Related papers: Stable laws and products of positive random matric…

This paper studies the mean stability of positive semi-Markovian jump linear systems. We show that their mean stability is characterized by the spectral radius of a matrix that is easy to compute. In deriving the condition we use a certain…

We introduce two related notions of pattern enforcement in $(0,1)$-matrices: $Q$-forcing and strongly $Q$-forcing, which formalize distinct ways a fixed pattern $Q$ must appear within a larger matrix. A matrix is $Q$-forcing if every…

This article uses a combination of three ideas from simulation to establish a nearly optimal polynomial upper bound for the joint density of the stable process and its associated supremum at a fixed time on the entire support of the joint…

In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…

Williamson's theorem states that for any $2n \times 2n$ real positive definite matrix $A$, there exists a $2n \times 2n$ real symplectic matrix $S$ such that $S^TAS=D \oplus D$, where $D$ is an $n\times n$ diagonal matrix with positive…

In an earlier paper, we discussed the probability that the determinant of a matrix undergoes the least change upon perturbation of one of its elements, provided that most or all of the elements of the matrix are chosen at random and that…

This paper is focuses on the computation of the positive moments of one-side correlated random Gram matrices. Closed-form expressions for the moments can be obtained easily, but numerical evaluation thereof is prone to numerical stability,…

Super-stability and strong stability are properties of a matching in the stable matching problem with ties. In this paper, we introduce a common generalization of super-stability and strong stability, which we call non-uniform stability.…

We show that the spectral gap of a random walk on the domain of normal attraction of an $\alpha$-stable law is of order $\mathcal O(n^{\alpha})$ when restricted to boxes of size $n$. The proof is based on a comparison principle that may be…

Fix a positive integer $d$ and let $(G_n)_{n\geq1}$ be a sequence of finite abelian groups with orders tending to infinity. For each $n \geq 1$, let $C_n$ be a uniformly random $G_n$-circulant matrix with entries in $\{0,1\}$ and exactly…

If matrices almost satisfying a group relation are close to matrices exactly satisfying the relation, then we say that a group is matricially stable. Here "almost" and "close" are in terms of the Hilbert-Schmidt norm. Using tracial 2-norm…

We study the almost sure convergence of the normalized columns in an infinite product of nonnegative matrices, and the almost sure rank one property of its limit points. Given a probability on the set of $2\times2$ nonnegative matrices,…

The Boltzmann-Gibbs celebrated entropy $S_{BG}=-k\sum_ip_i \ln p_i$ is {\it concave} (with regard to all probability distributions $\{p_i\}$) and {\it stable} (under arbitrarily small deformations of any given probability distribution). It…

We consider an urn model, whose replacement matrix has all entries nonnegative and is balanced, that is, has constant row sums. We obtain the rates of the counts of balls corresponding to each color for the strong laws to hold. The analysis…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

Let $P$ be a probability on a finite group $G$, ${P^{(n)}}$ $n$-fold convolution of $P$ on $G$. Under mild condition, ${P^{(n)}}$ at $n \to \infty $ converges to the uniform probability on the group $G$. If $A = \left\{ {g \in G,\;P\left( g…

We prove the existence and uniqueness of tempered random attractors for stochastic Reaction-Diffusion equations on unbounded domains with multiplicative noise and deterministic non-autonomous forcing. We establish the periodicity of the…

We consider the one-dimensional Schroedinger equation on a ring, with the cubic term, of either self-attractive or repulsive sign, confined to a narrow segment. This setting can be realized in optics and Bose-Einstein condensates. For the…

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

In this paper, a branching random walk $(V(x))$ in the boundary case is studied, where the associated one dimensional random walk is in the domain of attraction of an $\alpha-$stable law with $1<\alpha<2$. Let $M_n$ be the minimal position…