Related papers: Janossy Densities of Coupled Random Matrices
We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…
Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…
In this work, we study non-parametric estimation of joint probabilities of a given set of discrete and continuous random variables from their (empirically estimated) 2D marginals, under the assumption that the joint probability could be…
In a series of papers with Kossakowski, the first author has examined properties of densities for which the positive partial transpositrionm (PPT) property can be readily checked. These densities were also investigated from a different…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
We demonstrate how an effective density of states can be derived from the S-matrix describing a coupled-channel system. Besides the locations of poles, the phase of the determinant of the S-matrix encodes essential details in characterizing…
A collective description of density matrix is presented for identical multi-level atoms, which are either excited initially, driven coherently or pumped incoherently. The density matrix is defined as expectation value of projection or…
We consider a family of percolation models in which geometry and connectivity are defined by two independent random processes. Such models merge characteristics of discrete and continuous percolation. We develop an algorithm allowing…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
We present an unified framework to identify spectra of Jacobi matrices. We give applications to long-standing conjecture of Chihara concerning one-quarter class of orthogonal polynomials, to the conjecture posed by Roehner and Valent…
We consider a class of Jacobi matrices with unbounded entries in the so called critical (double root, Jordan box) case. We prove a formula for the spectral density of the matrix which relates its spectral density to the asymptotics of…
Smoluchowski's coagulation equations can be used as elementary mathematical models for the formation of polymers. We review here some recent contributions on a variation of this model in which the number of aggregations for each atom is a…
Mean density of lower dimensional random closed sets, as well as the mean boundary density of full dimensional random sets, and their estimation are of great interest in many real applications. Only partial results are available so far in…
We study the thresholds for the property of containing a solution to a linear homogeneous system in random sets. We expand a previous sparse Sz\'emeredi-type result of Schacht to the broadest class of matrices possible. We also provide a…
An alternative classification of the Pearson family of probability densities is related to the orthogonality of the corresponding Rodrigues polynomials. This leads to a subset of the ordinary Pearson system, the Integrated Pearson Family.…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
Both the nonrelativistic scattering and the spectrum in the presence of the Aharonov-Bohm potential are analyzed. The single-particle density of states (DOS) for different self-adjoint extensions is calculated. The DOS provides a link…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…