Related papers: A Probabilistic Proof of the Rogers Ramanujan Iden…
The $\mathcal{A}$-tracial algebras are algebras endowed with multi-linear forms, compatible with the product, and indexed by partitions. Using the notion of $\mathcal{A}$-cumulants, we define and study the $\mathcal{A}$-freeness property…
There has been significant interest in studying the asymptotics of certain generalised moments, called the moments of moments, of characteristic polynomials of random Haar-distributed unitary and symplectic matrices, as the matrix size $N$…
The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…
Motivated by the Asymptotic Equipartition Property and its recently discovered role in the cutoff phenomenon, we initiate the systematic study of varentropy on discrete groups. Our main result is an approximate tensorization inequality…
We introduce a natural conjugate prior for the transition matrix of a reversible Markov chain. This allows estimation and testing. The prior arises from random walk with reinforcement in the same way the Dirichlet prior arises from…
The main results of this note extend a theorem of Kesten for symmetric random walks on discrete groups to group extensions of topological Markov chains. In contrast to the result in probability theory, there is a notable asymmetry in the…
The convolution of indicators of two conjugacy classes on the symmetric group S_q is usually a complicated linear combination of indicators of many conjugacy classes. Similarly, a product of the moments of the Jucys--Murphy element involves…
Duality identities in random matrix theory for products and powers of characteristic polynomials, and for moments, are reviewed. The structure of a typical duality identity for the average of a positive integer power $k$ of the…
The product sides of the Rogers--Ramanujan identities and alike often appear to be "transparently modular" (functions). The old work by Rogers (1894) and recent work by Rosengren make use (somewhat implicitly) of this fact for proving the…
In a recent paper, I defined the "standard multiparameter Bailey pair" (SMPBP) and demonstrated that all of the classical Bailey pairs considered by W.N. Bailey in his famous paper (\textit{Proc. London Math. Soc. (2)}, \textbf{50} (1948),…
The Bailey lemma is a famous tool to prove Rogers-Ramanujan type identities. We use shifted versions of the Bailey lemma to derive $m$-versions of multisum Rogers-Ramanujan type identities. We also apply this method to the Well-Poised…
In this paper we study the asymptotic of multiplicities of irreducible representations in large tensor products of finite dimensional representations of simple Lie algebras and their statistics with respect to Plancherel and character…
This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
For a random matrix of entries sampled independently from a fairly general distribution in Z we study the probability that the cokernel is isomorphic to a given finite abelian group, or when it is cyclic. This includes the probability that…
A new object of the probability theory, the two-sided chain of symbols (introduced in Ref. arXiv:physics/0306170) is used to study isotropy properties of binary multi-step Markov chains with the long-range correlations. Established…
It is shown that the combinatorics of commutation relations is well suited for analyzing the convergence rate of certain Markov chains. Examples studied include random walk on irreducible representations, a local random walk on partitions…
In number theory, great efforts have been undertaken to study the Cohen-Lenstra probability measure on the set of all finite abelian $p$-groups. On the other hand, group theorists have studied a probability measure on the set of all…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
We present an alternative proof of Perron's theorem, which is probabilistic in nature. It rests on the representation of the Perron eigenvector as a functional of the trajectory of an auxiliary Markov chain.
We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…