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Related papers: Noncentral convergence of multiple integrals

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For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

A group $G$ is said to be $n$-centralizer if its number of element centralizers $\mid \Cent(G)\mid=n$, an F-group if every non-central element centralizer contains no other element centralizer and a CA-group if all non-central element…

Group Theory · Mathematics 2022-07-04 Sekhar Jyoti Baishya

We show that generalised extreme value statistics -the statistics of the k-th largest value among a large set of random variables- can be mapped onto a problem of random sums. This allows us to identify classes of non-identical and…

Statistical Mechanics · Physics 2009-11-11 Eric Bertin , Maxime Clusel

We study real eigenvalues of $N\times N$ real elliptic Ginibre matrices indexed by a non-Hermiticity parameter $0\leq \tau<1$, in both the strong and weak non-Hermiticity regime. Here $N$ is assumed to be an even number. In both regimes, we…

Mathematical Physics · Physics 2025-03-27 Sung-Soo Byun , Leslie Molag , Nick Simm

Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…

Probability · Mathematics 2015-08-06 Sean O'Rourke , Alexander Soshnikov

Zeckendorf's theorem states that every positive integer can be written uniquely as a sum of non-consecutive Fibonacci numbers ${F_n}$, with initial terms $F_1 = 1, F_2 = 2$. Previous work proved that as $n \to \infty$ the distribution of…

We consider the sums $S(k)=\sum_{n=0}^{\infty}\frac{(-1)^{nk}}{(2n+1)^k}$ and $\zeta(2k)=\sum_{n=1}^{\infty}\frac{1}{n^{2k}}$ with $k$ being a positive integer. We evaluate these sums with multiple integration, a modern technique. First, we…

Probability · Mathematics 2018-11-16 Vivek Kaushik , Daniele Ritelli

We study the $k$-core of a random (multi)graph on $n$ vertices with a given degree sequence. In our previous paper [Random Structures Algorithms 30 (2007) 50--62] we used properties of empirical distributions of independent random variables…

Probability · Mathematics 2009-09-29 Svante Janson , Malwina J. Luczak

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

Probability · Mathematics 2017-06-19 Grigoris Paouris , Petros Valettas

The Furstenberg recurrence theorem (or equivalently, Szemer\'edi's theorem) can be formulated in the language of von Neumann algebras as follows: given an integer $k \geq 2$, an abelian finite von Neumann algebra $(\M,\tau)$ with an…

Operator Algebras · Mathematics 2010-07-21 Tim Austin , Tanja Eisner , Terence Tao

We determine the limit distributions of sums of deterministic chaotic variables in unimodal maps assisted by a novel renormalization group (RG) framework associated to the operation of increment of summands and rescaling. In this framework…

Statistical Mechanics · Physics 2015-05-14 Miguel A. Fuentes , A. Robledo

The purpose of this paper is to analyze the distribution distance between random vectors derived from the magnitude of the analytic wavelet transform of the squared envelopes of Gaussian processes and their large-scale limits. When the…

Probability · Mathematics 2024-09-05 Gi-Ren Liu

We consider versions of the FIND algorithm where the pivot element used is the median of a subset chosen uniformly at random from the data. For the median selection we assume that subsamples of size asymptotic to $c \cdot n^\alpha$ are…

Probability · Mathematics 2013-11-20 Henning Sulzbach , Ralph Neininger , Michael Drmota

We derive conditions under which random sequences of polarizations (two-point symmetrizations) converge almost surely to the symmetric decreasing rearrangement. The parameters for the polarizations are independent random variables whose…

Functional Analysis · Mathematics 2013-01-16 Almut Burchard , Marc Fortier

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

Probability · Mathematics 2014-07-24 Ivan Nourdin , Giovanni Peccati , Guillaume Poly , Rosaria Simone

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…

Statistical Mechanics · Physics 2021-07-14 Lior Zarfaty , Eli Barkai , David A. Kessler

We prove the $\Gamma$-convergence of sequences of differentially constrained, random integral functionals of the form \begin{equation*} \int_{U} f\Big(\omega, x/\varepsilon, \mathbb{A} u\Big) \mathrm{d} x \end{equation*} for the class of…

Analysis of PDEs · Mathematics 2023-08-08 Piotr Wozniak

Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution function. The Glivenko-Cantelli theorem…

Probability · Mathematics 2011-02-22 Daniel Fresen

We investigate a hierarchy of semidefinite bounds $\vartheta^{(r)}(G)$ for the stability number $\alpha(G)$ of a graph $G$, based on its copositive programming formulation and introduced by de Klerk and Pasechnik [{\em SIAM J. Optim.} 12…

Optimization and Control · Mathematics 2024-01-23 Monique Laurent , Luis Felipe Vargas

Consider a sequence X_k=\sum_{j=0}^{\infty}c_j\xi_{k-j}, k\geq 1, where c_j, j\geq 0, is a sequence of constants and \xi_j, -\infty <j<\infty, is a sequence of independent identically distributed (i.i.d.) random variables (r.v.s) belonging…

Probability · Mathematics 2007-05-23 P. Jeganathan