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We prove the existence of a limit shape and give its explicit description for certain probability distribution on signatures (or highest weights for unitary groups). The distributions have representation theoretic origin-they encode…

Representation Theory · Mathematics 2015-06-30 Alexei Borodin , Alexey Bufetov , Grigori Olshanski

For a given graph $G$, each partition of the vertices has a modularity score, with higher values indicating that the partition better captures community structure in $G$. The modularity $q^*(G)$ of the graph $G$ is defined to be the maximum…

Combinatorics · Mathematics 2022-12-22 Colin McDiarmid , Fiona Skerman

Counting permutations of $[n]$ by the number of records, i.e. left-to-right maxima, is a classic problem in combinatorial enumeration. In the first volume of ``The Art of Computer Programming", Donald Knuth demonstrated its relevance for…

Combinatorics · Mathematics 2025-01-14 Boris Pittel

Our first result is a noncommutative form of Jessen/Marcinkiewicz/Zygmund theorem for the maximal limit of multiparametric martingales or ergodic means. It implies bilateral almost uniform convergence with initial data in the expected…

Functional Analysis · Mathematics 2019-10-24 José M. Conde-Alonso , Adrián M. González-Pérez , Javier Parcet

We calculate the expectation value of an arbitrary product of characteristic polynomials of complex random matrices and their hermitian conjugates. Using the technique of orthogonal polynomials in the complex plane our result can be written…

High Energy Physics - Theory · Physics 2010-04-05 G. Akemann , G. Vernizzi

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

We consider the Norros-Reittu random graph $NR_n(\textbf{w})$, where edges are present independently but edge probabilities are moderated by vertex weights, and use probabilistic arguments based on martingales to analyse the component sizes…

Probability · Mathematics 2023-08-02 Umberto De Ambroggio , Angelica Pachon

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

Methodology · Statistics 2009-09-07 Christopher S. Withers , Saralees Nadarajah

Let $\chi(A)$ denote the characteristic polynomial of a matrix $A$ over a field; a standard result of linear algebra states that $\chi(A^{-1})$ is the reciprocal polynomial of $\chi(A)$. More formally, the condition $\chi^n(X)…

Combinatorics · Mathematics 2015-10-09 Yaroslav Shitov

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…

Probability · Mathematics 2013-02-27 Joseph Najnudel , Ashkan Nikeghbali , Alain Rouault

We present the results of systematic numerical computations relating to the extreme value statistics of the characteristic polynomials of random unitary matrices drawn from the Circular Unitary Ensemble (CUE) of Random Matrix Theory. In…

Statistical Mechanics · Physics 2018-10-24 Yan V. Fyodorov , Sven Gnutzmann , Jonathan P. Keating

Graham and Lov\'{a}sz conjectured in 1978 that the sequence of normalized coefficients of the distance characteristic polynomial of a tree of order $n$ is unimodal with the maximum value occurring at $\lfloor\frac{n}{2}\rfloor$. In this…

Combinatorics · Mathematics 2022-06-16 Aida Abiad , Boris Brimkov , Sakander Hayat , Antonina P. Khramova , Jack H. Koolen

The behavior of the maximal displacement of a supercritical branching random walk has been a subject of intense studies for a long time. But only recently the case of time-inhomogeneous branching has gained focus. The contribution of this…

Probability · Mathematics 2021-12-23 Bastien Mallein , Piotr Miłoś

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

Probability · Mathematics 2007-07-17 Gerard Ben Arous , Alice Guionnet

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

Probability · Mathematics 2024-12-10 Ronan Herry , Dominique Malicet , Guillaume Poly

The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…

Probability · Mathematics 2015-09-29 Carl Mueller , Shannon Starr

Let $M(\chi)$ denote the maximum of $|\sum_{n\le N}\chi(n)|$ for a given non-principal Dirichlet character $\chi \pmod q$, and let $N_\chi$ denote a point at which the maximum is attained. In this article we study the distribution of…

Number Theory · Mathematics 2020-06-29 Jonathan Bober , Leo Goldmakher , Andrew Granville , Dimitris Koukoulopoulos

For $r > 0$ and integers $t \ge n > 0$, we consider the following problem: maximize the amplitude $|x_t|$ at time $t$, over all complex solutions $x = (x_0, x_1, \dots)$ of arbitrary homogeneous linear difference equations of order $n$ with…

Complex Variables · Mathematics 2025-08-21 Dmitrii M. Ostrovskii , Pavel S. Shcherbakov

We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…

Functional Analysis · Mathematics 2010-09-09 Thierry Gallay , Denis Serre

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi