Related papers: Point processes and the infinite symmetric group. …
We study a prominent two-parametric family of diffusion processes $X_{z,z'}$ on an infinite-dimensional Thoma simplex. The family was constructed by Borodin and Olshanski in 2007 and it closely resembles Ethier-Kurtz's…
We construct a family of Pfaffian point processes relevant for the harmonic analysis on the infinite symmetric group. The correlation functions of these processes are representable as Pfaffians with matrix valued kernels. We give explicit…
Fourier analysis and representation of circular distributions in terms of their Fourier coefficients, is quite commonly discussed and used for model-free inference such as testing uniformity and symmetry etc. in dealing with 2-dimensional…
We extend a recent theory of parametric correlations in the spectrum of random matrices to study the response to an external perturbation of eigenvalues near the soft edge of the support. We demonstrate by explicit non-perturbative…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
We introduce and study multiple partition structures which are sequences of probability measures on families of Young diagrams subjected to a consistency condition. The multiple partition structures are generalizations of Kingman's…
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…
This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…
In this article we discuss density of products of biharmonic functions vanishing on an arbitrarily small part of the boundary. We prove that one can use three or more such biharmonic functions to construct a dense subset of smooth symmetric…
The definition and the properties of a Gaussian point distribution, in contrast to the well-known properties of a Gaussian random field are discussed. Constraints for the number density and the two-point correlation function arise. A simple…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
This paper develops asymptotic theory of integrals of empirical quantile functions with respect to random weight functions, which is an extension of classical $L$-statistics. They appear when sample trimming or Winsorization is applied to…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Expanding upon previous work, using the path-integral formalism we derive expressions for the one-particle reduced density matrix and the two-point correlation function for a quadratic system of bosons that interact through a general class…
Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…
We study correlations of the amplitudes of wave functions of a chaotic system at large distances. For this purpose, a joint distribution function of the amplitudes at two distant points in a sample is calculated analytically using the…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
Periodic point sets model all solid crystalline materials whose structures are determined in a rigid form and should be studied up to rigid motion or isometry preserving inter-point distances. In 2021 H.Edelsbrunner et al. introduced an…