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We determine the full persistence probability distribution for a non-Markovian stochastic process, motivated by first-passage questions arising in interacting spin systems and allied systems. We show that this distribution is governed by a…

Mathematical Physics · Physics 2026-03-31 Ivan Dornic , Robert Conte

Painleve's transcendental differential equation P_{VI} may be expressed as the consistency condition for a pair of linear differential equations with 2 by 2 matrix coefficients with rational entries. By a construction due to Tracy and…

Functional Analysis · Mathematics 2024-09-24 Gordon Blower

In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially,…

Probability · Mathematics 2023-05-17 Emanuele Dolera , Edoardo Mainini

The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…

Mathematical Physics · Physics 2009-11-10 N. S. Witte

The six Painlev\'e transcendants which originally appeared in the studies of ordinary differential equations have been found numerous applications in physical problems. The well-known examples among which include symmetry reduction of the…

Classical Analysis and ODEs · Mathematics 2010-08-04 Yang Chen , Lun Zhang

The $\tau$-function theory of Painlev\'e systems is used to derive recurrences in the rank $n$ of certain random matrix averages over U(n). These recurrences involve auxilary quantities which satisfy discrete Painlev\'e equations. The…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…

Probability · Mathematics 2025-12-03 Jan de Gier , William Mead , Daniel Remenik , Michael Wheeler

We study the return probability and its imaginary ($\tau$) time continuation after a quench from a domain wall initial state in the XXZ spin chain, focusing mainly on the region with anisotropy $|\Delta|< 1$. We establish exact Fredholm…

Statistical Mechanics · Physics 2017-11-06 Jean-Marie Stéphan

We consider the Hankel determinant generated by the moments of the even weight function ${\rm e}^{-x^2}(A+B\theta(x^2-a^2)), x\in(-\infty,+\infty), a>0, A\ge0, A+B\ge0$. It is intimately related to the gap probability of the Gaussian…

Mathematical Physics · Physics 2024-10-23 Shengjie Zhang , Shulin Lyu

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

We study the dynamics of ordering in ferromagnets via Monte Carlo simulations of the Ising model, employing the Glauber spin-flip mechanism, in space dimensions $d=2$ and $3$. Results for the persistence probability and the domain growth…

Statistical Mechanics · Physics 2015-01-22 Saikat Chakraborty , Subir K. Das

We investigate the effects of non-commutative geometry on the topological aspects of gauge theory using a non-perturbative formulation based on the twisted reduced model. The configuration space is decomposed into topological sectors…

High Energy Physics - Theory · Physics 2011-07-19 Hajime Aoki , Jun Nishimura , Yoshiaki Susaki

Consider binary observations whose response probability is an unknown smooth function of a set of covariates. Suppose that a prior on the response probability function is induced by a Gaussian process mapped to the unit interval through a…

Statistics Theory · Mathematics 2007-06-13 Subhashis Ghosal , Anindya Roy

This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…

Probability · Mathematics 2018-08-23 Emanuele Dolera , Eugenio Regazzini

Okamoto has obtained a sequence of $\tau$-functions for the \PVI system expressed as a double Wronskian determinant based on a solution of the Gauss hypergeometric equation. Starting with integral solutions of the Gauss hypergeometric…

Mathematical Physics · Physics 2009-09-29 P. J. Forrester , N. S. Witte

We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to…

Probability · Mathematics 2016-03-31 Karl Liechty , Dong Wang

We revisit the study of the emptiness formation probability, the probability of forming a sequence of $\ell$ spins with the same ferromagnetic orientation in the ground-state of a quantum spin chain. We focus on two different examples,…

Statistical Mechanics · Physics 2014-05-21 Jean-Marie Stéphan

The Painlev\'e transcendents discovered at the turn of the XX century by pure mathematical reasoning, have later made their surprising appearance -- much in the way of Wigner's "miracle of appropriateness" -- in various problems of…

Mathematical Physics · Physics 2015-06-04 Eugene Kanzieper

In this work we show that the $ N\times N $ Toeplitz determinants with the symbols $ z^{\mu}\exp(-{1/2}\sqrt{t}(z+1/z)) $ and $ (1+z)^{\mu}(1+1/z)^{\nu}\exp(tz) $ -- known $\tau$-functions for the \PIIIa and \PV systems -- are characterised…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

The reciprocal symmetry $f_s(z)=f_s(1/z)$ of the KNO-violating term in proton--proton charged-multiplicity distributions, observed at $\sqrt{s}=7$, $8$ and $13$ TeV, implies that the function $h(u)\equiv f_s(e^u)$ is even in $u=\ln z$. Each…

High Energy Physics - Phenomenology · Physics 2026-05-12 Mustapha Ouchen , Alex Prygarin , Claudelle Capasia Madjuogang Sandeu
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