Related papers: Z-measures on partitions and their scaling limits
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…
In this article, we construct semiparametrically efficient estimators of linear functionals of a probability measure in the presence of side information using an easy empirical likelihood approach. We use estimated constraint functions and…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
Partition function of beta-gamma systems on the orbifolds C^2/Z_N and C^3/Z_M x Z_N are obtained as the invariant part of that on the respective affine spaces, by lifting the geometric action of the orbifold group to the fields.…
We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…
We consider the problem of estimating the missing mass, partition function or evidence and its probability distribution in the case that for each sample point in the discrete sample space its (unnormalized) probability mass is revealed.…
A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…
We consider probability measure preserving discrete groupoids, group actions and equivalence relations in the context of general probability spaces. We study for these objects the notions of cost, $\beta$-invariant and some…
We introduce an extension of the diagrammatic rules in random matrix theory and apply it to nonhermitean random matrix models using the 1/N approximation. A number of one- and two-point functions are evaluated on their holomorphic and…
Probability measures by themselves, are known to be inappropriate for modeling the dynamics of plain belief and their excessively strong measurability constraints make them unsuitable for some representational tasks, e.g. in the context of…
We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…
Let $(Z^{(n)}_k)_{1 \leq k \leq n}$ be a random set of points and let $\mu_n$ be its \emph{empirical measure}: $$\mu_n = \frac{1}{n} \sum_{k=1}^n \delta_{Z^{(n)}_k}. $$ Let $$P_n(z) := (z - Z^{(n)}_1)\cdots (z - Z^{(n)}_n)\quad…
We deal with a sequence of integer-valued random variables $\{Z_N\}_{N=1}^{\infty}$ which is related to restricted partitions of positive integers. We observe that $Z_N=X_1+ \ldots + X_N$ for independent and bounded random variables…
Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…
The majorizing measure theorem of Fernique and Talagrand is a fundamental result in the theory of random processes. It relates the boundedness of random processes indexed by elements of a metric space to complexity measures arising from…
We study the interaction between entropy and Wasserstein distance in free probability theory. In particular, we give lower bounds for several versions of free entropy dimension along Wasserstein geodesics, as well as study their topological…
We introduce random matrix theory to study the tomographic efficiency of a wide class of measurements constructed out of weighted 2-designs, including symmetric informationally complete (SIC) probability operator measurements (POMs). In…
We characterize the asymptotic performance of a class of positive operator valued measurements (POVMs) where the only task is to make measurements on independent and identically distributed quantum states on finite-dimensional systems. The…
We consider probability measures on $A^N$, the set of sequences of symbols on a finite alphabet $A$ of length $N$, that give a weight to each sequence in terms of a collection of matrices with non-negative entries and having rows and…
Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…