Related papers: Conditional Limits of W_p scale Mixture Distributi…
Let $\mathbf{X}(n) \in \mathbb{R}^d$ be a sequence of random vectors, where $n\in\mathbb{N}$ and $d = d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $\mathbf{X}$ and the…
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…
We provide non-asymptotic bounds for first and higher order inclusion probabilities of the rejective sampling model with various size parameters. Further we derive bounds in the semi-definite ordering for matrices that collect (conditional)…
We study the asymptotic behaviour of a version of the one-dimensional Mott random walk in a regime that exhibits severe blocking. We establish that, for any fixed time, the appropriately-rescaled Mott random walk is situated between two…
In this work, we focus on some conditional extreme risk measures estimation for elliptical random vectors. In a previous paper, we proposed a methodology to approximate extreme quantiles, based on two extremal parameters. We thus propose…
A simple, discrete, parametric model is proposed to describe conditional (correlated) deposition of particles on a surface and formation of a connecting (percolating) cluster. The surface changes spontaneously its properties (phase…
In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…
We obtain closed form expressions for the expected conditional degree distribution and the joint degree distribution of the linear preferential attachment model for network growth in the steady state. We consider the multiple-destination…
We show that for every positive p, the L_p-norm of linear combinations (with scalar or vector coefficients) of products of i.i.d. random variables, whose moduli have a nondegenerate distribution with the p-norm one, is comparable to the…
We study the joint distribution of the set of all marginals of a random Wishart matrix acting on a tensor product Hilbert space. We compute the limiting free mixed cumulants of the marginals, and we show that in the balanced asymptotical…
We determine the asymptotic distribution of the p-rank of the sandpile groups of random bipartite graphs. We see that this depends on the ratio between the number of vertices on each side, with a threshold when the ratio between the sides…
In many applications involving binary variables, only pairwise dependence measures, such as correlations, are available. However, for multi-way tables involving more than two variables, these quantities do not uniquely determine the joint…
We report on recent results on the spectral statistics of the discrete Anderson model in the localized phase. Our results show, in particular, that, for the discrete Anderson Hamiltonian with smoothly distributed random potential at…
In finite mixtures of location-scale distributions, if there is no constraint or penalty on the parameters, then the maximum likelihood estimator does not exist because the likelihood is unbounded. To avoid this problem, we consider a…
Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly…
In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…
We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…