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

Suppose that an equilibrium is asymptotically stable when external inputs vanish. Then, every bounded trajectory which corresponds to a control which approaches zero and which lies in the domain of attraction of the unforced system, must…

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…

A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

This paper explores mixture distributions induced by a product of the positive stable random variable and a power of another positive random variable. The paper also considers the convolution of the stable density with a gamma density.…

Let K, K' be convex cones residing in finite-dimensional real vector spaces E, E'. An element in the tensor product E \otimes E' is K \otimes K'-separable if it can be represented as finite sum \sum_l x_l \otimes x'_l with x_l \in K and…

A well-known fact in linear algebra is that $A^T A$ is always positive semi-definite for any real matrix $A$. We consider a generalization of this fact via the following decision problem. Given a symbolic product of length $k$, consisting…

A constant term sequence is a sequence of rational numbers whose $n$-th term is the constant term of $P^n(\boldsymbol{x}) Q(\boldsymbol{x})$, where $P(\boldsymbol{x})$ and $Q(\boldsymbol{x})$ are multivariate Laurent polynomials. While the…

Let $X_1,...,X_n$ be iid random vectors and $f\ge 0$ be a non-negative function. Let also $k(n) = {\rm Argmax}_{i=1,...,n} f(X_i)$. We are interested in the distribution of $X_{k(n)}$ and their limit theorems. In other words, what is the…

Let $\Mmm$ denote the set of $\mm$ matrices with complex entries, and let $\calG(\partial_1,...,\partial_n)$ be an $\mm$ matrix whose entries are partial differential operators on $\Rn$ with constant complex coefficients. It is proved that…

We present a simple proof to a fact recently established in [5]: let $\xi$ be a symmetric random variable that has variance $1$, let $\Gamma=(\xi_{ij})$ be an $N \times n$ random matrix whose entries are independent copies of $\xi$, and set…

Let $S$ be an algebraic semigroup (not necessarily linear) defined over a field $F$. We show that there exists a positive integer $n$ such that $x^n$ belongs to a subgroup of $S(F)$ for any $x \in S(F)$. In particular, the semigroup $S(F)$…

For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on…

Using the LePage representation, a strictly stable random element in a Banach space with $\alpha\in(0,2)$ can be represented as a sum of points of a Poisson process. This point process is union-stable, i.e. the union of its two independent…

In this paper we consider a multidimensional random walk killed on leaving a right circular cone with a distribution of increments belonging to the normal domain of attraction of an $\alpha$-stable and rotationally-invariant law with…

We characterise the class of distributions of random stochastic matrices $X$ with the property that the products $X(n)X(n-1) ... X(1)$ of i.i.d. copies $X(k)$ of $X$ converge a.s. as $n \rightarrow \infty$ and the limit is Dirichlet…

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…