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We give an analytic proof of the asymptotic behaviour of the moments of moments of the characteristic polynomials of random symplectic and orthogonal matrices. We therefore obtain alternate, integral expressions for the leading order…

Mathematical Physics · Physics 2024-12-03 J. C. Andrade , C. G. Best

We study J\'anossy densities of a randomly thinned Airy kernel determinantal point process. We prove that they can be expressed in terms of solutions to the Stark and cylindrical Korteweg-de Vries equations; these solutions are Darboux…

Mathematical Physics · Physics 2024-04-22 Tom Claeys , Gabriel Glesner , Giulio Ruzza , Sofia Tarricone

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

Functional Analysis · Mathematics 2018-10-11 Alexandros Eskenazis , Piotr Nayar , Tomasz Tkocz

We consider the system of one-sided reflected Brownian motions which is in variational duality with Brownian last passage percolation. We show that it has integrable transition probabilities, expressed in terms of Hermite polynomials and…

Probability · Mathematics 2021-08-30 Mihai Nica , Jeremy Quastel , Daniel Remenik

New formulas for the nth moment of the Askey-Wilson polynomials are given. These are derived using analytic techniques, and by considering three combinatorial models for the moments: Motzkin paths, matchings, and staircase tableaux. A…

Combinatorics · Mathematics 2013-02-11 Jang Soo Kim , Dennis Stanton

This paper presents a novel method for computing certain particle locations in the multi-species $q$-TAZRP (totally asymmetric zero range process). The method is based on a decomposition of the process into its discrete-time embedded Markov…

Probability · Mathematics 2022-06-01 Jeffrey Kuan

Kasraoui, Stanton and Zeng, and Kim, Stanton and Zeng introduced certain $q$-analogues of Laguerre and Charlier polynomials. The moments of these orthogonal polynomials have combinatorial models in terms of crossings in permutations and set…

Combinatorics · Mathematics 2017-09-13 Matthieu Josuat-Vergès , Martin Rubey

When the number of subjects, $n$, is large, paired comparisons are often sparse. Here, we study statistical inference in a class of paired comparison models parameterized by a set of merit parameters, under an Erd\"{o}s--R\'{e}nyi…

Statistics Theory · Mathematics 2025-11-17 Qiuping Wang , Lu Pan , Ting Yan

The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…

Probability · Mathematics 2024-05-10 Will Sawin , Melanie Matchett Wood

The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process, recently introduced by Matetski, Quastel, Remenik (arXiv:1701.00018), that describes the limit fluctuations of the height function associated to the totally asymmetric simple…

Probability · Mathematics 2019-12-18 Leandro P. R. Pimentel

There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…

Mathematical Physics · Physics 2023-04-21 Theodoros Assiotis , Edward Eriksson , Wenqi Ni

We consider the periodic totally asymmetric simple exclusion process with a general initial condition that properly approximates a periodic upper-semicontinuous function. We find the large time limit of the rescaled space-time multipoint…

Probability · Mathematics 2026-03-03 Jinho Baik , Yuchen Liao , Zhipeng Liu

In this note we give a combinatorial and non-computational proof of the asymptotics of the integer moments of the moments of the characteristic polynomials of Haar distributed unitary matrices as the size of the matrix goes to infinity.…

Probability · Mathematics 2020-02-18 Theodoros Assiotis , Jonathan P. Keating

We prove Airy process variational formulas for the one-point probability distribution of (discrete time parallel update) TASEP with general initial data, as well as last passage percolation from a general lattice path to a point. We also…

Probability · Mathematics 2015-08-13 Ivan Corwin , Zhipeng Liu , Dong Wang

The periodic KPZ fixed point is the conjectural universal limit of the KPZ universality class models on a ring when both the period and time critically tend to infinity. For the case of the periodic narrow wedge initial condition, we…

Probability · Mathematics 2025-05-27 Jinho Baik , Zhipeng Liu

The extended Airy kernel describes the space-time correlation functions for the Airy process, which is the limiting process for a polynuclear growth model. The Airy functions themselves are given by integrals in which the exponents have a…

Probability · Mathematics 2007-05-23 Craig A. Tracy , Harold Widom

We consider the asymmetric simple exclusion process on $\mathbb{Z}$ with a single second class particle initially at the origin. The first class particles form two rarefaction fans which come together at the origin, where the large time…

Probability · Mathematics 2020-06-24 Peter Nejjar

In this paper, we give a formulation of the variational iteration method that makes it suitable for the analysis of the solutions of Klein-Gordon equations with variable coefficients. We particularly study a Klein-Gordon problem which has…

Analysis of PDEs · Mathematics 2023-12-04 Shohreh Gholizadeh Siahmazgi , Stephen B. Robinson

In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…

Probability · Mathematics 2017-02-09 Franziska Kühn

The term 'KPZ' stands for the initials of three physicists, namely Kardar, Parisi and Zhang, which, in 1986 conjectured the existence of universal scaling behaviours for many random growth processes in the plane. A process is said to belong…

Probability · Mathematics 2024-10-11 Pantelis Tassopoulos