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In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…
Let A be a minor-closed class of labelled graphs, and let G_n be a random graph sampled uniformly from the set of n-vertex graphs of A. When n is large, what is the probability that G_n is connected? How many components does it have? How…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
We study the fluctuation and limiting distribution of free energy in mean-field spin glass models with Ising spins under weak external fields. We prove that at high temperature, there are three sub-regimes concerning the strength of…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
Long-range dependent random fields with spectral densities which are unbounded at some frequencies are investigated. We demonstrate new examples of covariance functions which do not exhibit regular varying asymptotic behaviour at infinity.…
Let denote $S_n(p) = k_n^{-1} \sum_{i=1}^{k_n} \left( \log (X_{n+1-i,n} / X_{n-k_n, n}) \right)^p$, where $p > 0$, $k_n \leq n$ is a sequence of integers such that $k_n \to \infty$ and $k_n / n \to 0$, and $X_{1,n} \leq \ldots \leq X_{n,n}$…
Linear relations, containing measurement errors in input and output data, are taken into account in this paper. Parameters of these so-called errors-in-variables (EIV) models can be estimated by minimizing the total least squares (TLS) of…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
We study the behavior of high-dimensional robust regression estimators in the asymptotic regime where $p/n$ tends to a finite non-zero limit. More specifically, we study ridge-regularized estimators, i.e…
We establish limit theorems that describe the asymptotic local and global geometric behaviour of random enriched trees considered up to symmetry. We apply these general results to random unlabelled weighted rooted graphs and uniform random…
We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…
This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
Let $P$ be a simple,stationary point process having fast decay of correlations, i.e., its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let $P_n:= P \cap W_n$ be its…
This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let $X_1,\cdots,X_n$ be independent random variables obeying non-identical continuous distributions and $X^{(1)}\geq \cdots\geq…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
We study cumulants of numbers of $q$-step walks on Erd\"os-R\'enyi-type random graphs of long-range percolation radius model in the limit when the number of vertices $N$, concentration $c$, and the interaction radius $R$ tend to infinity.…
We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…
We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions…