Related papers: The multiplicative constant for the Meijer-$G$ ker…
We consider the limiting process that arises at the hard edge of Muttalib--Borodin ensembles. This point process depends on $\theta > 0$ and has a kernel built out of Wright's generalized Bessel functions. In a recent paper, Claeys, Girotti…
The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…
Keeping in view applications to numerical simulations of the evolution of a nuclear reactor core around criticality, we use a general mathematical framework for describing the evolutions of multiplicative processes (processes involving…
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…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
We calculate in this paper the norm of composition, multiplicative and product operator, generated by multiplicative and measurable argument transformation between two different ordinary Lebesgue-Riesz and Grand Lebesgue spaces. We set…
In this paper, we critically examine the prevalent practice of using additive mixtures of Mat\'ern kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Mat\'ern kernels for…
As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…
In the series of lectures, we will discuss probability laws of random points, curves, and surfaces. Starting from a brief review of the notion of martingales, one-dimensional Brownian motion (BM), and the $D$-dimensional Bessel processes,…
The notation of generalized Bessel multipliers is obtained by a bounded operator on $\ell^2$ which is inserted between the analysis and synthesis operators. We show that various properties of generalized multipliers are closely related to…
Consider the product of $M$ quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary…
An important application of Lebesgue integral quadrature arXiv:1807.06007 is developed. Given two random processes, $f(x)$ and $g(x)$, two generalized eigenvalue problems can be formulated and solved. In addition to obtaining two Lebesgue…
Nonparametric kernel density estimation is a very natural procedure which simply makes use of the smoothing power of the convolution operation. Yet, it performs poorly when the density of a positive variable is to be estimated (boundary…
We construct the multilevel correlation kernel for the rising GUE eigenvalue process starting from a fixed initial configuration $x^{(m)}$, and show that it converges on short time scales (as quickly as $\text{polylog}(m)$) to the extended…
Linear second order differential equations having a large real parameter and turning point in the complex plane are considered. Classical asymptotic expansions for solutions involve the Airy function and its derivative, along with two…
To target challenges in differentiable optimization we analyze and propose strategies for derivatives of the Mat\'ern kernel with respect to the smoothness parameter. This problem is of high interest in Gaussian processes modelling due to…
We consider the gap probability for the Bessel process in the single-time and multi-time case. We prove that the scalar and matrix Fredholm determinants of such process can be expressed in terms of determinants of integrable kernels \`a la…
We give explicit numerical values with 100 decimal digits for the Mertens constant involved in the asymptotic formula for $\sum\limits_{\substack{p\leq x p\equiv a \bmod{q}}}1/p$ and, as a by-product, for the Meissel-Mertens constant…
We study the joint probability generating function for $k$ occupancy numbers on disjoint intervals in the Bessel point process. This generating function can be expressed as a Fredholm determinant. We obtain an expression for it in terms of…
We investigate the hard edge scaling limit of the ensemble defined by the squared singular values of the product of two coupled complex random matrices. When taking the coupling parameter to be dependent on the size of the product matrix,…