Related papers: Janossy Densities of Coupled Random Matrices
In the first part we study critical points of random polynomials. We choose two deterministic sequences of complex numbers,whose empirical measures converge to the same probability measure in complex plane. We make a sequence of polynomials…
According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…
We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…
Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…
This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…
Motivated by a problem in the theory of integer-valued polynomials, we investigate the natural density of the solutions of equations of the form $\theta_uu_q(n)+\theta_ww_q(n)+\theta_2\frac{n(n+1)}{2}+\theta_1n+\theta_0\equiv 0\bmod d$,…
We study several related aspects of reflectionless Jacobi matrices. Our first set of results deals with the singular part of reflectionless measures. We then introduce and discuss Lyapunov exponents, density of states measures, and other…
The density matrix formalism is a fundamental tool in studying various problems in quantum information processing. In the space of density matrices, the most well-known measures are the Hilbert-Schmidt and Bures-Hall ensembles. In this…
Using the BRM theory developed recently by Fyodorov and Mirlin we calculate the density-density correlators for Banded Random Matrix of infinite size. Within the accuracy of $1/b^2$ ($b$ is the matrix bandwidth) it appears to be the same in…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We prove estimates at infinity of convolutions $f^{n\star}$ and densities of the corresponding compound Poisson measures for a class of radial decreasing densities on $\mathbb{R}^d$, $d \geq 1$, which are not convolution equivalent.…
Bernoulli convolutions form a one-parameter family of self-similar measures on the unit interval. We suggest to study their two-dimensional density which has an intricate combinatorial structure. Visualizing this structure we discuss…
We study the density of states (DOS) for disordered systems whose spectral statistics can be described by a Gaussian ensemble of almost diagonal Hermitian random matrices. The matrices have independent random entries $ H_{i \geq j} $ with…
We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead…
Motivated by current interest in understanding statistical properties of random landscapes in high-dimensional spaces, we consider a model of the landscape in $\mathbb{R}^N$ obtained by superimposing $M>N$ plane waves of random wavevectors…
Many real phenomena may be modelled as random closed sets in $\mathbb{R}^d$, of different Hausdorff dimensions. In many real applications, such as fiber processes and $n$-facets of random tessellations of dimension $n\leq d$ in spaces of…