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Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

Probability · Mathematics 2022-07-21 Rita Giuliano , Milto Hadjikyriakou

We study averages of multiplicative eigenvalue statistics in ensembles of orthogonal Haar distributed matrices, which can alternatively be written as Toeplitz+Hankel determinants. We obtain new asymptotics for symbols with Fisher-Hartwig…

Mathematical Physics · Physics 2020-08-19 Tom Claeys , Gabriel Glesner , Alexander Minakov , Meng Yang

We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…

Mathematical Physics · Physics 2016-03-24 Tom Claeys , Benjamin Fahs

Motivated by applications to multiplicity formulas in index theory, we study a family of distributions $\Theta(m;k)$ associated to a piecewise quasi-polynomial function $m$. The family is indexed by an integer $k \in \mathbb{Z}_{>0}$, and…

Classical Analysis and ODEs · Mathematics 2022-05-03 Yiannis Loizides , Paul-Emile Paradan , Michele Vergne

We consider two multiplicative statistics on the set of integer partitions: the norm of a partition, which is the product of its parts, and the supernorm of a partition, which is the product of the prime numbers $p_i$ indexed by its parts…

Combinatorics · Mathematics 2023-08-30 Jeffrey C. Lagarias , Chenyang Sun

We investigate the analogy between the large N expansion in normal matrix models and the asymptotic expansion of the determinant of the Hilb map, appearing in the study of critical metrics on complex manifolds via projective embeddings.…

High Energy Physics - Theory · Physics 2014-02-03 Semyon Klevtsov

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $n\times n$ random matrix with independent identically distributed complex entries as $n$ tends to…

Probability · Mathematics 2023-06-23 Giorgio Cipolloni , László Erdős , Dominik Schröder , Yuanyuan Xu

Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…

Functional Analysis · Mathematics 2009-11-07 Estelle L. Basor

We investigate a Riemann-Hilbert problem (RHP), whose solution corresponds to a group of $q$-orthogonal polynomials studied earlier by Ismail et al. Using RHP theory we determine new asymptotic results in the limit as the degree of the…

Classical Analysis and ODEs · Mathematics 2023-08-01 Nalini Joshi , Tomas Lasic Latimer

We propose a new method for obtaining complete asymptotic expansions in a systematic manner, which is suitable for counting sequences of various graph families in dense regime. The core idea is to encode the two-dimensional array of…

Combinatorics · Mathematics 2024-12-02 Sergey Dovgal , Khaydar Nurligareev

This paper is devoted to the asymptotic behavior of all eigenvalues of Symmetric (in general non Hermitian) Toeplitz matrices with moderately smooth symbols which trace out a simple loop on the complex plane line as the dimension of the…

Wigner functions generically attain negative values and hence are not probability densities. We prove an asymptotic expansion of Wigner functions in terms of Hermite spectrograms, which are probability densities. The expansion provides…

Mathematical Physics · Physics 2018-05-02 Johannes Keller

In this paper, we prove that in small parameter regions, arbitrary unitary matrix integrals converge in the large $N$ limit and match their formal expansion. Secondly we give a combinatorial model for our matrix integral asymptotics and…

Probability · Mathematics 2019-02-27 Benoit Collins , Alice Guionnet , Edouard Maurel-Segala

We analyze the large degree asymptotic behavior of matrix valued orthogonal polynomials (MVOPs), with a weight that consists of a Jacobi scalar factor and a matrix part. Using the Riemann-Hilbert formulation for MVOPs and the Deift-Zhou…

Classical Analysis and ODEs · Mathematics 2023-04-11 Alfredo Deaño , Arno B. J. Kuijlaars , Pablo Román

I study the product of independent identically distributed $D\times D$ random probability matrices. Some exact asymptotic results are obtained. I find that both the left and the right products approach exponentially to a probability…

Condensed Matter · Physics 2007-05-23 X. R. Wang

In this paper we obtain new effective results on the Halpern iterations of nonexpansive mappings using methods from mathematical logic or, more specifically, proof-theoretic techniques. We give effective rates of asymptotic regularity for…

Functional Analysis · Mathematics 2007-10-10 Laurentiu Leustean

In this paper we derive uniform asymptotic expansions for the partial sums of the exponential series. We indicate how this information will be used in a later publication to obtain full and explicitly computable asymptotic expansions with…

Classical Analysis and ODEs · Mathematics 2010-07-30 T. Kriecherbauer , A. B. J. Kuijlaars , K. D. T-R McLaughlin , P. D. Miller

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality…

Probability · Mathematics 2023-10-17 Amparo Gil , Javier Segura , Nico M Temme