Related papers: On the generating function of the Pearcey process
We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…
We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…
We present a short, direct proof of the fact that the generating function of all permutations of a fixed length $n\geq 4$ is divisible by $(1+z)^m$, where $m=\lfloor (n-2)/2 \rfloor$.
We have found an analytic expression for the multivariate generating function governing all n-point statistics of random multiplicative cascade processes. The variable appropriate for this generating function is the logarithm of the energy…
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
Consider random matrices $A$, of dimension $m\times (m+n)$, drawn from an ensemble with probability density $f(\rmtr AA^\dagger)$, with $f(x)$ a given appropriate function. Break $A = (B,X)$ into an $m\times m$ block $B$ and the…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
We adapt the notion of generating functions for lagrangian submanifolds to symplectic microgeometry. We show that a symplectic micromorphism always admits a global generating function. As an application, we describe hamiltonian flows as…
We use the cluster method to enumerate permutations avoiding consecutive patterns. We reprove and generalize in a unified way several known results and obtain new ones, including some patterns of length 4 and 5, as well as some infinite…
We discuss a method for computing the generating function for the multiplicity distribution in field theories with strong time dependent external sources. At leading order, the computation of the generating function reduces to finding a…
In this paper, we study a family of generating functions whose coefficients are polynomials that enumerate partitions in lower order ideals of Young's lattice. Our main result is that this family satisfies a rational recursion and are…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We consider an empirical process based upon ratio of selected pair of the non-overlapping $m$-spacings generated by independent samples of arbitrary sizes. As a main result, we show that when both samples are uniformly distributed on…
In this note we consider the point process of eigenvalues of the tensor product of two independent random unitary matrices of size m by m and n by n. When n becomes large, the process behaves like the superposition of m independent sine…
We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest.…
We construct new integral representations for transformations of the ordinary generating function for a sequence, $\langle f_n \rangle$, into the form of a generating function that enumerates the corresponding "square series" generating…
We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…
Explicit results are obtained using simple and exact methods for the joint queue-length distribution of the M/M/c queue with an arbitrary number of non-preemptive priority levels. This work is the first to provide explicit results for the…
The hypergeometric distribution is a popular distribution, whose properties have been extensively investigated. Generating functions of this distribution, such as the probability-generating function, the moment-generating function, and the…