Related papers: What is the probability that a random integral qua…

Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…

Consider a log-correlated Gaussian field $\Gamma$ and its associated imaginary multiplicative chaos $:e^{i \beta \Gamma}:$ where $\beta$ is a real parameter. In [AJJ22], we showed that for any nonzero test function $f$, the law of $\int f…

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/sqrt{n}). The purpose…

Let cp(R) be the probability that two random elements of a finite ring R commute and zp(R) the probability that the product of two random elements in R is zero. We show that if cp(R)=e, then there exists a Lie-ideal D in the Lie-ring…

Consider a graph on $n$ uniform random points in the unit square, each pair being connected by an edge with probability $p$ if the inter-point distance is at most $r$. We show that as $n\to\infty$ the probability of full connectivity is…

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

Random matrices formed from i.i.d. standard real Gaussian entries have the feature that the expected number of real eigenvalues is non-zero. This property persists for products of such matrices, independently chosen, and moreover it is…

This paper investigates the stochastic program with the chance constraint on a quadratic form of random variables following multivariate Gaussian mixture distribution (GMD). Under some mild conditions, it is proved that the asymptotic…

The probability that all eigenvalues of a product of $m$ independent $N \times N$ sub-blocks of a Haar distributed random real orthogonal matrix of size $(L_i+N) \times (L_i+N)$, $(i=1,\dots,m)$ are real is calculated as a multi-dimensional…

In this work we give precise asymptotic expressions on the probability of the existence of fixed-size components at the threshold of connectivity for random geometric graphs.

In this paper, for a fixed integer $k\ge 2$, we study the probability that the product of $k$ randomly chosen elements in a finite commutative ring $R$ is zero, which we denote by $zp_{_k}(R)$. We investigate bounds for $zp_{_k}(R)$ that…

What is the probability that a random triangle is acute? We explore this old question from a modern viewpoint, taking into account linear algebra, shape theory, numerical analysis, random matrix theory, the Hopf fibration, and much much…

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Let \( \{\varphi_i\}_{i=0}^\infty \) be a sequence of orthonormal polynomials on the unit circle with respect to a probability measure \( \mu \). We study zero distribution of random linear combinations of the form \[…

Let $X,X_1,X_2,\ldots$ be i.i.d. ${\mathbb{R}}^d$-valued real random vectors. Assume that ${\mathbf{E}X=0}$, $\operatorname {cov}X=\mathbb{C}$, $\mathbf{E}\Vert X\Vert^2=\sigma ^2$ and that $X$ is not concentrated in a proper subspace of…

We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily-computable exact formulas for quantities that involve expectations and higher moments of the logarithm…

We generalize the Sarkozy-Furstenberg theorem on squares in difference sets of integers, and show that, given any positive definite function f:Z_N->C with density at least r(N), where r(N)=O((\log N)^{-c}), there is a perfect square s<=N/2…

Suppose $E$ is an elliptic curve over $\mathbb{Q}$ of conductor $N$ with complex multiplication (CM) by $\mathbb{Q}(i)$, and $f_E$ is the corresponding cuspidal Hecke eigenform in $S^{\mathrm{new}}_2(\Gamma_0(N))$. Then $n$-th Fourier…

We give a rational form of a generic two-dimensional "quad" map, containing the so-called $Q_4$ case, but whose coefficients are free. Its integrability is proved using the calculation of algebraic entropy.