相关论文: Discrete Painlev\'e equations and random matrix av…
Diagrammatic techniques to compute perturbatively the spectral properties of Euclidean Random Matrices in the high-density regime are introduced and discussed in detail. Such techniques are developed in two alternative and very different…
A new method of path averaging for waves propagating in a random dilute system of identical scatterers is developed. The scattering matrix of such a system is calculated. The method systematically takes into account repeating scatterings on…
We study the recurrence coefficients of the monic polynomials $P_n(z)$ orthogonal with respect to the deformed (also called semi-classical) Freud weight \begin{equation*} w_{\alpha}(x;s,N)=|x|^{\alpha}{\rm…
Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…
We present a unified description of birational representation of Weyl groups associated with T-shaped Dynkin diagrams, by using a particular configuration of points in the projective plane. A geometric formulation of tau-functions is given…
In this paper, the joint distribution of the sum and maximum of independent, not necessarily identically distributed, nonnegative random variables is studied for two cases: i) continuous and ii) discrete random variables. First, a recursive…
A discrete-time stochastic process derived from a model of basketball is used to generalize any discrete distribution. The generalized distributions can have one or two more parameters than the parent distribution. Those derived from…
We investigate the recurrence coefficients of discrete orthogonal polynomials on the non-negative integers with hypergeometric weights and show that they satisfy a system of non-linear difference equations and a non-linear second order…
In this paper we study the characteristic or generating function of a certain discontinuous linear statistics of the Laguerre unitary ensembles and show that this is a particular fifth Painl\'eve transcendant in the variable $t,$ the…
We consider the orbits of a discrete Painlev\'e equation over finite fields and show that the number of points in such orbits satisfy the Hasse bound. The orbits turn out to lie on algebraic curves, whose defining polynomials are given…
We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…
The density function for the joint distribution of the first and second eigenvalues at the soft edge of unitary ensembles is found in terms of a Painlev\'e II transcendent and its associated isomonodromic system. As a corollary, the density…
The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known,…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
For a probability measure preserving dynamical system $(\mathcal{X},f,\mu)$, the Poincar\'e Recurrence Theorem asserts that $\mu$-almost every orbit is recurrent with respect to its initial condition. This motivates study of the statistics…
A quadratic recurrence of Faltung type, arising via ancestral path lengths of random binary trees, turns out to be related to the Painlev\'e I differential equation.
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
We consider integrals of tau functions of Zakharov-Shabat systems whose higher times are related to the eigenvalues of products of random matrices. Apart of random matrices there is the set of $n$ pairs of given matrices which play the role…
The third Painlev\'e equation in its generic form, often referred to as Painlev\'e-III($D_6$), is given by $$ \frac{{\rm d}^2u}{{\rm d}x^2} =\frac{1}{u}\left(\frac{{\rm d}u}{{\rm d}x}\right)^2-\frac{1}{x}\frac{{\rm d}u}{{\rm…
We investigate the dependence of Poincar\'e recurrence-times statistics on the choice of recurrence-set, by sampling the dynamics of two- and four-dimensional Hamiltonian maps. We derive a method that allows us to visualize the direct…