Related papers: Maximum of the characteristic polynomial for a ran…

We consider a random walk on the support of an ergodic simple point process on R^d, d>1, furnished with independent energy marks. The jump rates of the random walk decay exponentially in the jump length and depend on the energy marks via a…

We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and…

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

We consider asymptotics for the maximum of a modulated random walk whose increments $\xi_n^{X_n}$ are heavy-tailed. Of particular interest is the case where the modulating process $X$ is regenerative. Here we study also the maximum of the…

We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…

In this article, we study the maximal displacement of critical branching random walk in random environment. Let $M_n$ be the maximal displacement of a particle in generation $n$, and $Z_n$ be the total population in generation $n$, $M$ be…

We define $PC$-polynomial of graph which is related to clique, (in)dependence and matching polynomials. The growth rate of partially commutative monoid is equal to the largest root $\beta(G)$ of $PC$-polynomial of the corresponding graph.…

We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint…

Let $(X_{jk})_{j,k\geq 1}$ be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let $\la_{n,1},...,\la_{n,n}$ be the eigenvalues of $(\frac{1}{\sqrt{n}}X_{jk})_{1\leq j,k\leq n}$. The strong circular law…

For a widely used hub-and-spoke closed product-form network consisting of an infinite-server node and several single-server queues, we characterize the maximum queue-length distribution in various operational regimes by leveraging a novel…

Motivated by the problem of computing the distribution of the largest distance $d_{\max}$ between $n$ random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet…

We prove distributional results for mixed character sums \begin{equation*} \sum_{n\le x }\chi(n)e(n\theta), \end{equation*} for fixed $\theta\in [0,1]$ and random character $\chi \pmod q$, as well as for a fixed character $\chi$ and…

We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…

Let $\Gamma$ be the fundamental group of a closed orientable surface of genus at least two. Consider the composition of a uniformly random element of $\mathrm{Hom}(\Gamma,S_n)$ with the $(n-1)$-dimensional irreducible representation of…

A connection is made between the random turns model of vicious walkers and random permutations indexed by their increasing subsequences. Consequently the scaled distribution of the maximum displacements in a particular asymmeteric version…

For a permutation $\pi$ the major index of $\pi$ is the sum of all indices $i$ such that $\pi_i > \pi_{i+1}$. It is well known that the major index is equidistributed with the number of inversions over all permutations of length $n$. In…

Let $N_n$ be an $n\times n$ complex random matrix, each of whose entries is an independent copy of a centered complex random variable $z$ with finite non-zero variance $\sigma^{2}$. The strong circular law, proved by Tao and Vu, states that…

We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…

We obtain an explicit upper bound on the size of the coefficients of the elliptic modular polynomials $\Phi_N$ for any $N\geq1$. These polynomials vanish at pairs of $j$-invariants of elliptic curves linked by cyclic isogenies of degree…

We consider random walk on a finite group $G$ as follows. We can consider $G$ as a group of substitutions. Randomly (i.e. with probability $U(g)=|G|^{-1}$ ) we choose a substitution $g \in G$ and execute it twice in a row, i.e. execute a…