Related papers: Geometry of the Central Limit Theorem in the Nonex…
We study a family of parametric statistical models based on gamma distributions, which do give realistic descriptions for other stochastic porous media. Gamma distributions contain as a special case the exponential distributions, which…
In this paper we consider the space of those probability distributions which maximize the $q$-R\'enyi entropy. These distributions have the same parameter space for every $q$, and in the $q=1$ case these are the normal distributions. Some…
It is common to model random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an…
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean…
We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…
Geometry of hypersurfaces defined by the relation which generalizes classical formula for free energy in terms of microstates is studied. Induced metric, Riemann curvature tensor, Gauss-Kronecker curvature and associated entropy are…
This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…
We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…
Motivated by the Central Limit Theorem, in this paper, we study both universal and non-universal simulations of random variables with an arbitrary target distribution $Q_{Y}$ by general mappings, not limited to linear ones (as in the…
Many statistical models are algebraic in that they are defined by polynomial constraints or by parameterizations that are polynomial or rational maps. This opens the door for tools from computational algebraic geometry. These tools can be…
In the past decades, the central limit theorem (CLT) has been generalized to non-Euclidean data spaces. Some years ago, it was found that for some random variables on the circle, the sample Fr\'echet mean fluctuates around the population…
This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…
It is shown that the topologies and nestings of the zero and nodal sets of random (Gaussian) band limited functions have universal laws of distribution. Qualitative features of the supports of these distributions are determined. In…
It is shown that the topologies and nestings of the zero and nodal sets of random (Gaussian) band limited functions have universal laws of distribution. Qualitative features of the supports of these distributions are determined. In…
We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…
Random simplices and more general random convex bodies of dimension $p$ in $\mathbb{R}^n$ with $p\leq n$ are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
It is well known that quantum mechanics admits a geometric formulation on the complex projective space as a Kahler manifold. In this paper we consider the notion of mutual information among continuous random variables in relation to the…
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…
For a large class of statistical systems a geometric mean value of the observables is constrained. These observables are characterized by a power-law statistical distribution.