Related papers: A Probabilistic Proof of the Rogers Ramanujan Iden…
A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…
The aim of this note is to construct a probability measure on the space of trajectories in a continuous time Markov chain having a finite state diagram, or more generally which admits a global bound on its degree and rates. Our approach is…
Recently, Rosengren utilized an integral method to prove a number of conjectural identities found by Kanade and Russell. Using this integral method, we give new proofs to some double sum identities of Rogers-Ramanujan type. These identities…
In this paper, we give a conjecture, which generalises Euler's partition theorem involving odd parts and different parts for all moduli. We prove this conjecture for two family partitions. We give $q$-difference equations for the related…
A multilateral Bailey Lemma is proved, and multiple analogues of the Rogers--Ramanujan identities and Euler's Pentagonal Theorem are constructed as applications. The extreme cases of the Andrews--Gordon identities are also generalized using…
A random vector $X$ with representation $X=\sum_{j\geq0}A_jZ_j$ is considered. Here, $(Z_j)$ is a sequence of independent and identically distributed random vectors and $(A_j)$ is a sequence of random matrices, `predictable' with respect to…
We announce a higher-dimensional generalization of the Bailey Transform, Bailey Lemma, and iterative ``Bailey chain'' concept in the setting of basic hypergeometric series very well-poised on unitary $A_{\ell}$ or symplectic $C_{\ell}$…
A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…
Matrix-valued measures provide a natural language for the theory of finite rank perturbations. In this paper we use this language to prove some new perturbation theoretic results. Our main result is a generalization of the…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
We derive new combinatorial identities which may be viewed as multivariate analogs of summation formulas for hypergeometric series. As in the previous paper [Re], we start with probability distributions on the space of the infinite Young…
Three equivalent characterizations of probability measures through independence criteria are given. These characterizations lead to a family of Brascamp--Lieb-type inequalities for relative entropy, determine equilibrium states and sharp…
We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in…
The invariant measure is a fundamental object in the theory of Markov processes. In finite dimensions a Markov process is defined by transition rates of the corresponding stochastic matrix. The Markov tree theorem provides an explicit…
We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…
We prove the conjecture of Baik, Deift, and Johansson which says that with respect to the Plancherel measure on the set of partitions of $n$, the 1st, 2nd, and so on, rows behave, suitably scaled, like the 1st, 2nd, and so on, eigenvalues…
The Perron-Frobenius theorem plays an important role in many areas of management science and operations research. This paper provides a probabilistic perspective on the theorem, by discussing a proof that exploits a probabilistic…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
In this paper, we present a new Rogers--Ramanujan type identity for overpartitions by extending the asymmetrical version of Schur's theorem due to Lovejoy to a broader class of infinite products. More precisely, we provide a combinatorial…
We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…