Related papers: Random matrices, non-colliding processes and queue…
In this paper, we introduce polynomial time algorithms that generate random $k$-noncrossing partitions and 2-regular, $k$-noncrossing partitions with uniform probability. A $k$-noncrossing partition does not contain any $k$ mutually…
We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…
This paper investigates the consensus problem in almost sure sense for uncertain multi-agent systems with noises and fixed topology. By combining the tools of stochastic analysis, algebraic graph theory, and matrix theory, we analyze the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
We present a broad literature survey of parameter and state estimation for queueing systems. Our approach is based on various inference activities, queueing models, observations schemes, and statistical methods. We categorize these into…
We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential…
Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…
In this paper, a survey about recent progress on problems solved using graph amalgamations is presented, along with some new results with complete proofs, and some related open problems.
In this article, we discuss the remarkable connection between two very different fields, number theory and nuclear physics. We describe the essential aspects of these fields, the quantities studied, and how insights in one have been…
The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…
Random intersection graphs have received much interest and been used in diverse applications. They are naturally induced in modeling secure sensor networks under random key predistribution schemes, as well as in modeling the topologies of…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
The concept of structural invariance previously introduced by the authors is used to argue that the connection between random matrix theory and quantum systems with a chaotic classical counterpart is in fact largely exact in the…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…
This chapter is an introduction to the connection between random matrices and maps, i.e graphs drawn on surfaces. We concentrate on the one-matrix model and explain how it encodes and allows to solve a map enumeration problem.
This is a brief survey of classical and recent results about the typical behavior of eigenvalues of large random matrices, written for mathematicians and others who study and use matrices but may not be accustomed to thinking about…