Related papers: Orthogonal Dice
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we…
By using a generalization of Sturm-Liouville problems in discrete spaces, a basic class of symmetric orthogonal polynomials of a discrete variable with four free parameters, which generalizes all classical discrete symmetric orthogonal…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
The article considers the multivariate stochastic orders of upper orthants, lower orthants and positive quadrant dependence (PQD) among simple max-stable distributions and their exponent measures. It is shown for each order that it holds…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
The interest in orthogonal polynomials and random Fourier series in numerous branches of science and a few studies on random Fourier series in orthogonal polynomials inspired us to focus on random Fourier series in Jacobi polynomials. In…
We show that a knowledge of diagonal partons at a low scale is sufficient to determine the off-diagonal (or skewed) distributions at a higher scale, to a good degree of accuracy. We quantify this observation by presenting results for the…
We study experimentally systems of orthogonal polynomials with respect to self-similar measures. When the support of the measure is a Cantor set, we observe some interesting properties of the polynomials, both on the Cantor set and in the…
Orthogonal arrays are a type of combinatorial design that were developed in the 1940s in the design of statistical experiments. In 1947, Rao proved a lower bound on the size of any orthogonal array, and raised the problem of constructing…
The pentagram map is a projectively natural iteration defined on polygons, and also on objects we call twisted polygons (a twisted polygon is a map from Z into the projective plane that is periodic modulo a projective transformation). We…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear…
We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
Given a solution to a recursive distributional equation, a natural (and non-trivial) question is whether the corresponding recursive tree process is endogenous. That is, whether the random environment almost surely defines the tree process.…
We develop a statistical mechanics approach for random networks with uncorrelated vertices. We construct equilibrium statistical ensembles of such networks and obtain their partition functions and main characteristics. We find simple…
In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…
We study multiple orthogonal polynomials exploiting their explicit determinantal representation in terms of moments. Our reasoning follows that applied to solve the Hermite-Pad\'{e} approximation and interpolation problems. We study also…