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Higher order free moments and cumulants, introduced by Collins, Mingo, \'Sniady and Speicher in 2006, describe the fluctuations of unitarily invariant random matrices in the limit of infinite size. The functional relations between their…
Given good knowledge on the even moments, we derive asymptotic formulas for $\lambda$-th moments of primes in short intervals and prove "equivalence" result on odd moments. We also provide numerical evidence in support of these results.
As a former engineering student, I have a great interest in a real world application of mathematics. Probability is something I can relate to. I am lucky enough that after I switched to Mathematics, this is one of many interests of my Ph.D.…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
The results of part I (hep-ph/9612284) are used to obtain full asymptotic expansions of Feynman diagrams renormalized within the MS-scheme in the regimes when some of the masses and external momenta are large with respect to the others. The…
The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…
Let $f\left(K\right)$ be the number of unramified extensions $L/K$ of a quadratic number field $K$ with $\mathrm{Gal}\left(L/K\right)=H$ and $\mathrm{Gal}\left(L/\mathbb{Q}\right)=G$ where $G$ is a central extension of $\mathbb{F}_{2}^{n}$…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
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…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…
Consider a strong Markov process in continuous time, taking values in some Polish state space. Recently, Douc, Fort and Guillin (2009) introduced verifiable conditions in terms of a supermartingale property implying an explicit control of…
We study the homological properties of random simplicial complexes. In particular, we obtain the asymptotic behavior of lifetime sums for a class of increasing random simplicial complexes; this result is a higher-dimensional counterpart of…
We derive the asymptotic behavior for an additive functional of two independent self-similar Gaussian processes when their intersection local time exists, using the method of moments.
Associated to each complex-valued random variable satisfying appropriate integrability conditions, we introduce a different generalization of the Stirling numbers of the second kind. Various equivalent definitions are provided. Attention,…
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…
Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…
The first and second moments are established for the family of quadratic Dirichlet $L$--functions over the rational function field at the central point $s=\tfrac{1}{2}$ where the character $\chi$ is defined by the Legendre symbol for…