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We show that the maximum moments of the sum of independent positive semidefinite random matrices with given norm upper bounds and norms of expectations is attained when all the random matrices are the multiplications of certain random…

Probability · Mathematics 2015-10-07 March Boedihardjo

We study high moments of truncated Wigner nxn random matrices by using their representation as the sums over the set W of weighted even closed walks. We construct the subset W' of W such that the corresponding sum diverges in the limit of…

Probability · Mathematics 2010-05-20 O. Khorunzhiy

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables on a sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, $S_n=X_1+\ldots+X_n$. We consider the moments of $\max_{n\ge…

Probability · Mathematics 2022-02-28 Li-Xin Zhang

If the edges of the complete graph $K_n$ are totally ordered, a simple path whose edges are in ascending order is called increasing. The worst-case length of the longest increasing path has remained an open problem for several decades, with…

Combinatorics · Mathematics 2014-03-06 Mikhail Lavrov , Po-Shen Loh

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

Probability · Mathematics 2018-02-15 László Erdős , Peter Mühlbacher

In this paper, we obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extend the results of Chung, Kennedy, Kaigh and Khorunzhiy and Marckert.

Probability · Mathematics 2011-07-19 Termeh Kousha

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

We introduce the Dyck path triangulation of the cartesian product of two simplices $\Delta_{n-1}\times\Delta_{n-1}$. The maximal simplices of this triangulation are given by Dyck paths, and its construction naturally generalizes to produce…

Combinatorics · Mathematics 2014-02-21 Cesar Ceballos , Arnau Padrol , Camilo Sarmiento

We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…

Probability · Mathematics 2017-04-07 Victor-Emmanuel Brunel

We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these…

Probability · Mathematics 2012-12-18 O. Khorunzhiy

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

Dynamical Systems · Mathematics 2022-07-19 Alexey Korepanov , Zemer Kosloff , Ian Melbourne

It was recently conjectured by Fyodorov, Hiary and Keating that the maximum of the characteristic polynomial on the unit circle of a $N\times N$ random unitary matrix sampled from the Haar measure grows like $CN/(\log N)^{3/4}$ for some…

Probability · Mathematics 2016-09-21 Louis-Pierre Arguin , David Belius , Paul Bourgade

Motivated by the problem of computing the distribution of the largest distance $d_{\max}$ between $n$ random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet…

Probability · Mathematics 2015-05-19 Eckhard Schlemm

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables and let $\{S_n, n \in \mathbb{N}_+ \}$ be a transient random walk in the domain of attraction of a stable law. In the previous work \cite{Nicolas_Ahmad}, under…

Probability · Mathematics 2022-01-19 Ahmad Darwiche

For $X(n)$ a Steinhaus random multiplicative function, we study the maximal size of the random Dirichlet polynomial $$ D_N(t) = \frac1{\sqrt{N}} \sum_{n \leq N} X(n) n^{it}, $$ with $t$ in various ranges. In particular, for fixed $C>0$ and…

Number Theory · Mathematics 2023-02-24 Jacques Benatar , Alon Nishry

We consider a Tamari interval of size $n$ (i.e., a pair of Dyck paths which are comparable for the Tamari relation) chosen uniformly at random. We show that the height of a uniformly chosen vertex on the upper or lower path scales as…

Combinatorics · Mathematics 2024-03-28 Guillaume Chapuy

We prove that $\det A\leq 6^\frac{n}{6}$ whenever $A\in\{0,1\}^{n\times n}$ contains at most $2n$ ones. We also prove an upper bound on the determinant of matrices with the $k$-consecutive ones property, a generalisation of the consecutive…

Combinatorics · Mathematics 2017-11-29 Henning Bruhn , Dieter Rautenbach

In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…

Statistics Theory · Mathematics 2013-07-08 Denis Belomestny , Vladimir Spokoiny

Let $\eta^*_n$ denote the maximum, at time $n$, of a nonlattice one-dimensional branching random walk $\eta_n$ possessing (enough) exponential moments. In a seminal paper, Aidekon demonstrated convergence of $\eta^*_n$ in law, after…

Probability · Mathematics 2016-09-06 Maury Bramson , Jian Ding , Ofer Zeitouni

Let $G = (V,E)$ be a connected directed graph on $n$ vertices. Assign values from the set $\{1,2,\dots,n\}$ to the vertices of $G$ and update the values according to the following rule: uniformly at random choose a vertex and update its…

Data Structures and Algorithms · Computer Science 2024-06-05 John Larkin
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