Related papers: Determinantal structures in the O'Connell-Yor dire…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
We introduce and analyze a broad class of continuous directed polymers in $\mathbb{R}^d$ driven by Gaussian environments that are white in time and spatially correlated, under Dalang's condition. Using an It\^o-renormalized…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
The Boltzmann model for the random generation of "decomposable" combinatorial structures is a set of techniques that allows for efficient random sampling algorithms for a large class of families of discrete objects. The usual requirement of…
We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…
A new two-parameter discrete distribution, namely the PoiG distribution is derived by the convolution of a Poisson variate and an independently distributed geometric random variable. This distribution generalizes both the Poisson and…
The present work develops a framework to derive piecewise polynomial measures arising from invariant measures on adjoint orbits in the context of compact and semisimple Lie groups. These measures are computed from orbital integrals via…
We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…
Marginal structural models fit via inverse probability of treatment weighting are commonly used to control for confounding when estimating causal effects from observational data. When planning a study that will be analyzed with marginal…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
In this paper, we are interested in the moments of the characteristic polynomial $Z_n(x)$ of the $n\times n$ permutation matrices with respect to the uniform measure. We use a combinatorial argument to write down the generating function of…
We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…
We consider a piecewise-deterministic Markov process (PDMP) with general conditional distribution of inter-occurrence time, which is called a general PDMP here. Our purpose is to establish the theory of measure-valued generator for general…
We consider vectors of random variables, obtained by restricting the length of the nodal set of Berry's random wave model to a finite collection of (possibly overlapping) smooth compact subsets of $\mathbb{R}^2$. Our main result shows that,…
Novel kinetic models for both Dumbbell-like and rigid-rod like polymers are derived, based on the probability distribution function $f(t, x, n, \dot n)$ for a polymer molecule positioned at $x$ to be oriented along direction $n$ while…
We characterize the biorthogonal ensembles that are both a multiple orthogonal polynomial ensemble and a polynomial ensemble of derivative type (also called a P\'olya ensemble). We focus on the notions of multiplicative and additive…
We study the partition function of two versions of the continuum directed polymer in 1+1 dimension. In the full-space version, the polymer starts at the origin and is free to move transversally in the reals, and in the half-space version,…
In this work we give an efficient construction of unitary $k$-designs using $\tilde{O}(k\cdot poly(n))$ quantum gates, as well as an efficient construction of a parallel-secure pseudorandom unitary (PRU). Both results are obtained by giving…
Based on the seminal work of Hutchinson, we investigate properties of {\em $\alpha$-weighted Cantor measures} whose support is a fractal contained in the unit interval. Here, $\alpha$ is a vector of nonnegative weights summing to $1$, and…