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We identify a surprising inequality satisfied by elementary symmetric polynomials under the action of the fixed point measure of a random permutation. Concretely, for any collection of $n$ non-negative real numbers $a_1, \dots, a_n \in…

There is a vast theory of the asymptotic behavior of orthogonal polynomials with respect to a measure on $\mathbb{R}$ and its applications to Jacobi matrices. That theory has an obvious affine invariance and a very special role for…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

In this article, we provide a unified framework for studying the convergence of rescaled characteristic polynomials of random matrices from various classical ensembles as well as functional convergence results for the Riemann zeta function.…

This paper extends Yosida's mean ergodic theorem in order to compute projections onto non-unitary eigenspaces for spectral operators of scalar-type on locally convex linear topological spaces. For spectral operators with dominating point…

In this paper we present methods for the synthesis of polynomial invariants for probabilistic transition systems. Our approach is based on martingale theory. We construct invariants in the form of polynomials over program variables, which…

Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things,…

This work initiates the study of {\it orthogonal} symmetric polynomials in superspace. Here we present two approaches leading to a family of orthogonal polynomials in superspace that generalize the Jack polynomials. The first approach…

We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…

Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

We study the orthogonal polynomials associated with the equilibrium measure, in logarithmic potential theory, living on the attractor of an Iterated Function System. We construct sequences of discrete measures, that converge weakly to the…

We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values,…

We study the Heckman-Opdam hypergeometric functions associated to a root system of type $BC$ and a multiplicity function which is allowed to assume some non-positive values (a standard multiplicity function). For such functions, we obtain…

In this paper, we develop the Riemann-Hilbert method to study the asymptotics of discrete orthogonal polynomials on infinite nodes with an accumulation point. To illustrate our method, we consider the Tricomi-Carlitz polynomials…

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

An element [\Phi] of the Grassmannian of n-dimensional subspaces of the Hardy space H^2, extended over the field C(x_1,..., x_n), may be associated to any polynomial basis {\phi} for C(x). The Pl\"ucker coordinates…

Let $X=\{X_t, t\ge0\}$ be a c\`{a}dl\`{a}g L\'{e}vy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with $X$. On one hand, the Kailath--Segall formula gives the relationship between…

We indicate a geometric relation between Laplace-Beltrami spectra and eigenfunctions on compact Riemannian symmetric spaces and the Borel-Weil theory using ideas from symplectic geometry and geometric quantization. This is done by…