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Nathan Noiry

Publications and source records attributed to Nathan Noiry.

20 records · Page 2Linked to original sources

A solvable class of renewal processes

When the distribution of the inter-arrival times of a renewal process is a mixture of geometric laws, we prove that the renewal function of the process is given by the moments of a probability measure which is explicitly related to the mixture distribution. We also present an analogous result in the continuous case when the inter-arrival law is a mixture of exponential laws. We then observe that the above discrete class of renewal processes provides a solvable family of random polymers. Namely, we obtain an exact representation of the partition function of polymers pinned at sites of the aforementioned renewal processes. In the particular case where the mixture measure is a generalized Arcsine law, the computations can be explicitly handled.

math.PR↗

Spectra of Wishart Matrices with size-dependent entries

We prove the convergence of the empirical spectral measure of Wishart matrices with size-dependent entries and characterize the limiting law by its moments. We apply our result to the cases where the entries are Bernoulli variables with parameter c=n or truncated heavy-tailed random variables. In both cases, when c goes to infinity or when the truncation is small, the limiting spectrum is a perturbation of the Marchenko-Pastur distribution and we compute its leading term.

math.PR↗