Related papers: Probabilistic models for Gram's Law
Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…
Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…
The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the…
Montgomery in 1973 introduced the pair correlation method to study the vertical distribution of Riemann zeta-function zeros. This work assumed the Riemann Hypothesis (RH). One striking application was a short proof that at least 2/3 of…
We continue our investigation of the distribution of the fractional parts of $a \gamma$, where $a$ is a fixed non-zero real number and $\gamma$ runs over the imaginary parts of the non-trivial zeros of the Riemann zeta function. We…
We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…
We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…
This paper studies the interplay between probability, number theory, and geometry in the context of relatively prime integers in the ring of integers of a number field. In particular, probabilistic ideas are coupled together with integer…
The Legendre type relation for the counting function of ordinary twin primes is reworked in terms of the inverse of the Riemann zeta function. Its analysis sheds light on the distribution of the zeros of the Riemann zeta function in the…
In this article, it is proved that the non-trivial zeros of the Riemann zeta function must lie on the critical line, known as the Riemann hypothesis.
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
We study distributions of differences of unscaled Riemann zeta zeros, $\gamma-\gamma^{'}$, at large distances. We show, that independently of the height, a subset of finite number of successive zeros knows the locations of lower level…
Fix a base B and let zeta have the standard exponential distribution; the distribution of digits of zeta base B is known to be very close to Benford's Law. If there exists a C such that the distribution of digits of C times the elements of…
Since the mathematicians of ancient Greece until Fermat, since Gauss until today; the way how the primes along the numerical straight line are distributed has become perhaps the most difficult math problem; many people believe that their…
Kossovsky recently conjectured that the distribution of leading digits of a chain of probability distributions converges to Benford's law as the length of the chain grows. We prove his conjecture in many cases, and provide an interpretation…
This paper presents an explanation of a possible mechanism underlying the shape of the universal curve of Scaling Law for Earthquake Recurrence Time Distributions. The presented simple stochastic cellular automaton model is reproducing the…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…