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

In this article, we show that a linear combination $X$ of $n$ independent, unbiased Bernoulli random variables $\{X_k\}$ can match the first $2n$ moments of a random variable $Y$ which is uniform on an interval. More generally, for each $p…

We introduce a setup of model uncertainty in discrete time. In this setup we derive dual expressions for the super--replication prices of game options with upper semicontinuous payoffs. We show that the super--replication price is equal to…

Analysis of 2 by 2 tables and two-sample survival data has been widely used. Exact calculation is computational intractable for conditional likelihood inference in odds ratio models with large marginals in 2 by 2 tables, or partial…

Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

We investigate the joint moments of the 2k-th power of the characteristic polynomial of random unitary matrices with the 2h-th power of the derivative of this same polynomial. We prove that for a fixed h, the moments are given by rational…

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…

We calculate the survival probability of a diffusing test particle in an environment of diffusing particles that undergo coagulation at rate lambda_c and annihilation at rate lambda_a. The test particle dies at rate lambda' on coming into…

We consider the problem of rare event importance sampling, where the random variable of interest is a path functional of an It\^o diffusion computed up to the first exit from a $d$-dimensional bounded domain. Dupuis and Wang (\textit{Ann.…

In this paper, we investigate dispersive estimates for the time evolution of Hamiltonians $$ H=-\Delta+\sum_{j=1}^N\langle\cdot\,, \varphi_j\rangle \varphi_j\quad\,\,\,\text{in}\,\,\,\mathbb{R}^d,\,\, d\ge 1, $$ where each $\varphi_j$…

A result of Hoskins and Steinerberger [Int. Math. Res. Not., (13):9784-9809, 2022] states that repeatedly differentiating a random polynomials with independent and identically distributed mean zero and variance one roots will result, after…

In this paper, we analyze the role of initial conditions in population persistence. Specifically, we consider the reaction-diffusion equation $u_t\,=\,D\,(u^{\nu-1}\,u_x)_x\,+\,a\,u^{\mu}$, with $\mu,\nu>0$, accompanied by hostile boundary…

We consider a market model where there are two levels of information. The public information generated by the financial assets, and a larger flow of information that contains additional knowledge about a random time. This random time can…

For a real number $t$, let $r_\ell(t)$ be the total weight of all $t$-large Schr\"{o}der paths of length $\ell$, and $s_\ell(t)$ be the total weight of all $t$-small Schr\"{o}der paths of length $\ell$. For constants $\alpha, \beta$, in…

Let $A_n$ be a random symmetric matrix with Bernoulli $\{\pm 1\}$ entries. For any $\kappa>0$ and two real numbers $\lambda_1,\lambda_2$ with a separation $|\lambda_1-\lambda_2|\geq \kappa n^{1/2}$ and both lying in the bulk…

Bordered and framed Toeplitz/Hankel determinants have the same structure as Toeplitz/Hankel determinants except in small number of matrix rows and/or columns. We review these structured determinants and their connections to orthogonal…

In this note we describe the singular locus of diagonally-dominant Hermitian matrices with nonnegative diagonal entries over the reals, the complex numbers, and the quaternions. This yields explicit expressions for the probability that such…

We study orthogonal polynomials and Hankel determinants generated by a symmetric semi-classical Jacobi weight. By using the ladder operator technique, we derive the second-order nonlinear difference equations satisfied by the recurrence…

The purpose of this paper is to compute asymptotically Hankel determinants for weights that are supported in a semi-infinite interval.The main idea is to reduce the problem to determinants of other operators whose determinant asymptotics…

We derive explicit asymptotic formulae for the joint moments of the $n_1$-th and $n_2$-th derivatives of the characteristic polynomials of CUE random matrices for any non-negative integers $n_1, n_2$. These formulae are expressed in terms…