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Taking into account some likeness of moderate deviations (MD) and central limit theorems (CLT), we develop an approach, which made a good showing in CLT, for MD analysis of a family $$ S^\kappa_t=\frac{1}{t^\kappa}\int_0^tH(X_s)ds, \…

We develop a general method for computing logarithmic and log-gamma expectations of distributions. As a result, we derive series expansions and integral representations of the entropy for several fundamental distributions, including the…

Skew orthogonal polynomials arise in the calculation of the $n$-point distribution function for the eigenvalues of ensembles of random matrices with orthogonal or symplectic symmetry. In particular, the distribution functions are completely…

Let $L_n(k)$ denote the least common multiple of $k$ independent random integers uniformly chosen in $\{1,2,\ldots ,n\}$. In this note, using a purely probabilistic approach, we derive a criterion for the convergence in distribution as…

Lattices of polynomial KP and BKP $\tau$-functions labelled by partitions, with the flow variables equated to finite power sums, as well as associated multipair KP and multipoint BKP correlation functions are expressed via generalizations…

In this paper we address the classical question going back to S. Bochner and H.L. Krall to describe all systems {p_{n}(x)} of orthogonal polynomials (OPS) which are the eigenfunctions of some finite order differential operator, i.e. satisfy…

Consider any random graph model where potential edges appear independently, with possibly different probabilities, and assume that the minimum expected degree is omega(ln n). We prove that the adjacency matrix and the Laplacian of that…

We continue a program generalizing classical results from the analysis on symmetric cones to the Dunkl setting for root systems of type A. In particular, we prove a Dunkl-Laplace transform identity for Heckman-Opdam hypergeometric functions…

Products of shifted characteristic polynomials, and ratios of such products, averaged over the classical compact groups are of great interest to number theorists as they model similar averages of L-functions in families with the same…

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…

We point out a simple criterion for convergence of polynomials to a concrete entire function in the Laguerre-P\'{o}lya ($\mathcal{LP}$) class (of all functions arising as uniform limits of polynomials with only real roots). We then use this…

We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…

The Ehrhart quasipolynomial of a rational polytope $P$ encodes the number of integer lattice points in dilates of $P$, and the $h^*$-polynomial of $P$ is the numerator of the accompanying generating function. We provide two decomposition…

Let $R$ be a root system of type BC in $\mathfrak a=\mathbb R^r$ of general positive multiplicity. We introduce certain canonical weight function on $\mathbb R^r$ which in the case of symmetric domains corresponds to the integral kernel of…

Macdonald polynomials are orthogonal polynomials associated to root systems, and in the type A case, the symmetric kind is a common generalization of Schur functions, Macdonald spherical functions, and Jack polynomials. We use the…

This work identifies a solvable (in the sense that spectral correlation functions can be expressed in terms of orthogonal polynomials), rotationally invariant random matrix ensemble with a logarithmic weakly confining potential. The…

The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…

We introduce the symmetric (respectively, non-symmetric) $\tau_{-\ell}-$hypergeometric functions associated with a root system of type $BC$ as joint eigenfunctions of a commutative algebra of differential (respectively,…

Factorization method is developed for a family of discretely spiked harmonic oscillators. Two sets of intertwining and ladder operators are presented to algebraically generate eigenstates with energies isomorphic to those of the ordinary…

We study the distribution of the largest eigenvalue in formal Hermitian one-matrix models at multicriticality, where the spectral density acquires an extra number of k-1 zeros at the edge. The distributions are directly expressed through…