Related papers: Mod-Gaussian convergence: new limit theorems in pr…
We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…
This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…
In the spirit of [M. Biskup & O. Louidor, Adv. Math. 330 (2018)], we study the local structure of $\star$-scale invariant fields -- a class of log-correlated Gaussian fields -- around their extremal points by characterising the law of the…
We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
A novel over-dispersed discrete distribution, namely the PoiTG distribution is derived by the convolution of a Poisson variate and an independently distributed transmuted geometric random variable. This distribution generalizes the…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…
In this article, we study the mixed fourth moments of Hecke--Maass cusp forms and Eisenstein series with type $(2, 2)$. Under the assumptions of the Generalized Riemann Hypothesis (GRH) and the Generalized Ramanujan Conjecture (GRC), we…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
In this paper, we introduce a convergence notion for ordered selections. Our convergence notion is based on subpermutation densities and convergences of the marginal distributions. A particular case of this convergence is the well-known…
For delta operator $aD-bD^{p+1}$ we find the corresponding polynomial sequence of binomial type and relations with Fuss numbers. In the case $D-\frac{1}{2}D^2$ we show that the corresponding Bessel-Carlitz polynomials are moments of the…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
According to generalized Mellin derivative (Kargin), we introduce a new family of polynomials called higher order generalized geometric polynomials. We obtain some properties of them.We discuss their connections to degenerate Bernoulli and…
We show that the zeros of random sequences of Gaussian systems of polynomials of increasing degree almost surely converge to the expected limit distribution under very general hypotheses. In particular, the normalized distribution of zeros…
In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…
We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…
The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…
In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…
We consider random polynomials with independent identically distributed coefficients with a fixed law. Assuming the Riemann hypothesis for Dedekind zeta functions, we prove that such polynomials are irreducible and their Galois groups…