Related papers: Walking into an absolute sum
We calculate the autocorrelation functions (or shifted moments) of the characteristic polynomials of matrices drawn uniformly with respect to Haar measure from the groups U(N), O(2N) and USp(2N). In each case the result can be expressed in…
We study a self-attractive random walk such that each trajectory of length $N$ is penalised by a factor proportional to $\exp ( - |R_N|)$, where $R_N$ is the set of sites visited by the walk. We show that the range of such a walk is close…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
An analysis of composite inertial motion (relativistic sum) within the framework of special relativity leads to the conclusion that every translational motion must be the symmetrically composite relativistic sum of a finite number of quanta…
In this note we augment the poly-Bernoulli family with two new combinatorial objects. We derive formulas for the relatives of the poly-Bernoulli numbers using the appropriate variations of combinatorial interpretations. Our goal is to show…
We consider multidimensional random walks in pyramidal cones (or multidimensional orthants), which are intersections of a finite number of half-spaces. We explore the connection between the existence of (positive) discrete harmonic…
We elaborate on the recent suggestion to consider averaging of Cauchy identities for the Schur functions over power sum variables. This procedure has apparent parallels with the Borel transform, only it changes the number of combinatorial…
In this paper, we derive eight basic identities of symmetry in three variables related to Bernoulli polynomials and power sums. These and most of their corollaries are new, since there have been results only about identities of symmetry in…
We examine the asymptotics of the moments of characteristic polynomials of $N\times N$ matrices drawn from the Hermitian ensembles of Random Matrix Theory, in the limit as $N\to\infty$. We focus in particular on the Gaussian Unitary…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…
A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.
In this paper we study the asymptotic behavior of the (skew) Macdonald and Jack symmetric polynomials as the number of variables grows to infinity. We characterize their limits in terms of certain variational problems. As an intermediate…
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
Several cycle lexicographical orders are found to describe the relative likelihood of elements of the random walks on the symmetric group generated by the conjugacy classes of transpositions, 3-cycles, and n-cycles. Spectral analysis finds…
We present a relationship between the generalized hyperharmonic numbers and the poly-Bernoulli polynomials, motivated from the connections between harmonic and Bernoulli numbers. This relationship yields numerous identities for the…
We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…
We study the expected distance of short uniform random walks in arbitrary dimensions with unit steps in random directions. It is known that for dimensions $d=2$ and $d=4$, all the moments of an $m$-step walk are integer. While for $d=2$,…
Transport in complex systems is characterized by a fractal dimension -- the walk dimension -- that indicates the diffusive or anomalous nature of the underlying random walk process. Here we report on the experimental retrieval of this key…
We study the variable-length ensemble of self-avoiding walks on the complete graph. We obtain the leading order asymptotics of the mean and variance of the walk length, as the number of vertices goes to infinity. Central limit theorems for…