We show that repulsive random variables can yield Monte Carlo methods with faster
convergence rates than the typical N^-1/2, where N is the number of integrand evaluations …

Muttalib–Borodin ensembles are characterised by the pair interaction term in the eigenvalue
probability density function being of the form ∏_1≤j<k≤N(λ_k-λ_j)(λ_k^θ-λ_j^θ). We study …

We address the problem of the weak asymptotic behavior of zeros of families of generalized
hypergeometric polynomials as their degree tends to infinity. The main tool is the …

Polynomial ensembles are determinantal point processes associated with (not necessarily
orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put …

Recent works have shown that the family of probability distributions with moments given by
the Fuss–Catalan numbers permit a simple parameterized form for their density. We extend …

arXiv:1406.2707v1 [math.PR] 10 Jun 2014 Page 1 arXiv:1406.2707v1 [math.PR] 10 Jun 2014
Determinantal Probability Basic Properties and Conjectures Russell Lyons∗ Abstract. We …

We study the fluctuations of certain biorthogonal ensembles for which the underlying family
{P, Q} satisfies a finite-term recurrence relation of the form x P (x)= JP (x). For polynomial …

Determinantal point processes (DPPs) are a repulsive distribution over configurations of
points. The 2016 conference Journées Modélisation Aléatoire et Statistique (MAS) of the …

Considering a determinantal point process on the real line, we establish a connection
between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic …

This survey considers multiple orthogonal polynomials with respect to Nikishin systems
generated by a pair $(\sigma_1,\sigma_2) $ of measures with unbounded supports …