Related papers: Generalized Bounded Variation and Inserting point …

Let $B$ denote the range of the Brownian motion in $\mathbb{R}^{d}$ ($d\geq3$). For a deterministic Borel measure $\nu$ on $\mathbb{R}^{d}$ we wish to find a random measure $\mu$ such that the support of $\mu$ is contained in $B$ and it is…

We consider finite point subsets (distributions) in compact metric spaces. In the case of general rectifiable metric spaces, non-trivial bounds for sums of distances between points of distributions and for discrepancies of distributions in…

In the paper, the estimator for the spectral measure of multivariate stable distributions introduced by Davydov and co-workers are extended to the regularly varying distributions. The sampling method is modified to optimize the rate of…

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…

The probability that a random permutation in $S_n$ is a derangement is well known to be $\displaystyle\sum\limits_{j=0}^n (-1)^j \frac{1}{j!}$. In this paper, we consider the conditional probability that the $(k+1)^{st}$ point is fixed,…

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed…

Let $S(z)$ be an absolutely convergent Dirichlet series with a bounded spectrum and only real zeros $a_n$, let $\mu$ be the sum of unit masses at points $a_n$. It is proven that the Fourier transform $\hat\mu$ in the sense of distributions…

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…

One of the main concepts in quantum physics is a density matrix, which is a symmetric positive definite matrix of trace one. Finite probability distributions can be seen as a special case when the density matrix is restricted to be…

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

In this paper, we obtain generic bounds on the variances of estimation and prediction errors in time series analysis via an information-theoretic approach. It is seen in general that the error bounds are determined by the conditional…

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Using the spectral theory of unitary operators and the theory of orthogonal polynomials on the unit circle, we propose a simple matrix model for the following circular analogue of the Jacobi ensemble: $$c_{\delta,\beta}^{(n)} \prod_{1\leq…

We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables $(F_n)$ which are smooth and non-degenerated in some sense and enable…

Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…

We study the asymptotic behavior, as $n\to\infty$, of ratios of Toeplitz determinants $D_n(e^h d\mu)/D_n(d\mu)$ defined by a measure $\mu$ on the unit circle and a sufficiently smooth function $h$. The approach we follow is based on the…

Let $(\{1,2,\ldots,n\},d)$ be a metric space. We analyze the expected value and the variance of $\sum_{i=1}^{\lfloor n/2\rfloor}\,d({\boldsymbol{\pi}}(2i-1),{\boldsymbol{\pi}}(2i))$ for a uniformly random permutation ${\boldsymbol{\pi}}$ of…

We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…

Let $G=(V,E)$ be a $d$-regular graph on $n$ vertices and let $\mu_0$ be a probability measure on $V$. The act of moving to a randomly chosen neighbor leads to a sequence of probability measures supported on $V$ given by $\mu_{k+1} = A…