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Related papers: Large deviations for discrete $\beta$-ensembles

200 papers

In [Castillo \& Mbouna, Indag. Math. {\bf 31} (2020) 223-234], the concept of $\pi_N$-coherent pairs of order $(m,k)$ with index $M$ is introduced. This definition, implicitly related with the standard derivative operator, automatically…

Classical Analysis and ODEs · Mathematics 2022-04-01 R. Álvarez-Nodarse , K. Castillo , D. Mbouna , J. Petronilho

We introduce a two-parameter family of probability distributions, indexed by $\beta/2 = \theta > 0$ and $K \in \mathbb{Z}_{\geq 0}$, that are called $\beta$-Krawtchouk corners processes. These measures are related to Jack symmetric…

Probability · Mathematics 2024-03-27 Evgeni Dimitrov , Alisa Knizel

We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble,…

Probability · Mathematics 2012-10-04 Ioana Dumitriu , Elliot Paquette

We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…

Statistics Theory · Mathematics 2013-05-17 Romain Guy , Catherine Laredo , Elisabeta Vergu

We show that if a closed discrete subset $A \subseteq \mathbf{R}^d$ is denser than a certain critical threshold, then $A$ is a Fourier uniqueness set, while if $A$ is sparser, then uniqueness fails and one can prescribe arbitrary values for…

Classical Analysis and ODEs · Mathematics 2023-06-14 Anshul Adve

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…

Probability · Mathematics 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou

In this paper, we consider the tail probabilities of extremals of $\beta$-Jacobi ensemble which plays an important role in multivariate analysis. The key steps in constructing estimators rely on the rate functions of large deviations.…

Statistics Theory · Mathematics 2024-09-26 Yutao Ma , Siyu Wang

We develop linear discretization of complex analysis, originally introduced by R. Isaacs, J. Ferrand, R. Duffin, and C. Mercat. We prove convergence of discrete period matrices and discrete Abelian integrals to their continuous…

Complex Variables · Mathematics 2017-08-25 Alexander Bobenko , Mikhail Skopenkov

Motivated mainly by certain interesting recent extensions of the Gamma, Beta and hypergeometric functions, we introduce here new extensions of the Beta function, hypergeometric and confluent hypergeometric functions. We systematically…

Classical Analysis and ODEs · Mathematics 2015-02-24 R. K. Parmar , P. Chopra , R. B. Paris

In this paper, we fix some errors made by Jitman [1] and by Prugsapitak and Jitman [3] while characterizing good integers and $2^{\beta}$-good integers.

Number Theory · Mathematics 2018-04-06 Madhu Raka

We show that for $\beta \ge 1$ the semigroups of $\beta$-Laguerre and $\beta$-Jacobi processes of different dimensions are intertwined in analogy to a similar result for $\beta$-Dyson Brownian motion recently obtained by Ramanan and…

Probability · Mathematics 2019-02-15 Theodoros Assiotis

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

For functions from the set of generalized Poisson integrals $C^{\alpha,r}_{\beta}L_{p}$, $1\leq p <\infty$, we obtain upper estimates for the deviations of Fourier sums in the uniform metric in terms of the best approximations of the…

Classical Analysis and ODEs · Mathematics 2018-04-17 Anatoly Serdyuk , Tetiana Stepaniuk

We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications…

Probability · Mathematics 2024-10-30 Marco Carfagnini , Maria Gordina , Alexander Teplyaev

\noindent In our contribution to this volume we deal with \emph{discrete} symmetries: these are symmetries based upon groups with a discrete set of elements (generally a set of elements that can be enumerated by the positive integers). In…

Quantum Physics · Physics 2007-05-23 S. R. D. French , D. P. Rickles

Given a real number beta > 1, the spectrum of beta is a well studied dynamical object. In this article we show the existence of a certain measure on the spectrum of beta related to the distribution of random polynomials in beta, and discuss…

Dynamical Systems · Mathematics 2021-02-16 Tom Kempton , Alex Batsis

This article revisits the work by Ofer Zeitouni and Steve Zelditch on large deviations for the empirical measures of random orthogonal polynomials with i.i.d. Gaussian complex coefficients, and extends this result to real Gaussian…

Probability · Mathematics 2015-10-01 Raphael Butez

We prove the large deviation principle for the conditional Gibbs measure associated with the focusing Gross Pitaevskii equation in the low temperature regime. This conditional measure is of mixed type, being canonical in energy and…

Probability · Mathematics 2025-10-28 Liam Packer , Kihoon Seong , Philippe Sosoe

We introduce a nabla, a delta, and a symmetric fractional calculus on arbitrary nonempty closed subsets of the real numbers. These fractional calculi provide a study of differentiation and integration of noninteger order on discrete,…

Classical Analysis and ODEs · Mathematics 2015-12-31 Nadia Benkhettou , Artur M. C. Brito da Cruz , Delfim F. M. Torres

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Probability · Mathematics 2022-12-13 Ankit Kumar , Manil T. Mohan