Related papers: The intertwining property for $\beta $-Laguerre pr…
We study the relationship between functional inequalities for a Markov kernel on a metric space $X$ and inequalities of transportation distances on the space of probability measures $\mathcal{P}(X)$. Extending results of Luise and Savar\'e…
We develop a differential theory for the polarity transform parallel to that for the Legendre transform, which is applicable when the functions studied are "geometric convex", namely convex, non-negative and vanish at the origin. This…
We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…
We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…
We consider the fundamental problem of learning the parameters of an undirected graphical model or Markov Random Field (MRF) in the setting where the edge weights are chosen at random. For Ising models, we show that a multiplicative-weight…
We consider the Dunkl intertwining operator $V_\alpha$ and its dual ${}^tV_\alpha$, we define and study the Dunkl Sonine operator and its dual on $\mathbb{R}$. Next, we introduce complex powers of the Dunkl Laplacian $\Delta_\alpha$ and…
We calculate the autocorrelation function for the characteristic polynomial of a random matrix in the microscopic scaling regime. While results fitting this description have be proved before, we will cover all values of inverse temperature…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…
In this paper, we use Sakai's geometric framework to explore the profound interconnection between recurrence coefficients of the semiclassical Laguerre weight $w(x)=x^{\lambda}\mathrm{e}^{-x^2+sx}$, $x\in\mathbb{R}^+$, $\lambda>-1$,…
We study the hole propagator of the Calogero-Sutherland model with SU(2) internal symmetry. We obtain the exact expression for arbitrary non-negative integer coupling parameter $\beta$ and prove the conjecture proposed by one of the…
Polterovich proved a remarkable closed formula for heat kernel coefficients of the Laplace operator on compact Riemannian manifolds involving powers of Laplacians acting on the distance function. In the case of K\"ahler manifolds, we prove…
We provide a simple characterization of the critical temperature for the Ising model on an arbitrary planar doubly periodic weighted graph. More precisely, the critical inverse temperature \beta for a graph G with coupling constants…
The theory of P\'olya ensembles of positive definite random matrices provides structural formulas for the corresponding biorthogonal pair, and correlation kernel, which are well suited to computing the hard edge large $N$ asymptotics. Such…
In the literature concerning the Laguerre-type weight function $x^\lambda w_0(x), x\in[0,+\infty)$, the Jacobi-type weight function $(1-x)^{\alpha}(1+x)^{\beta}w_0(x),x\in[-1,1]$, and the shifted Jacobi-type weight function…
We propose an approach to constructing iterative methods for finding polynomial roots simultaneously. One feature of this approach is using the fundamental theorem of symmetric polynomials. Within this framework, we reconstruct many of the…
The objective of this paper is, in the main, twofold: Firstly, to develop an algebraic setting for dealing with Bell polynomials and related extensions. Secondly, based on the author's previous work on multivariate Stirling polynomials…
Orthogonal polynomials with respect to the weight function $w_{\beta,\gamma}(t) = t^\beta (1-t)^\gamma$, $\gamma > -1$, on the conic surface $\{(x,t): \|x\| = t, \, x \in \mathbb{R}^d, \, t \le 1\}$ are studied recently, and are shown to be…
We study a new Selberg-type integral with $n+m$ indeterminates, which turns out to be related to the deformed Calogero-Sutherland systems. We show that the integral satisfies a holonomic system of $n+m$ non-symmetric linear partial…
In this paper we study a certain recurrence relation, that can be used to generate ladder operators for the Laguerre Unitary ensemble, from the point of view of Sakai's geometric theory of Painlev\'e equations. On one hand, this gives us…
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…