相关论文: Riemann-Hilbert problems for last passage percolat…
Last passage percolation (LPP) in an $n\times n$ lower triangular domain has nice connections with various generalizations of Schur measures. LPP along an anti-diagonal, from $(1,n)$ to $(n,1)$, gives a distribution of a highest column of a…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…
We establish a new perturbation theory for orthogonal polynomials using a Riemann--Hilbert approach and consider applications in numerical linear algebra and random matrix theory. This new approach shows that the orthogonal polynomials with…
The Riemann-Hilbert boundary value problem is studied for a class of planar complex vector fields $L$ in a simply connected open set $\Om\subset\R^2$. The first integrals of $L$ are used to reduce the problem into a collection of classical…
We consider the group of permutations of the vertices of a lattice. A random walk is generated by unit steps that each interchange two nearest neighbor vertices of the lattice. We study the heat equation on the permutation group, using the…
A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…
We consider the gap probability for the Pearcey and Airy processes; we set up a Riemann--Hilbert approach (different from the standard one) whereby the asymptotic analysis for large gap/large time of the Pearcey process is shown to…
We consider a variant of the continuous and discrete Ulam-Hammersley problems: we study the maximal length of an increasing path through a Poisson point process (or a Bernoulli point process) with the restriction that there must be minimal…
This is a brief survey of some open problems on permutation patterns, with an emphasis on subjects not covered in the recent book by Kitaev, \emph{Patterns in Permutations and words}. I first survey recent developments on the enumeration…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
We show that the transience or recurrence of a random walk in certain random environments on an arbitrary infinite locally finite tree is determined by the branching number of the tree, which is a measure of the average number of branches…
In exponential last passage percolation, we consider the rescaled Busemann process $x\mapsto N^{-1/3}B^\rho_{0,[xN^{2/3}]e_1} \,\, (x\in\mathbb{R})$, as a process parametrized by the scaled density $\rho=1/2+\frac{\mu}{4} N^{-1/3}$, and…
We study the sequence alignment problem and its independent version, the discrete Hammersley process with an exploration penalty. We obtain rigorous upper bounds for the number of optimality regions in both models near the soft edge. At…
We review a recent development at the interface between discrete mathematics on one hand and probability theory and statistics on the other, specifically the use of Markov chains and their boundary theory in connection with the asymptotics…
We study the two-time distribution in directed last passage percolation with geometric weights in the first quadrant. We compute the scaling limit and show that it is given by a contour integral of a Fredholm determinant.
Considering the optimal alignment of two i.i.d. random sequences of length $n$, we show that when the scoring function is chosen randomly, almost surely the empirical distribution of aligned letter pairs in all optimal alignments converges…
We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…
Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…
Percolation clusters are random fractals whose geometrical and transport properties can be characterized with the help of probability distribution functions. Using renormalized field theory, we determine the asymptotic form of various of…