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The Ginibre point process is one of the main examples of deter- minantal point processes on the complex plane. It forms a recurring model in stochastic matrix theory as well as in pratical applications. However, this model has mostly been…

Probability · Mathematics 2018-07-30 Laurent Decreusefond , Ian Flint , Anaïs Vergne

We study Palm measures of determinantal point processes with $J$-Hermitian correlation kernels. A point process $\mathbb{P}$ on the punctured real line $\mathbb{R}^* = \mathbb{R}_{+} \sqcup \mathbb{R}_{-}$ is said to be $\textit{balanced…

Probability · Mathematics 2015-12-24 Alexander I. Bufetov , Yanqi Qiu

We study the characteristic polynomial $p_{n}(x)=\prod_{j=1}^{n}(|z_{j}|-x)$ where the $z_{j}$ are drawn from the Mittag-Leffler ensemble, i.e. a two-dimensional determinantal point process which generalizes the Ginibre point process. We…

Mathematical Physics · Physics 2022-05-24 Sung-Soo Byun , Christophe Charlier

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

We present an exact, closed-form expression for the Newtonian potential of the characteristic function associated with two overlapping discs in the plane. This setting naturally arises when discretising nonlocal interaction terms present in…

Analysis of PDEs · Mathematics 2025-12-22 Andrés Miniguano-Trujillo

We compute the multiplicative constant in the large gap asymptotics of the Meijer-G point process. This point process generalizes the Bessel point process and appears at the hard edge of Cauchy--Laguerre multi-matrix models and of certain…

Mathematical Physics · Physics 2020-10-23 Christophe Charlier , Jonatan Lenells , Julian Mauersberger

We consider independent and $m$-dependent two-dimensional oriented site percolation with open-site density close to one started from Bernoulli product measures. We show that the probability of an occupied interval in the former process…

Probability · Mathematics 2020-11-24 Achillefs Tzioufas

We introduce a three-dimensional random point field using the concept of the quaternion determinant. Orthogonal polynomials on the space of pure quaternions are defined, and used to construct a kernel function similar to the Ginibre kernel.…

Probability · Mathematics 2018-05-23 Vladislav Kargin

Consider a random matrix of size $N$ as an additive deformation of the complex Ginibre ensemble under a deterministic matrix $X_0$ with a finite rank, independent of $N$. When some eigenvalues of $X_0$ separate from the unit disk, outlier…

Probability · Mathematics 2022-06-30 Dang-Zheng Liu , Lu Zhang

We study some asymptotic properties of cylinder processes in the plane defined as union sets of dilated straight lines (appearing as mutually overlapping infinitely long strips) derived from a stationary independently marked point process…

Probability · Mathematics 2021-05-21 Daniela Flimmel , Lothar Heinrich

Recently, observations with the Hubble Space Telescope have revealed small stellar discs embedded in the nuclei of a number of ellipticals and S0s. In this paper we construct two-integral axisymmetric models for such systems. We calculate…

Astrophysics · Physics 2015-06-24 Frank C. van den Bosch , P. Tim de Zeeuw

Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…

Classical Analysis and ODEs · Mathematics 2019-06-27 Marco Stevens

We calculate the asymptotic average rate at which a generic geodesic on a finite area hyperbolic 2-orbifold returns to an embedded disc on the surface, as well as the average amount of time it spends in the disc during each visit. This…

Geometric Topology · Mathematics 2009-04-21 Andrew Haas

We discuss the mean and variance of the number \textquotedblleft point-particles\textquotedblright\ $\sharp _{D_{R}}$\ inside a disk $D_{R}$ centered at the origin of the complex plane $\mathbb{C}$ and of radius $R>0$ with respect to a…

Mathematical Physics · Physics 2023-08-09 Zouhaïr Mouayn , Mohamed Mahboubi , Othmane El Moize

In this work, we present a complete characterization of the covariance structure of number statistics in boxes for hyperuniform point processes. Under a standard integrability assumption, the covariance depends solely on the overlap of the…

Probability · Mathematics 2026-05-26 Jonas Jalowy , Hanna Stange

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that…

Differential Geometry · Mathematics 2019-04-11 Ulrich Menne

Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…

Probability · Mathematics 2012-07-18 Olga Aryasova , Alessandro De Gregorio , Enzo Orsingher

We compute the pointwise asymptotics of orthogonal polynomials with respect to a general class of pure point measures supported on finite sets as both the number of nodes of the measure and also the degree of the orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jinho Baik , Thomas Kriecherbauer , Ken T. -R. McLaughlin , Peter D. Miller

For a hyperbolic Brownian motion on the Poincar\'e half-plane $\mathbb{H}^2$, starting from a point of hyperbolic coordinates $z=(\eta, \alpha)$ inside a hyperbolic disc $U$ of radius $\bar{\eta}$, we obtain the probability of hitting the…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Enzo Orsingher
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