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We obtain an asymptotic formula for $n\times n$ Toeplitz determinants as $n\to \infty$, for real valued symbols with any fixed number of Fisher-Hartwig singularities, which is uniform with respect to the location of the singularities. As an…

Mathematical Physics · Physics 2019-09-17 Benjamin Fahs

The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…

Mathematical Physics · Physics 2023-05-24 Dan Dai , Shuai-Xia Xu , Lun Zhang

This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…

Probability · Mathematics 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…

Mathematical Physics · Physics 2021-11-16 Alexander Serebryakov , Nick Simm , Guillaume Dubach

We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…

Disordered Systems and Neural Networks · Physics 2013-02-18 Tomas Svensson , Kevin Vynck , Marco Grisi , Romolo Savo , Matteo Burresi , Diederik S. Wiersma

We use Wasserstein distances to characterize and study probabilistic frames. Adapting results from Olkin and Pukelsheim, from Gelbrich and from Cuesta-Albertos, Matran-Bea and Tuero-Diaz to frame operators, we show that the sets of…

Probability · Mathematics 2025-06-18 Dongwei Chen , Martin Schmoll

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…

Number Theory · Mathematics 2024-03-19 Estelle Basor , Brian Conrey

The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual…

General Finance · Quantitative Finance 2011-03-08 Alexander Alvarez , Sebastian Ferrando , Pablo Olivares

When only few data samples are accessible, utilizing structural prior knowledge is essential for estimating covariance matrices and their inverses. One prominent example is knowing the covariance matrix to be Toeplitz structured, which…

Signal Processing · Electrical Eng. & Systems 2023-11-28 Benedikt Böck , Dominik Semmler , Benedikt Fesl , Michael Baur , Wolfgang Utschick

Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…

Mathematical Physics · Physics 2013-07-25 Mark Adler , Patrik L. Ferrari , Pierre van Moerbeke

The authors of the title proved an elegant identity expressing a Toeplitz determinant in terms of the Fredholm determinant of an infinite matrix which (although not described as such) is the product of two Hankel matrices. The proof used…

Functional Analysis · Mathematics 2007-05-23 Estelle L. Basor , Harold Widom

Koutschan, Krattenthaler and Schlosser recently considered a family of binomial determinants. In this work, we give combinatorial interpretations of two subclasses of these determinants in terms of domino tilings and nonintersecting lattice…

Combinatorics · Mathematics 2025-09-18 Qipin Chen , Shane Chern , Atsuro Yoshida

We show the existence of regular combinatorial objects which previously were not known to exist. Specifically, for a wide range of the underlying parameters, we show the existence of non-trivial orthogonal arrays, t-designs, and t-wise…

Combinatorics · Mathematics 2019-09-16 Greg Kuperberg , Shachar Lovett , Ron Peled

We study combinatorial structures arising from finite-time transition probabilities of the Totally Asymmetric Simple Exclusion Process with open boundary conditions. While much of the existing combinatorial theory regarding the TASEP…

Statistical Mechanics · Physics 2026-05-29 Lorenzo Vito Dal Zovo

In this paper we generalize the result of directional transience from [SabotTournier10]. This enables us, by means of [Simenhaus07], [ZernerMerkl01] and [Bouchet12] to conclude that, on Z^d (for any dimension d), random walks in i.i.d.…

Probability · Mathematics 2012-11-19 Laurent Tournier

Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…

Functional Analysis · Mathematics 2017-05-03 Clare Wickman , Kasso Okoudjou

In this paper we present some consequences of the description of matrix representations of asymmetric truncated Toeplitz operators acting between finite-dimensional model spaces. In particular, we prove that these operators can be…

Functional Analysis · Mathematics 2020-07-29 Bartosz Łanucha

In this paper, firstly, by a determinant of deformed Pascal's triangle, namely the normalized Hessenberg matrix determinant, to count Dyck paths, we give another combinatorial proof of the theorems which are of Catalan numbers determinant…

Combinatorics · Mathematics 2020-09-29 Jishe Feng , Cunqin Shi , Huani Zhao

In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…

Probability · Mathematics 2024-09-10 Alice Guionnet , Jiaoyang Huang