On combinatorial formulas for Macdonald polynomials

A recent breakthrough in the theory of (type A) Macdonald polynomials is due to Haglund, Haiman and Loehr, who exhibited a combinatorial formula for these polynomials in terms of a pair of statistics on fillings of Young diagrams. Ram and Yip gave a formula for the Macdonald polynomials of arbitrary type in terms of so-called alcove walks; these originate in the work of Gaussent-Littelmann and of the author with Postnikov on discrete counterparts to the Littelmann path model. In this paper, we relate the above developments, by explaining how the Ram-Yip formula compresses to a new formula, which is similar to the Haglund-Haiman-Loehr one but contains considerably fewer terms.     

Inversion of the Pieri formula for Macdonald polynomials

We give the explicit analytic development of Macdonald polynomials in terms of “modified complete” and elementary symmetric functions. These expansions are obtained by inverting the Pieri formula. Specialization yields similar developments for monomial, Jack and Hall-Littlewood symmetric functions.     

A combinatorial formula for Macdonald polynomials

In this paper we use the combinatorics of alcove walks to give uniform combinatorial formulas for Macdonald polynomials for all Lie types. These formulas resemble the formulas of Haglund, Haiman and Loehr for Macdonald polynomials of type GLn. At q=0 these formulas specialize to the formula of Schwer for the Macdonald spherical function in terms of positively folded alcove walks and at q=t=0 these formulas specialize to the formula for the Weyl character in terms of the Littelmann path model (in the positively folded gallery form of Gaussent and Littelmann).     

Algebraic polynomials and moments of stochastic integrals

We propose an algebraic method for proving estimates on moments of stochastic integrals. The method uses qualitative properties of roots of algebraic polynomials from certain general classes. As an application, we give a new proof of a variation of the Burkholder-Davis-Gundy inequality for the case of stochastic integrals with respect to real locally square integrable martingales. Further possible applications and extensions of the method are outlined.     

Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations

Stationary and isotropic iteration stable random tessellations are considered, which are constructed by a random process of iterative cell division. The collection of maximal polytopes at a fixed time t within a convex window W⊂R^d is regarded and formulas for mean values, variances and a characterization of certain covariance measures are proved. The focus is on the case d≥3, which is different from the planar one, treated separately in Schreiber and Thäle (2010) [12]. Moreover, a limit theorem for suitably rescaled intrinsic volumes is established, leading — in sharp contrast to the situation in the plane — to a non-Gaussian limit.     

Zeros of entire functions and a problem of Ramanujan

We derive representations for certain entire q-functions and apply our technique to the Ramanujan entire function (or q-Airy function) and q-Bessel functions. This is used to show that the asymptotic series of the large zeros of the Ramanujan entire function and similar functions are also convergent series. The idea is to show that the zeros of the functions under consideration satisfy a nonlinear integral equation.     

Meta densities and the shape of their sample clouds

This paper compares the shape of the level sets for two multivariate densities. The densities are positive and continuous, and have the same dependence structure. The density f is heavy-tailed. It decreases at the same rate-up to a positive constant-along all rays. The level sets {f>c} for c↓0, have a limit shape, a bounded convex set. We transform each of the coordinates to obtain a new density g with Gaussian marginals. We shall also consider densities g with Laplace, or symmetric Weibull marginal densities. It will be shown that the level sets of the new light-tailed density g also have a limit shape, a bounded star-shaped set. The boundary of this set may be written down explicitly as the solution of a simple equation depending on two positive parameters. The limit shape is of interest in the study of extremes and in risk theory, since it determines how the extreme observations in different directions relate. Although the densities f and g have the same copula-by construction-the shapes of the level sets are not related. Knowledge of the limit shape of the level sets for one density gives no information about the limit shape for the other density.     

