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We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

Motivated by recent investigations of Sophie Grivaux and \'Etienne Matheron on the existence of invariant measures in Linear Dynamics, we introduce the concept of locally bounded orbit for a continuous linear operator $T:X\longrightarrow X$…

Motivated by a recent random pipe dream model, we study a family of probability distributions on \(S_n\) arising from Bott--Samelson varieties over finite fields. More precisely, for a word \(R\), we consider the Bott--Samelson map…

We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…

Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…

In this work we study the nonlocal transport equation derived recently by Steinerberger when studying how the distribution of roots of a polynomial behaves under iterated differentation of the function. In particular, we study the…

In a recent work the present authors have shown that the eigenvalue probability density function for Dyson Brownian motion from the identity on $U(N)$ is an example of a newly identified class of random unitary matrices called cyclic…

Let $ \mu $ be the self-similar measure associated with a homogeneous iterated function system $ \Phi = \{ \lambda x + t_j \}_{j=1}^m $ on ${\Bbb R}$ and a probability vector $ (p_{j})_{j=1}^m$, where $0\neq \lambda\in (-1,1)$ and $t_j\in…

In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J} $ and distributions…

Beneitez et al. (Phys. Rev. Fluids, 8, L101901, 2023) have recently discovered a new linear "polymer diffusive instability" (PDI) in inertialess rectilinear viscoelastic shear flow using the FENE-P model when polymer stress diffusion is…

This paper presents an erroneous proof that if the polynomials are dense in $L_2(\mathbb{R}, \rho)$, then they are dense in $L_2(\mathbb{R}, \rho+\mu)$ where $\mu$ is a measure supported on a finite set of points.

We study the characteristic polynomial of random permutation matrices following some measures which are invariant by conjugation, including Ewens' measures which are one-parameter deformations of the uniform distribution on the permutation…

It is widely known that when $X$ is compact Hausdorff, and when $T: X \to X$ and $f: X \to \mathbb{R}$ are continuous, \begin{equation*} P(T,f) = \sup_{\text{$\mu$: Radon probability}} \left( h_\mu(T) + \int f\, \mathrm{d}\mu \right),…

The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this…

We consider probability measures on the real line or unit circle with Jacobi or Verblunsky coefficients satisfying an $\ell^p$ condition and a generalized bounded variation condition. This latter condition requires that a sequence can be…

In the framework of continued fraction expansions of Stieltjes transforms, we consider shifting of semicircular laws. The continuous part of the associated measure admits a density function which is the quotient of semicircular one by a…

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

This paper studies inference in predictive quantile regressions when the predictive regressor has a near-unit root. We derive asymptotic distributions for the quantile regression estimator and its heteroskedasticity and autocorrelation…