Related papers: Random derangements and the Ewens Sampling Formula
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…
The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…
We study the one-dimensional quantum Heisenberg ferromagnet with exchange couplings exhibiting long-range correlated disorder with power spectrum proportional to $1/k^{\alpha}$, where $k$ is the wave-vector of the modulations on the random…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
Markov chains are a convenient means of generating realizations of networks, since they require little more than a procedure for rewiring edges. If a rewiring procedure exists for generating new graphs with specified statistical properties,…
S=1/2 quantum spin chains and ladders with random exchange coupling are studied by using an effective low-energy field theory and transfer matrix methods. Effects of the nonlocal correlations of exchange couplings are investigated…
The spacing of nearest levels of the spectrum of a complex network can be regarded as a time series. Joint use of Multi-fractal Detrended Fluctuation Approach (MF-DFA) and Diffusion Entropy (DE) is employed to extract characteristics from…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
Assume that one observes the $k$th, $2k$th$,\ldots,nk$th value of a Markov chain $X_{1,h},\ldots,X_{nk,h}$. That means we assume that a high frequency Markov chain runs in the background on a very fine time grid but that it is only observed…
We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…
We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…
Given samples from two distributions over an $n$-element set, we wish to test whether these distributions are statistically close. We present an algorithm which uses sublinear in $n$, specifically, $O(n^{2/3}\epsilon^{-8/3}\log n)$,…
Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…
We use extensive density matrix renormalization group (DMRG) calculations to explore the phase diagram of the random S=1 antiferromagnetic Heisenberg chain with a power-law distribution of the exchange couplings. We use open chains and…
It is a well-known fact that genetic sequences may contain sections with repeated units, called repeats, that differ in length over a population, with a length distribution of geometric type. A simple class of recombination models with…
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of distributions, given one \emph{single} sample from each distribution. We study mean estimation and linear…
Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…