Related papers: Discrete orthogonal polynomial ensembles and the P…
We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…
George R. Terrell (1983, {Ann. Probab., vol. 11(3), pp. 823--826) showed that the Pearson coefficient of correlation of an ordered pair from a random sample of size two is at most one-half, and the equality is attained only for rectangular…
Solutions of the discrete Painlev\'e II hierarchy are shown to be in relation with a family of Toeplitz determinants describing certain quantities in multicritical random partitions models, for which the limiting behavior has been recently…
We describe random generation algorithms for a large class of random combinatorial objects called Schur processes, which are sequences of random (integer) partitions subject to certain interlacing conditions. This class contains several…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
We investigate the sequence $(P_{n}(z))_{n=0}^{\infty}$ of random polynomials generated by the three-term recurrence relation $P_{n+1}(z)=z P_{n}(z)-a_{n} P_{n-1}(z)$, $n\geq 1$, with initial conditions $P_{\ell}(z)=z^{\ell}$, $\ell=0, 1$,…
This article constructs a class of random probability measures based on exponentially and polynomially tilting operated on the laws of completely random measures. The class is proved to be conjugate in that it covers both prior and…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…
We show, using either Fock space techniques or Macdonald difference operators, that certain symplectic and orthogonal analogues of Okounkov's Schur measure are determinantal with kernels given by explicit double contour integrals. We give…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
We study the problem of estimating linear response statistics under external perturbations using time series of unperturbed dynamics. Based on the fluctuation-dissipation theory, this problem is reformulated as an unsupervised learning task…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
We initiate a Stein's method approach to the study of the Plancherel measure of the symmetric group. A new proof of Kerov's central limit theorem for character ratios of random representations of the symmetric group on transpositions is…
Inspired by the works in [1] and [8] we introduce what we call $k$-th-order fluctuation fields and study their scaling limits. This construction is done in the context of particle systems with the property of orthogonal self-duality. This…
Given a sequence of polynomials $(p_n)_n$, an algebra of operators $\mathcal{A}$ acting in the linear space of polynomials and an operator $D_p\in \mathcal{A}$ with $D_p(p_n)=np_n$, we form a new sequence of polynomials $(q_n)_n$ by…
We show that Ramsey theory, a domain presently conceived to guarantee the existence of large homogeneous sets for partitions on k-tuples of words (for every natural number k) over a finite alphabet, can be extended to one for partitions on…
We study skew-orthogonal polynomials with respect to the weight function $\exp[-2V(x)]$, with $V(x)=\sum_{K=1}^{2d}(u_{K}/{K})x^{K}$, $u_{2d} > 0$, $d > 0$. A finite subsequence of such skew-orthogonal polynomials arising in the study of…
An algebraic interpretation of the bivariate Krawtchouk polynomials is provided in the framework of the 3-dimensional isotropic harmonic oscillator model. These polynomials in two discrete variables are shown to arise as matrix elements of…
We call Krawtchouk-Griffiths systems, or KG-systems, systems of multivariate polynomials orthogonal with respect to corresponding multinomial distributions. The original Krawtchouk polynomials are orthogonal with respect to a binomial…