Related papers: Discrete Painlev\'e equations and random matrix av…

We study unitary random matrix ensembles of the form $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)}dM$, where $\alpha>-1/2$ and $V$ is such that the limiting mean eigenvalue density for $n,N\to\infty$ and $n/N\to 1$ vanishes quadratically…

The goal of this article is to rederive the connection between the Painlev\'e $5$ integrable system and the universal eigenvalues correlation functions of double-scaled hermitian matrix models, through the topological recursion method. More…

We show that probabilistic computable functions, i.e., those functions outputting distributions and computed by probabilistic Turing machines, can be characterized by a natural generalization of Church and Kleene's partial recursive…

It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…

We express discrete Painlev\'e equations as discrete Hamiltonian systems. The discrete Hamiltonian systems here mean the canonical transformations defined by generating functions. Our construction relies on the classification of the…

We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…

We consider the distributions of the lengths of the longest weakly increasing and strongly decreasing subsequences in words of length N from an alphabet of k letters. We find Toeplitz determinant representations for the exponential…

For nonnegative random variables with finite means we introduce an analogous of the equilibrium residual-lifetime distribution based on the quantile function. This allows to construct new distributions with support (0,1), and to obtain a…

The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…

Our original results refer to multivariate recurrences: discrete multitime diagonal recurrence, bivariate recurrence, trivariate recurrence, solutions tailored to particular situations, second order multivariate recurrences, characteristic…

The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…

Statistics of Poincar\' e recurrence for a class of circle maps, including sub-critical, critical, and super-critical cases, are studied. It is shown how the topological differences in the various types of the dynamics are manifested in the…

Discrete Painlev\'e equations are nonlinear, nonautonomous difference equations of second-order. They have coefficients that are explicit functions of the independent variable $n$ and there are three different types of equations according…

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…

We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…

We study factorizations of rational matrix functions with simple poles on the Riemann sphere. For the quadratic case (two poles) we show, using multiplicative representations of such matrix functions, that a good coordinate system on this…

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

We study some properties of tau-functions of an isomonodromic deformation leading to the fifth Painlev\'e equation. In particular, here is given an elementary proof of Miwa's formula for the logarithmic differential of a tau-function.

We show that the distribution function of the first particle in a discrete orthogonal polynomial ensemble can be obtained through a certain recurrence procedure, if the (difference or q-) log-derivative of the weight function is rational.…

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…