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We consider directed last-passage percolation on the random graph G = (V,E) where V = Z and each edge (i,j), for i < j, is present in E independently with some probability 0 < p <= 1. To every present edge (i,j) we attach i.i.d. random…

Probability · Mathematics 2013-10-17 Sergey Foss , James Martin , Philipp Schmidt

We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…

Combinatorics · Mathematics 2007-05-23 Kurt Johansson

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

Functional Analysis · Mathematics 2024-09-23 Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner

We study the continuity and compactness of embeddings for radial Besov and Triebel-Lizorkin spaces with weights in the Muckenhoupt class $A_\infty$. The main tool is a discretization in terms of an almost orthogonal wavelet expansion…

Classical Analysis and ODEs · Mathematics 2015-04-07 Pablo L. De Nápoli , Irene Drelichman , Nicolas Saintier

We consider first passage percolation on sparse random graphs with prescribed degree distributions and general independent and identically distributed edge weights assumed to have a density. Assuming that the degree distribution satisfies a…

Probability · Mathematics 2012-10-26 Shankar Bhamidi , Remco van der Hofstad , Gerard Hooghiemstra

This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…

Probability · Mathematics 2009-11-24 Timo Seppalainen

This paper provides an overview of results, concerning longest or heaviest paths, in the area of random directed graphs on the integers along with some extensions. We study first-order asymptotics of heaviest paths allowing weights both on…

Probability · Mathematics 2018-08-09 Sergey Foss , Takis Konstantopoulos

We investigate the limiting distribution of the fluctuations of the maximal summand in a random partition of a large integer with respect to a multiplicative statistics. We show that for a big family of Gibbs measures on partitions (so…

Mathematical Physics · Physics 2009-11-11 A. Vershik , Yu. Yakubovich

We consider random matrices whose shape is the dilation $N\lambda$ of a self-conjugate Young diagram $\lambda$. In the large-$N$ limit, the empirical distribution of the squared singular values converges almost surely to a probability…

Probability · Mathematics 2026-01-26 Elia Bisi , Fabio Deelan Cunden

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We show that the ratio of a discrete Toeplitz/Hankel determinant and its continuous counterpart equals a Freholm determinant involving continuous orthogonal polynomials. This identity is used to evaluate a triple asymptotic of some discrete…

Probability · Mathematics 2013-05-20 Jinho Baik , Zhipeng Liu

Consider a sequence of Gibbsian line ensembles, whose lowest labeled curves (i.e., the edge) have tight one-point marginals. Then, given certain technical assumptions on the nature of the Gibbs property and underlying random walk measure,…

Probability · Mathematics 2022-01-26 Guillaume Barraquand , Ivan Corwin , Evgeni Dimitrov

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

Probability · Mathematics 2009-11-13 Jose A. Ramirez , Brian Rider

Cylindric plane partitions may be thought of as a natural generalization of reverse plane partitions. A generating series for the enumeration of cylindric plane partitions was recently given by Borodin. The first result of this paper is a…

Combinatorics · Mathematics 2012-04-23 Robin Langer

Our object of study is the asymptotic growth of heaviest paths in a charged (weighted with signed weights) complete directed acyclic graph. Edge charges are i.i.d. random variables with common distribution $F$ supported on $[-\infty,1]$…

Probability · Mathematics 2023-09-28 Sergey Foss , Takis Konstantopoulos , Bastien Mallein , Sanjay Ramassamy

Random growth models are fundamental objects in modern probability theory, have given rise to new mathematics, and have numerous applications, including tumor growth and fluid flow in porous media. In this article, we introduce some of the…

Probability · Mathematics 2018-04-17 Michael Damron

We obtain large $n$ asymptotics of $n \times n$ Hankel determinants whose weight has a one-cut regular potential and Fisher-Hartwig singularities. We restrict our attention to the case where the associated equilibrium measure possesses…

Mathematical Physics · Physics 2021-01-21 Christophe Charlier , Roozbeh Gharakhloo

We consider a variant of the continuous and discrete Ulam-Hammersley problems: we study the maximal length of an increasing path through a Poisson point process (or a Bernoulli point process) with the restriction that there must be minimal…

Probability · Mathematics 2019-03-13 Anne-Laure Basdevant , Lucas Gerin

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…

Computational Finance · Quantitative Finance 2013-04-10 Pierre Henry-Labordere , Nizar Touzi
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