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For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

We investigate determinantal point processes on $[0,+\infty)$ of the form \begin{equation*}\label{probability distribution} \frac{1}{Z_n}\prod_{1\leq i<j\leq n}(\lambda_j-\lambda_i)\prod_{1\leq i<j\leq n}(\lambda_j^\theta-\lambda_i^\theta)…

Mathematical Physics · Physics 2015-06-18 Tom Claeys , Stefano Romano

We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…

Mathematical Physics · Physics 2011-08-18 Robert J. Berman

This paper delves on the versatility of the theory of Khinchin families for asymptotic estimation. We show that in combination with Local Central Limit theorems for lattice variables, Khinchin families furnish a convenient and unified…

Probability · Mathematics 2023-04-25 José L. Fernández , Víctor J. Maciá

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

It is a remarkable fact that for many statistics on finite sets of combinatorial objects, the roots of the corresponding generating function are each either a complex root of unity or zero. These and related polynomials have been studied…

Combinatorics · Mathematics 2024-09-17 Sara C. Billey , Joshua P. Swanson

We study a family of the Laurent biorthogonal polynomials arising from the Hermite continued fraction for a ratio of two complete elliptic integrals. Recurrence coefficients, explicit expression and the weight function for these polynomials…

Classical Analysis and ODEs · Mathematics 2008-04-24 Luc Vinet , Alexei Zhedanov

This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…

Statistics Theory · Mathematics 2025-05-14 Qianqian Jiang , Junpeng Zhu , Zeng Li

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

We study linear eigenvalue statistics of band Hankel matrices with Brownian motion entries. We prove that, the centred, normalized linear eigenvalue statistics of band Hankel matrices obey a central limit theorem (CLT) type result. We also…

Probability · Mathematics 2021-04-19 Kiran Kumar A. S. , Shambhu Nath Maurya

We consider properties of determinants of some random symmetric matrices issued from multivariate statistics: Wishart/Laguerre ensemble (sample covariance matrices), Uniform Gram ensemble (sample correlation matrices) and Jacobi ensemble…

Probability · Mathematics 2008-01-30 Alain Rouault

We consider probability measures arising from the Cauchy summation identity for the LLT (Lascoux--Leclerc--Thibon) symmetric polynomials of rank $n \geq 1$. We study the asymptotic behaviour of these measures as one of the two sets of…

Probability · Mathematics 2023-09-13 Amol Aggarwal , Alexei Borodin , Michael Wheeler

The scaling hypothesis for the coupled chotic map lattices (CML) is formulated. Scaling properties of the CML in the regime of extensive chaos observed numerically before is justified analytically. The asymptotic Liapunov exponents spectrum…

Chaotic Dynamics · Physics 2007-05-23 D. Volchenkov , R. Lima

Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…

Methodology · Statistics 2022-09-20 Jinyong Hahn , Guido Kuersteiner , Maurizio Mazzocco

A bi-Heyting algebra validates the G\"odel-Dummett axiom $(p\to q)\vee (q\to p)$ iff the poset of its prime filters is a disjoint union of co-trees (i.e., order duals of trees). Bi-Heyting algebras of this kind are called bi-G\"odel…

Logic · Mathematics 2024-07-02 N. Bezhanishvili , M. Martins , T. Moraschini

We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…

Statistical Mechanics · Physics 2007-06-04 C. Vignat , A. Plastino

We define the cluster algebra associated with the Q-system for the Kirillov-Reshetikhin characters of the quantum affine algebra $U_q(\hat{\g})$ for any simple Lie algebra g, generalizing the simply-laced case treated in [Kedem 2007]. We…

Representation Theory · Mathematics 2009-10-20 Philippe Di Francesco , Rinat Kedem

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

Probability · Mathematics 2023-11-30 Elizabeth S. Meckes , Mark W. Meckes

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Probability · Mathematics 2020-03-13 Yukun He

In this paper, new context of Chinese Remainder Theorem (CRT) based analysis of combinatorial sequence generators has been presented. CRT is exploited to establish fixed patterns in LFSR sequences and underlying cyclic structures of finite…

Cryptography and Security · Computer Science 2015-04-07 Muhammad Asad Khan , Amir Ali Khan , Fauzan Mirza