Related papers: Exchangeable arrays and integrable systems for cha…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We revisit the discrete additive and multiplicative coalescents, starting with $n$ particles with unit mass. These cases are known to be related to some "combinatorial coalescent processes": a time reversal of a fragmentation of Cayley…
We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…
Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…
We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values…
We prove that when suitably normalized, small enough powers of the absolute value of the characteristic polynomial of random Hermitian matrices, drawn from one-cut regular unitary invariant ensembles, converge in law to Gaussian…
Probabilistic sentential decision diagrams are logic circuits where the inputs of disjunctive gates are annotated by probability values. They allow for a compact representation of joint probability mass functions defined over sets of…
Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…
Two-phase composites with non-overlapping inclusions randomly embedded in matrix are investigated. A straight forward approach is applied to estimate the effective properties of random 2D composites. First, deterministic boundary value…
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…
Conrey, Farmer, Keating, Rubinstein and Snaith have given a recipe that conjecturally produces, among others, the full moment polynomial for the Riemann zeta function. The leading term of this polynomial is given as a product of a factor…
We study a class of observables in four-dimensional superconformal Yang--Mills theories which, in the planar limit at finite 't Hooft coupling, can be expressed as determinants of semi-infinite matrices built from Bessel functions. This…
We obtain a combinatorial formula for the positive integer moments of the partition function of the $C\beta E_{N}$ field, or equivalently the moments of the moments of the characteristic polynomial of the $C\beta E_{N}$ ensemble. We then…
The randomized quantum marginal problem asks about the joint distribution of the partial traces ("marginals") of a uniform random Hermitian operator with fixed spectrum acting on a space of tensors. We introduce a new approach to this…
In this work, we study the discrete observables $$E_k = \sum_{i,j=1}^n (i-j)^k A_{i,j}$$ associated with $n\times n$ alternating sign matrices $A = (A_{i,j})$. This work develops exact formulas for expectations using Bernoulli polynomials,…
Gibbs-type exchangeable random partitions, which is a class of multiplicative measures on the set of positive integer partitions, appear in various contexts, including Bayesian statistics, random combinatorial structures, and stochastic…
The purpose of this article is to study the eigenvalues $u_1^{\, t}=e^{it\theta_1},\dots,u_N^{\,t}=e^{it\theta_N}$ of $U^t$ where $U$ is a large $N\times N$ random unitary matrix and $t>0$. In particular we are interested in the typical…
Exponential integrators based on contour integral representations lead to powerful numerical solvers for a variety of ODEs, PDEs, and other time-evolution equations. They are embarrassingly parallelizable and lead to global-in-time…
The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…
We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…