Related papers: Relationships between $\tau$-function and Fredholm…
In this work we consider how a parton distribution function, with an explicit transverse momentum dependence can be properly defined in a regularization-scheme independent manner. We argue that by considering a factorized form of the…
The result of performing integrations over connection type variables in the path integral for the discrete field theory may be poorly defined in the case of non-compact gauge group with the Haar measure exponentially growing in some…
Several determinants with gamma functions as elements are evaluated. This kind of determinants are encountered in the computation of the probability density of the determinant of random matrices. The s-shifted factorial is defined as a…
We apply symmetric function theory to study random processes formed by singular values of products of truncations of Haar distributed symplectic and orthogonal matrices. These product matrix processes are degenerations of Macdonald…
MacMahon's classic generating function of random plane partitions, which is related to Schur polynomials, was recently extended by Vuletic to a generating function of weighted plane partitions that is related to Hall-Littlewood polynomials,…
We consider the generating function of the sine point process on $m$ consecutive intervals. It can be written as a Fredholm determinant with discontinuities, or equivalently as the convergent series \begin{equation*} \sum_{k_{1},...,k_{m}…
In this paper we show how gauge symmetries in an effective theory can be used to simplify proofs of factorization formulae in highly energetic hadronic processes. We use the soft-collinear effective theory, generalized to deal with…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
Recently, a number of physical models has emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a…
It is well-known that the partition function of the unitary ensembles of random matrices is given by a tau-function of the Toda lattice hierarchy and those of the orthogonal and symplectic ensembles are tau-functions of the Pfaff lattice…
The time-dependent probability distribution function of the height for the Kardar-Parisi-Zhang equation with sharp wedge initial conditions has been obtained recently as a convolution between the Gumbel distribution and a difference of two…
Symmetric tridiagonal matrices appear ubiquitously in mathematical physics, serving as the matrix representation of discrete random Schr\"odinger operators. In this work we investigate the top eigenvalue of these matrices in the large…
Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as…
Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…
This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…
Hypergeometric functions of complex matrices were introduced by James in multivariate statistics. These special functions play many roles in random matrix theory. The main goal of this paper is to suggest a new use for them as holomorphic…
We investigate the fluctuations and large deviations of the root of largest modulus in a model of random polynomial with independent complex Gaussian coefficients (Kac polynomials). The fluctuations were recently computed by R. Butez (arxiv…
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…
$Q$-systems and $T$-systems are systems of integrable difference equations that have recently attracted much attention, and have wide applications in representation theory and statistical mechanics. We show that certain $\tau$-functions,…
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…