Plancherel-Rotach asymptotics for some q-orthogonal polynomials with complex scalings

In this work we study the Plancherel-Rotach type asymptotics for Stieltjes-Wigert, q-Laguerre and Ismail-Masson orthogonal polynomials with complex scalings. The main terms of the asymptotics for Stieltjes-Wigert and q-Laguerre polynomials (Ismail-Masson polynomials) contain Ramanujan function Aq(z) for scaling parameters above the vertical line R(s)=2 (); the main terms of the asymptotics involve theta function for scaling parameters in the vertical strip 0<R(s)<2 (). When scaling parameters in the vertical strips, the number theoretical properties of scaling parameters completely determine the orders of the error terms. These asymptotic formulas may provide some insights to new random matrix models and also add a new link between special functions and number theory.     

Limit laws for UGROW random graphs

Representations are found for a limit law L(Z(k,p))$L\left(Z(k,p)\right)$ obtained from an expanding sequence of random forests containing n$n$ nodes with p∈(0,1]$p\in (0,1]$ a probability controlling bond formation. One implies that Z(k,p)$Z(k,p)$ is stochastically decreasing as k$k$ increases and that norming gives an exponential limit law. Limit theorems are given for the order of component trees. The proofs exploit properties of the gamma function.     

On Kendall-Ressel and related distributions

We delineate a connection of Kendall-Ressel and related laws with the lower real branch of Lambert W function. A characterization of the canonical member of Kendall-Ressel class is found. The Letac-Mora interpretation of the reciprocity of two specific NEFs is extended by considering two related reproductive EDMs. A local limit theorem on gamma convergence for the reproductive back-shifted Kendall-Ressel EDM is derived. Each member of this EDM is self-decomposable and unimodal, but not strongly unimodal. The coefficient of variation, skewness and kurtosis of each representative of this EDM are higher than the corresponding measures for the members of gamma and inverse Gaussian EDMs. An integral representation for the lower real branch of Lambert W function is given.     

Some combinatorial conjectures for shifted Jack polynomials

We present several combinatorial conjectures related to Jack generalized binomial coefficients, or equivalently to shifted Jack polynomials. We prove these conjectures when the degree of these polynomials is 5.     

On the convergence of LePage series in Skorokhod space

We consider the problem of the convergence of the so-called LePage series in the Skorokhod space D^d=D([0,1],R^d) and provide a simple criterion based on the moments of the increments of the random process involved in the series. This provides a simple sufficient condition for the existence of an α-stable distribution on D^d with given spectral measure.     

A formula for polynomials with Hermitian matrix argument

We construct and study orthogonal bases of generalized polynomials on the space of Hermitian matrices. They are obtained by the Gram-Schmidt orthogonalization process from the Schur polynomials. A Berezin-Karpelevich type formula is given for these multivariate polynomials. The normalization of the orthogonal polynomials of Hermitian matrix argument and expansions in such polynomials are investigated.     

Representations for the extreme zeros of orthogonal polynomials

We establish some representations for the smallest and largest zeros of orthogonal polynomials in terms of the parameters in the three-terms recurrence relation. As a corollary we obtain representations for the endpoints of the true interval of orthogonality. Implications of these results for the decay parameter of a birth-death process (with killing) are displayed.     

Strong convergence of the empirical distribution of eigenvalues of sample covariance matrices with a perturbation matrix

Let , where is a random symmetric matrix, a random symmetric matrix, and with being independent real random variables. Suppose that , and are independent. It is proved that the empirical spectral distribution of the eigenvalues of random symmetric matrices converges almost surely to a non-random distribution.     

Poisson polyhedra in high dimensions

The zero cell of a parametric class of random hyperplane tessellations depending on a distance exponent and an intensity parameter is investigated, as the space dimension tends to infinity. The model includes the zero cell of stationary and isotropic Poisson hyperplane tessellations as well as the typical cell of a stationary Poisson Voronoi tessellation as special cases. It is shown that asymptotically in the space dimension, with overwhelming probability these cells satisfy the hyperplane conjecture, if the distance exponent and the intensity parameter are suitably chosen dimension-dependent functions. Also the high dimensional limits of the mean number of faces are explored and the asymptotic behaviour of an isoperimetric ratio is analysed. In the background are new identities linking the f-vector of the zero cell to certain dual intrinsic volumes.