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We utilize Cauchy's argument principle in combination with the Jacobian of a holomorphic function in several complex variables and the first moment of a ratio of two correlated complex normal random variables to prove explicit formulas for…

Probability · Mathematics 2022-01-10 Christopher Corley , Andrew Ledoan , Aaron Yeager

We consider two independent Gaussian processes that admit a representation in terms of a stochastic integral of a deterministic kernel with respect to a standard Wiener process. In this paper we construct two families of processes, from a…

Probability · Mathematics 2009-09-02 Xavier Bardina , David Bascompte

In this paper we analyze the probability distributions associated with rolling (possibly unfair) dice infinitely often. Specifically, given a $q$-sided die, if $x_i\in\{0,\ldots,q-1\}$ denotes the outcome of the $i^{\text{th}}$ toss, then…

Probability · Mathematics 2023-09-21 Douglas T. Pfeffer , J. Darby Smith , William Severa

We introduce and study a new type of convolution of probability measures called the orthogonal convolution, which is related to the monotone convolution. Using this convolution, we derive alternating decompositions of the free additive…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

This study is about the properties of the sets of objects associated in a structure resulting from multiple-processes involving chance as are materials whose texture is unordered and random. Being a paper scientist the author refers to the…

Materials Science · Physics 2015-12-29 Jacques Silvy

In this paper we discourse basises of representable algebras. This question lead to arithmetic problems. We prove algorithmical solvability of exponential-Diophantine equations in rings represented by matrices over fields of positive…

Rings and Algebras · Mathematics 2020-05-12 A. A. Chilikov , A. Ya. Belov

The normal distribution is used as a unified probability distribution, however, our researcher found that it is not good agreed with the real-life dynamical system's data. We collected and analyzed representative naturally occurring data…

Dynamical Systems · Mathematics 2020-11-06 Wei Ping Cheng , Zhi Hong Zhang , Pu Wang

Orthogonal polynomials are of fundamental importance in many fields of mathematics and science, therefore the study of a particular family is always relevant. In this manuscript, we present a survey of some general results of the Hermite…

Numerical Analysis · Mathematics 2020-02-18 Keith Y. Patarroyo

The use of discrete material representation in numerical models is advantageous due to the straightforward way it takes into account material heterogeneity and randomness, and the discrete and orientated nature of cracks. Unfortunately, it…

Computational Engineering, Finance, and Science · Computer Science 2023-06-29 Jan Eliáš

We consider a rectangular grid induced by the south-west records from the planar Poisson point process in $R^2_+$. A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate…

Probability · Mathematics 2012-06-07 Alexander Gnedin , Alexander Marynych

We introduce a new class of nonlinear Stochastic Differential Equations in the sense of McKean, related to non conservative nonlinear Partial Differential equations (PDEs). We discuss existence and uniqueness pathwise and in law under…

Probability · Mathematics 2015-04-16 Anthony Lecavil , Nadia Oudjane , Francesco Russo

Two closely related discrete probability distributions are introduced. In each case the support is a set of vectors in $\mathbb{R}^n$ obtained from the partitions of the fixed positive integer $n$. These distributions arise naturally when…

Combinatorics · Mathematics 2021-07-09 Andrew V. Sills

The theory of orthogonal polynomials on the unit circle is developed for a general class of weights leading to systems of recurrence relations and derivatives of the polynomials and their associated functions, and to functional-difference…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

In this last decade, an important stochastic model emerged: the Brownian map. It is the limit of various models of random combinatorial maps after rescaling: it is a random metric space with Hausdorff dimension 4, almost surely homeomorphic…

Probability · Mathematics 2020-01-22 Luca Lionni , Jean-François Marckert

We describe algorithms for finding harmonic cochains, an essential ingredient for solving elliptic partial differential equations in exterior calculus. Harmonic cochains are also useful in computational topology and computer graphics. We…

Computational Geometry · Computer Science 2011-12-02 Anil N. Hirani , Kaushik Kalyanaraman , Han Wang , Seth Watts

We explore some probabilistic applications arising in connections with $K$-theoretic symmetric functions. For instance, we determine certain corner distributions of random lozenge tilings and plane partitions. We also introduce some…

Combinatorics · Mathematics 2021-03-05 Damir Yeliussizov

We study two families of orthogonal polynomials. The first is a finite family related to the Askey-Wilson polynomials but the orthogonality is on the real line. A limiting case of this family is an infinite system of orthogonal polynomials…

Classical Analysis and ODEs · Mathematics 2022-05-12 Mourad E. H. Ismail , Ruiming Zhang , Keru Zhou

We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…

Mathematical Physics · Physics 2015-06-26 Saugata Ghosh

The Poisson and Martin boundaries for invariant random walks on the dual of the orthogonal quantum groups A_o(F), are identified with higher dimensional Podles spheres that we describe in terms of generators and relations. This provides the…

Operator Algebras · Mathematics 2008-03-04 Stefaan Vaes , Nikolas Vander Vennet

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt