Related papers: Right limits and reflectionless measures for CMV m…

We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…

By extending the methods in Peligrad et al. (2014a, b), we establish exact moderate and large deviation asymptotics for linear random fields with independent innovations. These results are useful for studying nonparametric regression with…

We use a non-linear characterization of orthonormal polynomials due to Saff in order to show that the behavior of orthonormal polynomials is determined only by its leading coefficient and its normalization. Several applications of this…

We present the exact analytical expression for the spectrum of a sparse non-Hermitian random matrix ensemble, generalizing two classical results in random-matrix theory: this analytical expression forms a non-Hermitian version of the…

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

A classical result due to Bochner classifies the orthogonal polynomials on the real line which are common eigenfunctions of a second order linear differential operator. We settle a natural version of the Bochner problem on the unit circle…

We study convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Andrieu and Roberts [Ann. Statist. 37 (2009) 697-725]). We find that the asymptotic variance of the pseudo-marginal algorithm is always at least as…

The CMV matrices are the unitary analogs of Jacobi matrices. In the finite case, it is well-known that the set of Jacobi matrices with a fixed trace is nothing but a coadjoint orbit of the lower triangular group. In this note, we will give…

In periodic media gap solitons with frequencies inside a spectral gap but close to a spectral band can be formally approximated by a slowly varying envelope ansatz. The ansatz is based on the linear Bloch waves at the edge of the band and…

The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…

An analogy is drawn between recent work with Kley (math.AG/0007082) and the WDVV equations. That is, both are regarded as symmetries of generating functions with coefficients that "count" rational curves on a complex projective manifold. It…

We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…

Motivated by [9] we study the existence of the inverse of infinite Hermitian moment matrices associated with measures with support on the complex plane. We relate this problem to the asymptotic behaviour of the smallest eigenvalues of…

We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…

We establish sharp estimates for the convergence rate of the Kranosel'ski\v{\i}-Mann fixed point iteration in general normed spaces, and we use them to show that the asymptotic regularity bound recently proved in [11] (Israel Journal of…

We describe wave decay rates associated to embedded resonances and spectral thresholds for waveguides and manifolds with infinite cylindrical ends. We show that if the cut-off resolvent is polynomially bounded at high energies, as is the…

Ratios of D-finite sequences and their limits -- known as Ap\'ery limits -- have driven much of the work on irrationality proofs since Ap\'ery's 1979 breakthrough proof of the irrationality of $\zeta(3)$. We extend ratios of D-finite…

Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.

Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…