Related papers: Some martingales associated with multivariate Bess…

This paper develops techniques to study the number of descents in random permutations via martingales. We relax an assumption in the Berry-Esseen theorem of Bolthausen (1982) to extend the theorem's scope to martingale differences of…

Bayesian diversity estimators are martingales converging almost surely and in mean with common limit and local behavior with plug in estimators.

Functions like the exponential, Chebyshev polynomials, and monomial symmetric polynomials are preeminent among all special functions. They have simple definitions and can be expressed using easily specified integers like n!. Families of…

We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…

Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…

Let A be a subspace arrangement and let chi(A,t) be the characteristic polynomial of its intersection lattice L(A). We show that if the subspaces in A are taken from L(B_n), where B_n is the type B Weyl arrangement, then chi(A,t) counts a…

Let $b_d$ be the Weyl symbol of the inverse to the harmonic oscillator on $\R^d$. We prove that $b_d$ and its derivatives satisfy convenient bounds of Gevrey and Gelfand-Shilov type, and obtain explicit expressions for $b_d$. In the…

An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of…

We give an effective method to compute the entropy for polynomials orthogonal on a segment of the real axis that uses as input data only the coefficients of the recurrence relation satisfied by these polynomials. This algorithm is based on…

Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

Character polynomials are used to study the restriction of a polynomial representation of a general linear group to its subgroup of permutation matrices. A simple formula is obtained for computing inner products of class functions given by…

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero…

A new class of bivariate poly-analytic Hermite polynomials is considered. We show that they are realizable as the Fourier-Wigner transform of the univariate complex Hermite functions and form a nontrivial orthogonal basis of the classical…

In this paper we study Appell polynomials by connecting them to random variables. This probabilistic approach yields, e.g., the mean value property which is fundamental in the sense that many other properties can be derived from it. We also…

We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…

We characterize the biorthogonal polynomials that appear in the theory of coupled random matrices via a Riemann-Hilbert problem. Our Riemann-Hilbert problem is different from the ones that were proposed recently by Ercolani and McLaughlin,…

We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…

The hyperoctahedral group is the Weyl group of type B and is associated with a two-parameter family of differential-difference operators T_i, i=1,..,N (the dimension of the underlying Euclidean space). These operators are analogous to…

We consider $d$-dimensional random vectors $Y_1,\dots,Y_n$ that satisfy a mild general position assumption a.s. The hyperplanes \begin{align*} (Y_i-Y_j)^\perp\;\; (1\le i<j\le n). \end{align*} generate a conical tessellation of the…