English
Related papers

Related papers: Painleve formulas of the limiting distributions fo…

200 papers

We propose a new framework for transverse-momentum dependent parton distribution functions, based on a generalized conception of gauge invariance which includes into the Wilson lines the Pauli term $\sim F^{\mu\nu}[\gamma_\mu, \gamma_\nu]$.…

High Energy Physics - Phenomenology · Physics 2014-11-20 I. O. Cherednikov , A. I. Karanikas , N. G. Stefanis

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

Probability · Mathematics 2017-04-26 Mathias Rafler

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai

We show that a considerable part of the theory of (ultra)distributions and hyperfunctions can be extended to more singular generalized functions, starting from an angular localizability notion introduced previously. Such an extension is…

High Energy Physics - Theory · Physics 2009-10-30 M. A. Soloviev

Explicit and exact results are obtained for the joint queue-length distribution for the two-level non-preemptive Markovian priority queue. Marginal distributions are derived for the general multi-level problem. The results are based on a…

Probability · Mathematics 2023-12-08 Josef Zuk , David Kirszenblat

We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…

Probability · Mathematics 2019-07-10 V. Yu. Korolev , A. K. Gorshenin , A. I. Zeifman

In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…

Probability · Mathematics 2012-11-14 Holger Dette , Jan Nagel

In a previous work a random matrix average for the Laguerre unitary ensemble, generalising the generating function for the probability that an interval $ (0,s) $ at the hard edge contains $ k $ eigenvalues, was evaluated in terms of a…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

Complex Variables · Mathematics 2017-07-25 Tien-Cuong Dinh , Duc-Viet Vu

We investigate the spectrum for partial sums of m position (or gaussian) operators on monotone Fock space based on $\ell^2(\mathbb{N})$. In the basic case of the first consecutive operators, we prove it coincides with the support of the…

Operator Algebras · Mathematics 2018-12-21 Vitonofrio Crismale , Yun Gang Lu

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

A nonlinear coupled system descriptive of multi-ion electrodiffusion is investigated and all parameters for which the system admits a single-valued general solution are isolated. This is achieved \textit{via} a method initiated by Painleve'…

Exactly Solvable and Integrable Systems · Physics 2017-10-16 Robert Conte , Colin Rogers , Wolfgang Schief

We revisit the enumeration problems of random discrete surfaces (RDS) based on solutions of the discrete equations derived from the matrix models. For RDS made of squares, the recursive coefficients of orthogonal polynomials associated with…

High Energy Physics - Theory · Physics 2017-12-27 Chuan-Tsung Chan , Hsiao-Fan Liu

We establish the relation between two objects: an integrable system related to Painlev\'e II equation, and the symplectic invariants of a certain plane curve S(TW). This curve describes the average eigenvalue density of a random hermitian…

Exactly Solvable and Integrable Systems · Physics 2010-12-14 Gaetan Borot , Bertrand Eynard

This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…

Probability · Mathematics 2013-06-25 Mark Adler , Pierre van Moerbeke , Dong Wang

We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear…

Probability · Mathematics 2008-05-05 Jean-Luc Marichal , Ivan Kojadinovic

Many aspects of the asymptotics of Plancherel distributed partitions have been studied in the past fifty years, in particular the limit shape, the distribution of the longest rows, connections with random matrix theory and characters of the…

Combinatorics · Mathematics 2017-01-20 Dario De Stavola

This work is concerned with finite range bounds on the variance of individual eigenvalues of random covariance matrices, both in the bulk and at the edge of the spectrum. In a preceding paper, the author established analogous results for…

Probability · Mathematics 2013-09-25 Sandrine Dallaporta