Related papers: GUE corners process in boundary-weighed six-vertex…
We study learning of probability distributions characterized by an unknown symmetry direction. Based on an entropic performance measure and the variational method of statistical mechanics we develop exact upper and lower bounds on the…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…
We present two new connections between the inhomogeneous stochastic higher spin six vertex model in a quadrant and integrable stochastic systems from the Macdonald processes hierarchy. First, we show how Macdonald $q$-difference operators…
We address the problem of searching for a change point in an anomalous process among a finite set of M processes. Specifically, we address a composite hypothesis model in which each process generates measurements following a common…
We study the asymptotic behavior of the maximum degree in the preferential attachment model with a choice-based edge-step. We add vertex type to the model and prove, among others types of behavior, the effect of condensation on multiple…
We introduce and study the writhe of a permutation, a circular variant of the well-known inversion number. This simple permutation statistics has several interpretations, which lead to some interesting properties. For a permutation sampled…
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…
We perform a numerical study of the F-model with domain-wall boundary conditions. Various exact results are known for this particular case of the six-vertex model, including closed expressions for the partition function for any system size…
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…
In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…
We study computational aspects of repulsive Gibbs point processes, which are probabilistic models of interacting particles in a finite-volume region of space. We introduce an approach for reducing a Gibbs point process to the hard-core…
We consider a new class of determinantal point processes in the complex plane coming from the ground state of free fermions associated with Berezin--Toeplitz operators. These processes generalize the Ginibre ensemble from random matrix…
In this paper we consider a simple model of random graph process with {\it hard} copying as follows: At each time step $t$, with probability $0<\alpha\leq 1$ a new vertex $v_t$ is added and $m$ edges incident with $v_t$ are added in the…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
We study the weak asymptotic behavior of the zeros of a family of a certain class of (generalized) hypergeometric polynomials, using the associated hypergeometric differential equation, as the parameters go to infinity. We describe the…
It is becoming increasingly common to see large collections of network data objects -- that is, data sets in which a network is viewed as a fundamental unit of observation. As a result, there is a pressing need to develop network-based…
We prove a composite case of the Cohen--Lenstra--Gerth heuristics. Specifically, we establish an asymptotic for the average $6$-torsion of the class group of quadratic number fields. We also prove Malle's conjecture for Galois…
We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…