Related papers: Probabilistic models for Gram's Law
Finding hidden order within disorder is a common interest in material science, wave physics, and mathematics. The Riemann hypothesis, stating the locations of nontrivial zeros of the Riemann zeta function, tentatively characterizes…
Riemann zeta function is an important object of number theory. It was also used for description of disordered systems in statistical mechanics. We show that Riemann zeta function is also useful for the description of integrable model. We…
In Arguin & Tai (2018), the authors prove the convergence of the two-overlap distribution at low temperature for a randomized Riemann zeta function on the critical line. We extend their results to prove the Ghirlanda-Guerra identities. As a…
We investigate the simultaneous distribution of the fractional parts of $\{\alpha_1 \gamma, \alpha_2\gamma, \cdots, \alpha_n\gamma\}$, where $n\geq 2$, $\alpha_1$, $\alpha_2$, $\ldots$, $\alpha_n$ are fixed, distinct positive real numbers…
In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…
The location of zeros of the basic double sum over the square lattice is studied. This sum can be represented in terms of the product of the Riemann zeta function and the Dirichlet beta function, so that the assertion that all its…
In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…
A class of conserved models of wealth distributions are studied where wealth (or money) is assumed to be exchanged between a pair of agents in a population like the elastically colliding molecules of a gas exchanging energy. All sorts of…
We analyze complex networks under random matrix theory framework. Particularly, we show that $\Delta_3$ statistic, which gives information about the long range correlations among eigenvalues, provides a qualitative measure of randomness in…
The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma…
Assuming the Riemann hypothesis, we prove estimates for the variance of the real and imaginary part of the logarithm of the Riemann zeta-function in short intervals. We give three different formulations of these results. Assuming a…
One of the most famous problems in mathematics is the Riemann hypothesis: that the non-trivial zeros of the Riemann zeta function lie on a line in the complex plane. One way to prove the hypothesis would be to identify the zeros as…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…
Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…
A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of…
In numerous instances, the generalized exponential distribution can be used as an alternative to the most widely used non-regular family of distributions: Weibull, gamma, lognormal with three-parameters when analyzing lifetime or any skewed…
The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…
Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number theory, the winding number of complex brownian motion and the…