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We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

Mathematical Physics · Physics 2023-01-30 Anas A. Rahman

We provide upper bounds on the density of a symmetric generalized arithmetic progression lacking nonzero elements of the form h(n) for natural numbers n, or h(p) with p prime, for appropriate polynomials h with integer coefficients. The…

Number Theory · Mathematics 2015-07-10 Ernie Croot , Neil Lyall , Alex Rice

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

Mathematical Physics · Physics 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

We study here a standard next-nearest-neighbor (NNN) model of ballistic growth on one- and two-dimensional substrates focusing our analysis on the probability distribution function $P(M,L)$ of the number $M$ of maximal points (i.e., local…

Statistical Mechanics · Physics 2007-05-23 F. Hivert , S. Nechaev , G. Oshanin , O. Vasilyev

We study phase transition and percolation at criticality for three random graph models on the plane, viz., the homogeneous and inhomogeneous enhanced random connection models (RCM) and the Poisson stick model. These models are built on a…

Probability · Mathematics 2020-04-03 Srikanth K. Iyer , Sanjoy Kr. Jhawar

We introduce a family of random $c$-L\"uroth transformations $\{L_c\}_{c \in [0, \frac12]}$, obtained by randomly combining the standard and alternating L\"uroth maps with probabilities $p$ and $1-p$, $0 < p < 1$, both defined on the…

Dynamical Systems · Mathematics 2021-01-07 Charlene Kalle , Marta Maggioni

We propose an autoregressive framework for modelling dynamic networks with dependent edges. It encompasses models that accommodate, for example, transitivity, degree heterogenenity, and other stylized features often observed in real network…

Statistics Theory · Mathematics 2026-03-25 Jinyuan Chang , Qin Fang , Eric D. Kolaczyk , Peter W. MacDonald , Qiwei Yao

Consider a finite inhomogeneous random graph running in continuous time, where each vertex has a mass, and the edge that links any pair of vertices appears with a rate equal to the product of their masses. The simultaneous…

Probability · Mathematics 2023-11-09 Josué Corujo , Vlada Limic

The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and,…

Methodology · Statistics 2012-02-24 Tingjin Chu , Jun Zhu , Haonan Wang

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

Computation · Statistics 2012-01-31 Stéphane Chrétien , Alfred O. Hero

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Probability · Mathematics 2013-02-21 Omer Friedland , Ohad Giladi

We extend the classical preferential attachment random graph model to random simplicial complexes. At each stage of the model, we choose one of the existing $k$-simplices with probability proportional to its $k$-degree. The chosen…

Probability · Mathematics 2024-10-24 Takashi Owada , Gennady Samorodnitsky

For a word $\pi$ and integer $i$, we define $L^i(\pi)$ to be the length of the longest subsequence of the form $i(i+1)\cdots j$, and we let $L(\pi):=\max_i L^i(\pi)$. In this paper we estimate the expected values of $L^1(\pi)$ and $L(\pi)$…

Combinatorics · Mathematics 2021-10-22 Alexander Clifton , Bishal Deb , Yifeng Huang , Sam Spiro , Semin Yoo

In this paper, we are interested in sequences of q-tuple of N-by-N random matrices having a strong limiting distribution (i.e. given any non-commutative polynomial in the matrices and their conjugate transpose, its normalized trace and its…

Operator Algebras · Mathematics 2016-01-26 Benoit Collins , Camille Male

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…

Mathematical Physics · Physics 2009-11-10 P. J. Forrester , N. S. Witte

Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…

Mathematical Physics · Physics 2007-05-23 P. J. Forrester , N. S. Witte

We have computed the spectral number variances of an extended random matrix ensemble predicted by Guhr's supersymmetry formula, showing a non-monotone increase of the curves that arises from an "overshoot" of the two-level correlation…

Condensed Matter · Physics 2007-05-23 Hiroshi Hasegawa , Baowen Li , Jian-Zhong Ma , Bambi Hu

The Freud ensemble of random matrices is the unitary invariant ensemble corresponding to the weight $\exp(-n |x|^{\beta})$, $\beta>0$, on the real line. We consider the local behaviour of eigenvalues near zero, which exhibits a transition…

Mathematical Physics · Physics 2023-06-28 Tom Claeys , Igor Krasovsky , Oleksandr Minakov