematics 2021-08-30 Feng Qi , Chao-Ping Chen , Dongkyu Lim

We characterize asymptotic collective behaviour of rectangular random matrices, the sizes of which tend to infinity at different rates: when embedded in a space of larger square matrices, independent rectangular random matrices are…

Operator Algebras · Mathematics 2008-03-04 Florent Benaych-Georges

Spitzer's identity describes the position of a reflected random walk over time in terms of a bivariate transform. Among its many applications in probability theory are congestion levels in queues and random walkers in physics. We present a…

Probability · Mathematics 2017-10-27 A. J. E. M. Janssen , Johan S. H. van Leeuwaarden

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

Mathematical Physics · Physics 2016-10-27 Maxim Drabkin , Hermann Schulz-Baldes

Given linear spaces $E$ and $F$ over the real numbers or a field of characteristic zero, a simple argument is given to represent a symmetric multilinear map $u(x_1, x_2, \ldots, x_n)$ from $E^n$ to $F$ in terms of its restriction to the…

Functional Analysis · Mathematics 2014-04-08 Erik G. F. Thomas

Random geometric graphs consist of randomly distributed nodes (points), with pairs of nodes within a given mutual distance linked. In the usual model the distribution of nodes is uniform on a square, and in the limit of infinitely many…

Disordered Systems and Neural Networks · Physics 2018-09-27 Carl P. Dettmann

In the context of generating uniform random contingency tables with pre-specified marginals, the number of (binary) matrices with given row- and column-sums is a well-studied object in the literature. We will denote this number by $N(p,q)$,…

Combinatorics · Mathematics 2025-11-27 Hannes Leeb

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

In this paper, we study some properties of associated sequaences in umbral calculus. From these properties, we derive new and interesting identities of several kinds of polynomials.

Number Theory · Mathematics 2012-11-19 Dae San Kim , Taekyun Kim , Seog-Hoon Rim

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We derive Ward identities for the Standard Model Effective Field Theory using the background field method. The resulting symmetry constraints on the Standard Model Effective Field Theory are basis independent, and constrain the perturbative…

High Energy Physics - Phenomenology · Physics 2020-01-29 Tyler Corbett , Andreas Helset , Michael Trott

We introduce the concept of indexed identity, where the usual notion of identity is a particular case. Our mathematical framework allows us a generalized method for `indexing' predicates, which corresponds to `fuzzification' of properties,…

Logic · Mathematics 2007-05-23 Adonai S. Sant'Anna

We describe an algorithm for the sequential sampling of entries in multiway contingency tables with given constraints. The algorithm can be used for computations in exact conditional inference. To justify the algorithm, a theory relates…

Statistics Theory · Mathematics 2007-06-13 Yuguo Chen , Ian H. Dinwoodie , Seth Sullivant

Asymptotic properties of a vector of length power functionals of random geometric graphs are investigated. More precisely, its asymptotic covariance matrix is studied as the intensity of the underlying homogeneous Poisson point process…

Probability · Mathematics 2022-07-13 Matthias Reitzner , Tim Römer , Mandala von Westenholz
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