Related papers: Random matrix minor processes related to percolati…
We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…
Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…
The motivation of this work is to extend the techniques of higher order random walks on simplicial complexes to analyze mixing times of Markov chains for combinatorial problems. Our main result is a sharp upper bound on the second…
Kontsevitch's work on Airy matrix integrals has led to explicit results for the intersection numbers of the moduli space of curves. In a subsequent work Okounkov rederived these results from the edge behavior of a Gaussian matrix integral.…
The recently found hypergeometric multiple orthogonal polynomials on the step-line by Lima and Loureiro are shown to be random walk polynomials. It is proven that the corresponding Jacobi matrix and its transpose, which are nonnegative…
A recursive method is derived to calculate all eigenvalue correlation functions of a random hermitian matrix in the large size limit, and after smoothing of the short scale oscillations. The property that the two-point function is…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
Message-passing theories have proved to be invaluable tools in studying percolation, non-recurrent epidemics and similar dynamical processes on real-world networks. At the heart of the message-passing method is the nonbacktracking matrix…
We establish the sharpness of the percolation phase transition for a class of infinite-range weighted random connection models. The vertex set is given by a marked Poisson point process on $\mathbb{R}^d$ with intensity $\lambda>0$, where…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
One class of random walks with infinite memory, so called elephant random walks, are simple models describing anomalous diffusion. We present a surprising connection between these models and bond percolation on random recursive trees. We…
The model of a one-dimensional kinetic contact process with parallel update is studied by the Monte Carlo simulations and finite-size scaling. The goal was to reveal the structure of the hidden percolative patterns (order parameters) in the…
We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…
Given a finite Markov chain, we investigate the first minors of the transition matrix of a lifting of this Markov chain to covering trees. In a simple case we exhibit a nice factorisation of these minors, and we conjecture that it holds…
In this paper, we extend the Perron-Frobenius theory to dual number matrices with primitive and irreducible nonnegative standard parts. One motivation of our research is to consider probabilities as well as perturbation, or error bounds, or…
We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…
We solve the Chapman-Kolmogorov equation and study the exact splitting probabilities of the general stochastic process which describes polymer translocation through membrane pores within the broad class of Markov chains. Transition…
This statistical physics thesis focuses on the study of three kinds of systems which display repulsive interactions: eigenvalues of random matrices, non-crossing random walks and trapped fermions. These systems share many links, which can…