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Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$ and consider a simple symmetric random walk that is killed upon hitting one of the obstacles. For $d \geq 2$ and $p$ strictly above the critical…

Probability · Mathematics 2021-04-01 Jian Ding , Ryoki Fukushima , Rongfeng Sun , Changji Xu

We calculate the Hankel determinants of sequences of Bernoulli polynomials. This corresponding Hankel matrix comes from statistically estimating the variance in nonparametric regression. Besides its entries' natural and deep connection with…

Number Theory · Mathematics 2021-12-20 Lin Jiu , Ye Li

A second order linear integro-differential equation with Volterra integral operator and strong singularities at the endpoints (zero and infinity) is considered. Under limit conditions at the singular points, and some natural assumptions,…

Risk Management · Quantitative Finance 2015-11-30 Tatiana Belkina , Nadezhda Konyukhova , Sergey Kurochkin

We study the monic polynomials orthogonal with respect to a symmetric perturbed Gaussian weight $$ w(x;t):=\mathrm{e}^{-x^2}\left(1+t\: x^2\right)^\lambda,\qquad x\in \mathbb{R}, $$ where $t> 0,\;\lambda\in \mathbb{R}$. This weight is…

Mathematical Physics · Physics 2023-08-21 Chao Min , Yang Chen

We consider the Hankel determinant and orthogonal polynomials with respect to the deformed Laguerre weight $w(x; t) = {x^\alpha }{\mathrm e^{ - x}}{(x + t)^\lambda },\; x\in \mathbb{R}^{+} $ with parameters $\alpha > -1,\; t > 0$ and…

Mathematical Physics · Physics 2026-05-13 Chao Min , Xiaoqing Wu

Let $\mathcal{A}$ denote the class of analytic functions $f$ such that $f(0)=0$ and $f'(0)=1$ in the unit disk $\mathbb{D}:=\{z \in \mathbb{C}: |z|<1\}.$ We examine the properties of the class $\mathcal{C}(\varphi)$ defined as…

Complex Variables · Mathematics 2026-04-21 Vasudevarao Allu , Shobhit Kumar

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

Probability · Mathematics 2026-03-13 Mykola Pratsiovytyi , Dmytro Karvatskyi , Oleg Makarchuk

We study $n\times n$ Hankel determinants constructed with moments of a Hermite weight with a Fisher-Hartwig singularity on the real line. We consider the case when the singularity is in the bulk and is both of root-type and jump-type. We…

Mathematical Physics · Physics 2018-03-08 Christophe Charlier , Alfredo Deaño

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

Probability · Mathematics 2016-08-16 J. Ben Hough , Manjunath Krishnapur , Yuval Peres , Bálint Virág

We continue with the study of the Hankel determinant, $$ D_{n}(t,\alpha):=\det\left(\int_{0}^{\infty}x^{j+k}w(x;t,\alpha)dx\right)_{j,k=0 }^{n-1}, $$ generated by singularly perturbed Laguerre weight, $$ w(x;t,\alpha):=x^{\alpha}{\rm…

Classical Analysis and ODEs · Mathematics 2015-04-10 Min Chen , Yang Chen

In this paper we confirm several conjectures of Z.-W. Sun on Hankel-type determinants for some combinatorial sequences including Franel numbers, Domb numbers and Ap\'ery numbers. For any nonnegative integer $n$, define…

Combinatorics · Mathematics 2018-08-03 Bao-Xuan Zhu , Zhi-Wei Sun

This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating that numerous models display 2-period finite dependence. We…

Econometrics · Economics 2024-05-22 Yu Hao , Hiroyuki Kasahara

The survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…

Statistical Mechanics · Physics 2011-02-15 Eugenio Urdapilleta

We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…

Probability · Mathematics 2014-11-13 Gwo Dong Lin , Jordan Stoyanov

For small $r$ the Hankel determinants $d_r(n)$ of the sequence $\left({2n+r\choose n}\right)_{n\ge 0}$ are easy to guess and show an interesting modular pattern. For arbitrary $r$ and $n$ no closed formulae are known, but for each positive…

Combinatorics · Mathematics 2018-10-30 Johann Cigler , Mike Tyson

We obtain asymptotics of large Hankel determinants whose weight depends on a one-cut regular potential and any number of Fisher-Hartwig singularities. This generalises two results: 1) a result of Berestycki, Webb and Wong [5] for root-type…

Mathematical Physics · Physics 2018-02-28 Christophe Charlier

In this paper we investigate the survival probability, \theta_n, in high-dimensional statistical physical models, where \theta_n denotes the probability that the model survives up to time n. We prove that if the r-point functions scale to…

Probability · Mathematics 2011-10-05 Remco van der Hofstad , Mark Holmes

In this paper we consider the finite time minimum survival probability and ultimate minimum survival probability in a two ? dimensional risk modal perturbed by diffusion Using some properties of the minimum survival probability we obtain…

Statistics Theory · Mathematics 2013-08-30 Chol-Ho Kim , Gwang-Ryong Han

In this paper, we consider polynomials orthogonal with respect to a varying perturbed Laguerre weight $e^{-n(z-\log z+t/z)}$ for $t<0$ and $z$ on certain contours in the complex plane. When the parameters $n$, $t$ and the degree $k$ are…

Classical Analysis and ODEs · Mathematics 2016-01-20 Shuai-Xia Xu , Dan Dai , Yu-Qiu Zhao

Taking the two-dimensional $\phi^4$ theory as an example, we numerically solve the deterministic equations of motion with random initial states. Short-time behavior of the solutions is systematically investigated. Assuming that the…

Statistical Mechanics · Physics 2009-10-31 B. Zheng , M. Schulz , S. Trimper