Related papers: On $\mathbf{2\times2}$ determinants originating fr…

We consider the smallest eigenvalue distributions of some Freud unitary ensembles, that is, the probabilities that all the eigenvalues of the Hermitian matrices from the ensembles lie in the interval $(t,\infty)$. This problem is related to…

Many important statistical models fall outside classical moment-based methods due to the non-existence of moments or moment generating functions. We propose a generalised probabilistic framework in which densities are replaced by pairs…

A new class of integer-valued autoregressive models with dynamic survival probability is proposed. The peculiarity of this class of models lies on the specification of the survival probability through a stochastic recurrence equation. The…

We study the frog model on $\mathbb{Z}$ with particle wise discrete Weibull lifetimes. Each particle has an i.i.d. survival parameter $\pi\in(0,1)$; conditionally on $\pi=p$, its lifetime $\Xi$ satisfies \[ P(\Xi\ge k\mid…

Self-similarity may originate from two origins, i.e., the process memory and the process' increments ``infinite'' variance. A distinction is attempted by employing the natural time \chi. Concerning the first origin, we analyze recent data…

We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…

Let $w$ be a semiclassical weight which is generic in Magnus's sense, and $(p_n)_{n=0}^\infty$ the corresponding sequence of orthogonal polynomials. The paper expresses the Christoffel--Darboux kernel as a sum of products of Hankel integral…

Extended cure survival models enable to separate covariates that affect the probability of an event (or `long-term' survival) from those only affecting the event timing (or `short-term' survival). We propose to generalize the bounded…

We prove that a large class of discrete-time insurance surplus processes converge weakly to a generalized Ornstein-Uhlenbeck process, under a suitable re-normalization and when the time-step goes to 0. Motivated by ruin theory, we use this…

We give an asymptotic formula for the $2k$th moment of a sum of multiplicative Steinhaus variables. This was recently computed independently by Harper, Nikeghbali and Radziwi\l\l. We also compute the $2k$th moment of a truncated…

Local and global well-posedness, along with finite time blow-up, are investigated for the following Hardy-H\'enon equation involving a quasilinear degenerate diffusion and a space-dependent superlinear source featuring a singular potential…

We study coexistence in discrete time multi-type frog models. We first show that for two types of particles on $\mathbb{Z}^d$, for $d\geq2$, for any jumping parameters $p_1, p_2 \in (0,1)$, coexistence occurs with positive probability for…

We study the derivative of the characteristic polynomial of $N \times N$ Haar distributed unitary matrices. We obtain the first explicit formulae for complex-valued moments when the spectral variable is inside the unit disc, in the limit $N…

The long time behaviour of the survival probability of initial state and its dependence on the initial states are considered, for the one dimensional free quantum particle. We derive the asymptotic expansion of the time evolution operator…

In this paper we investigate algebraic, differential and asymptotic properties of polynomials $p_n(x)$ that are orthogonal with respect to the complex oscillatory weight $w(x)=e^{i\omega x}$ on the interval $[-1,1]$, where $\omega>0$. We…

We give asymptotic formulae for random matrix averages of derivatives of characteristic polynomials over the groups USp(2N), SO(2N) and O^-(2N). These averages are used to predict the asymptotic formulae for moments of derivatives of…

We consider the Anderson model on the finite grid $G = \mathbb Z/L_1\mathbb Z\times\cdots\times\mathbb Z/L_d\mathbb Z$, defined by the random Hamiltonian $H_t=\Delta+tV$, where $\Delta$ is the discrete Laplacian and…

We study the Hankel determinants associated with the weight $$w(x;t)=(1-x^2)^{\beta}(t^2-x^2)^\alpha h(x),~x\in(-1,1),$$ where $\beta>-1$, $\alpha+\beta>-1$, $t>1$, $h(x)$ is analytic in a domain containing $[-1,1]$ and $h(x)>0$ for…

For any integer $m\geq 2$ and $r \in \{1,\dots, m\}$, let $f_n^{m,r}$ denote the number of $n$-Dyck paths whose peak's heights are $im+r$ for some integer $i$. We find the generating function of $f_n^{m,r}$ satisfies a simple algebraic…

Let $\{Z_n\}_{n\geq 0 }$ be a $d$-dimensional supercritical branching random walk started from the origin. Write $Z_n(S)$ for the number of particles located in a set $S\subset\mathbb{R}^d$ at time $n$. Denote by…