Related papers: Darboux transformations and random point processes

We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…

We develop a quasi-likelihood analysis procedure for a general class of multivariate marked point processes. As a by-product of the general method, we establish under stability and ergodicity conditions the local asymptotic normality of the…

Symmetries and solutions of the Painleve IV equation are presented in an alternative framework which provides the bridge between the Hamiltonian formalism and the symmetric Painleve IV equation. This approach originates from a method…

Darboux Transformation, well known in second order differential operator theory, is applied here to the difference equation satisfied by the discrete hypergeometric polynomials(Charlier, Meixner-Krawchuk, Hahn).

We prove two results on arithmetic quantum chaos for dihedral Maass forms, both of which are manifestations of Berry's random wave conjecture: Planck scale mass equidistribution and an asymptotic formula for the fourth moment. For level $1$…

We study the multipoint distribution of stationary half-space last passage percolation with exponentially weighted times. We derive both finite-size and asymptotic results for this distribution. In the latter case we observe a new…

An alternative derivation is presented of the infinitely many exceptional Wilson and Askey-Wilson polynomials, which were introduced by the present authors in 2009. Darboux-Crum transformations intertwining the discrete quantum mechanical…

An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…

In this short note, we extend to the continuous case a mean projection theorem for discrete determinantal point processes associated with a finite range projection, thus strengthening a known result in random linear algebra due to Ermakov…

On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…

In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…

The present paper is about Bernstein-type estimates for Jacobi polynomials and their applications to various branches in mathematics. This is an old topic but we want to add a new wrinkle by establishing some intriguing connections with…

In real applications, the construction of prior and acceleration of sampling for posterior are usually two key points of Bayesian inversion algorithm for engineers. In this paper, q-analogy of Gaussian distribution, q-Gaussian distribution,…

We study Dirichlet process-based models for sets of predictor-dependent probability distributions, where the domain and predictor space are general Polish spaces. We generalize the definition of dependent Dirichlet processes, originally…

Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…

We consider the probability that no points lie on $g$ large intervals in the bulk of the Airy point process. We make a conjecture for all the terms in the asymptotics up to and including the oscillations of order $1$, and we prove this…

We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

We consider inference of the parameters of the diffusion term for Cox-Ingersoll-Ross and similar processes with a power type dependence of the diffusion coefficient from the underlying process. We suggest some original pathwise estimates…

We present a unified operator-theoretic framework for constructing deterministic KdV soliton gases and step-type KdV solutions. Starting from Dyson's determinantal formula, we obtain a broad class of reflectionless solutions and describe…