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It is shown how a natural representation of perpetuities as asymptotically homogeneous in space Markov chains allows to prove various asymptotic tail results for stable perpetuities and limit theorems for unstable ones. Some of these…

Probability · Mathematics 2016-03-29 Dmitry Korshunov

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst

We study the structure of the asymptotic expansion of the probability that a combinatorial object is connected. We show that the coefficients appearing in those asymptotics are integers and can be interpreted as the counting sequences of…

Combinatorics · Mathematics 2024-01-02 Thierry Monteil , Khaydar Nurligareev

The main aim of the present set of notes is to give new, short and essentially self-contained proofs of some classical, as well as more recent, results about random walks on groups. For instance, we shall see that the drift characterization…

Dynamical Systems · Mathematics 2014-07-08 Michael Björklund

Ramanujan listed several q-series identities in his lost notebook. The most well known q-series identities are the Rogers-Ramanujan type identities which are first discovered by Rogers and then rediscovered by Ramanujan. In this paper, we…

Number Theory · Mathematics 2025-07-15 Sabi Biswas , Nipen Saikia

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

We study necessary and sufficient criteria for global survival of discrete or continuous-time branching Markov processes. We relate these to several definitions of generalised principle eigenvalues for elliptic operators due to Berestycki…

Probability · Mathematics 2025-05-20 Pascal Maillard , Oliver Tough

We give a probabilistic characterization of the set of measures that can be represented by the matrix product ansatz. By suitably enlarging the state space, we show that a probability measure can be described in terms of non negative…

Probability · Mathematics 2025-12-15 Davide Gabrielli , Federica Iacovissi

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

This paper is concerned with generalizations of the notion of principal eigenvalue in the context of space-time periodic cooperative systems. When the spatial domain is the whole space, the Krein-Rutman theorem cannot be applied and this…

Analysis of PDEs · Mathematics 2024-06-11 Léo Girardin , Idriss Mazari

In this paper, we prove two identities on the partition of a totally positive algebraic integer over a totally real number field which are the generalization of the Sylvester Theorem and that of the Rogers-Ramanujan Identities.…

Number Theory · Mathematics 2023-12-01 Se Wook Jang , Byeong Moon Kim , Kwang Hoon Kim

Basil Gordon, in the sixties, and George Andrews, in the seventies, generalized the Rogers-Ramanujan identities to higher moduli. These identities arise in many areas of mathematics and mathematical physics. One of these areas is…

Combinatorics · Mathematics 2016-09-07 Naihuan Jing , Kailash Misra , Carla Savage

When a randomness is introduced at the level of real matrix elements, depending on its particular realization, a pair of eigenvalues can appear as real or form a complex conjugate pair. We show that in the limit of large matrix size the…

Mathematical Physics · Physics 2022-01-12 Wojciech Tarnowski

We consider Markov chains on partially ordered sets that generalize the success-runs and remaining life chains in reliability theory. We find conditions for recurrence and transience and give simple expressions for the invariant…

Probability · Mathematics 2010-04-08 Kyle Siegrist

Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…

Probability · Mathematics 2007-05-23 Amir Dembo , Peter Morters , Scott Sheffield

We introduce a sound and complete equational theory capturing equivalence of discrete probabilistic programs, that is, programs extended with primitives for Bernoulli distributions and conditioning, to model distributions over finite sets…

Logic in Computer Science · Computer Science 2024-08-28 Robin Piedeleu , Mateo Torres-Ruiz , Alexandra Silva , Fabio Zanasi

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function…

Data Analysis, Statistics and Probability · Physics 2007-05-23 O. V. Usatenko , V. A. Yampol'skii

Opacity is a generic security property, that has been defined on (non probabilistic) transition systems and later on Markov chains with labels. For a secret predicate, given as a subset of runs, and a function describing the view of an…

Cryptography and Security · Computer Science 2014-09-02 Béatrice Bérard , Krishnendu Chatterjee , Nathalie Sznajder

Integer partitions have fascinated people for centuries, from Ramanujan's groundbreaking congruences to the modern theory of modular forms. This paper investigates the statistical properties of odd unimodal sequences--a natural refinement…

Number Theory · Mathematics 2026-05-11 Bing He , Guanting Liu

We consider continuous-space, discrete-time Markov chains on $\mathbb{R}^d$, that admit a finite number $N$ of metastable states. Our main motivation for investigating these processes is to analyse random Poincar\'e maps, which describe…

Probability · Mathematics 2025-08-19 Nils Berglund
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