Related papers: Relationships between $\tau$-function and Fredholm…
The goal of this paper is to quantitatively describe some statistical properties of higher-dimensional determinantal point processes with a primary focus on the nearest-neighbor distribution functions. Toward this end, we express these…
Weighted constellations give graphical representations of weighted branched coverings of the Riemann sphere. They were introduced to provide a combinatorial interpretation of the $2$D Toda $\tau$-functions of hypergeometric type serving as…
In this paper we employ the continuum approximation of Dyson to determine the asymptotic gap formation probability in the spectrum of $N\times N$ Hermitean random matrices. The associated orthogonal polynomials has weight function,…
Motivated by the Rudnick-Sarnak theorem we study limiting distribution of smoothed local correlations of the form $$ \sum_{j_1, j_2, \ldots, j_n} f(N\*(\theta_{j_2}-\theta_{j_1}), N\*(\theta_{j_3}-\theta_{j_1}), \ldots,…
We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $\mathcal{P}$-quasisure bounded random variables, where $\mathcal{P}$ is a (possibly non-dominated) class of probability…
We introduce a stochastic process and functional that should describe the semigroup generated by the stochastic Bessel operator. Recently Gorin and Shkolnikov showed that the largest eigenvalues for certain random matrix ensembles with soft…
In this paper we consider a probability distribution on plane partitions, which arises as a one-parameter generalization of the q^{volume} measure. This generalization is closely related to the classical multivariate Hall-Littlewood…
We study the one parameter family of Fredholm determinants $\det(I-\gamma K_{\textnormal{csin}}),\gamma\in\mathbb{R}$ of an integrable Fredholm operator $K_{\textnormal{csin}}$ acting on the interval $(-s,s)$ whose kernel is a cubic…
Random $s$-intersection graphs have recently received considerable attention in a wide range of application areas. In such a graph, each vertex is equipped with a set of items in some random manner, and any two vertices establish an…
An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…
We have found an exact formula expressing a general correlation function containing both products and ratios of characteristic polynomials of random Hermitian matrices. The answer is given in the form of a determinant. An essential…
Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…
For a second order difference equation that arises in the study of stability of unidirectional (generalized Kolmogorov) flows for the Euler equations of ideal fluids on the two dimensional torus, we relate the following five functions of…
First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…
Plethysm coefficients $\mathsf{a}_{\mu[\nu]}^\lambda$ are the structure coefficients of the plethysm of Schur functions $s_\mu[s_\nu] = \sum_{\lambda} \mathsf{a}_{\mu[\nu]}^\lambda s_\lambda$. We study a bivariate generating function of…
We study \tau-functions of the KP hierarchy in terms of abelian group actions on finite dimensional Grassmannians, viewed as subquotients of the Hilbert space Grassmannians of Sato, Segal and Wilson. A determinantal formula of Gekhtman and…
We describe fermions in terms of a classical statistical ensemble. The states $\tau$ of this ensemble are characterized by a sequence of values one or zero or a corresponding set of two-level observables. Every classical probability…
We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…
We consider ensembles of random matrices, known as biorthogonal ensembles, whose eigenvalue probability density function can be written as a product of two determinants. These systems are closely related to multiple orthogonal functions. It…
We provide sharp estimates for the distribution function of a martingale transform of the indicator function of an event. They are formulated in terms of Burkholder functions, which are reduced to the already known Bellman functions for…