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We prove that if $pge 1$ and $0< rle p$ then the sequence $binom{mp+r}{m}frac{r}{mp+r}$, $m=0,1,2,...$, is positive definite, more precisely, is the moment sequence of a probability measure $mu(p,r)$ with compact support contained in $[0,+infty)$. This family of measures encompasses the multiplicative free powers of the Marchenko-Pastur distribution as well as the Wigners semicircle distribution centered at $x=2$. We show that if $p>1$ is a rational number, $0<rle p$, then $mu(p,r)$ is absolutely continuous and its density $W_{p,r}(x)$ can be expressed in terms of the Meijer and the generalized hypergeometric functions. In some cases, including the multiplicative free square and the multiplicative free square root of the Marchenko-Pastur measure, $W_{p,r}(x)$ turns out to be an elementary function.
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We analyze a class of energy and wealth redistribution models. We characterize their stationary measures and show that they have a discrete dual process. In particular we show that the wealth distribution model with non-zero propensity can never have invariant product measures. We also introduce diffusion processes associated to the wealth distribution models by instantaneous thermalization.
In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics. We show that appropriate choices of the perturbations can lead to samplers that have improved properties, at least in terms of reducing the asymptotic variance. We present a detailed analysis of the new Langevin sampler for Gaussian target distributions. Our theoretical results are supported by numerical experiments with non-Gaussian target measures.
We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% beta_n$ and an energy functional consisting of a (possibly singular) interaction potential and a (possibly weakly) confining potential. Under fairly general assumptions on the potentials, we use a common framework to establish LDPs both with speeds $beta_n/n rightarrow infty$, in which case the rate function is expressed in terms of a functional involving the potentials, and with speed $beta_n =n$, when the rate function contains an additional entropic term. Such LDPs are motivated by questions arising in random matrix theory, sampling, simulated annealing and asymptotic convex geometry. Our approach, which uses the weak convergence method developed by Dupuis and Ellis, establishes LDPs with respect to stronger Wasserstein-type topologies. Our results address several interesting examples not covered by previous works, including the case of a weakly confining potential, which allows for rate functions with minimizers that do not have compact support, thus resolving several open questions raised in a work of Chafa{i} et al.
Squared singular values of a product of s square random Ginibre matrices are asymptotically characterized by probability distribution P_s(x), such that their moments are equal to the Fuss-Catalan numbers or order s. We find a representation of the Fuss--Catalan distributions P_s(x) in terms of a combination of s hypergeometric functions of the type sF_{s-1}. The explicit formula derived here is exact for an arbitrary positive integer s and for s=1 it reduces to the Marchenko--Pastur distribution. Using similar techniques, involving Mellin transform and the Meijer G-function, we find exact expressions for the Raney probability distributions, the moments of which are given by a two parameter generalization of the Fuss-Catalan numbers. These distributions can also be considered as a two parameter generalization of the Wigner semicircle law.
We consider an electronic bound state of the usual, non-relativistic, molecular Hamiltonian with Coulomb interactions and fixed nuclei. Away from appropriate collisions, we prove the real analyticity of all the reduced densities and density matrices, that are associated to this bound state. We provide a similar result for the associated reduced current density.
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