Related papers: Limit Theorems for Beta-Jacobi Ensembles
We provide optimal bounds for $\alpha (\beta \circ \gamma \circ \dots )$ in $4$-distributive varieties, as well as some further partial generalizations.
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
The focus of this survey paper is on the distribution function for the largest eigenvalue in the finite N Gaussian ensembles (GOE,GUE,GSE) in the edge scaling limit of N->infinity. These limiting distribution functions are expressible in…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
We studied the universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues. We studied the asymptotic limit when the number of both eigenvalues goes to infinity and obtained universality results. In this case, the…
Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…
We describe the asymptotic behavior of the multivariate BC-type Jacobi polynomials as the number of variables and the Young diagram indexing the polynomial go to infinity. In particular, our results describe the approximation of the…
We consider infinite quasi-periodic Jacobi self-adjoint matrices for which the three main diagonals are given via values of real analytic functions on the trajectory of the shift $x\rightarrow x+\omega$. We assume that the Lyapunov exponent…
Exact results of the finite-size behavior of the susceptibility in three-dimensional mean spherical model films under Dirichlet-Dirichlet, Dirichlet-Neumann and Neumann-Neumann boundary conditions are presented. The corresponding scaling…
The Tracy-Widom beta distribution is the large dimensional limit of the top eigenvalue of beta random matrix ensembles. We use the stochastic Airy operator representation to show that as a tends to infinity the tail of the Tracy Widom…
The extreme eigenvalues of connectivity matrices govern the influence of the network structure on a number of network dynamical processes. A fundamental open question is whether the eigenvalues of large networks are well represented by…
The allelomimesis clustering model is based on only two parameters: a local parameter $\alpha$ that represents the probability of nearest-neighbor copying and a global parameter $p$ that represents the fraction of unresponsive agents. The…
Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems…
Using some new observations connected to higher energies, we obtain quantitative lower bounds on $\max\{|AB|, |A+C| \}$ and $\max\{|(A+\alpha)B|, |A+C|\}$, $\alpha \neq 0$ in the regime when the sizes of finite subsets $A,B,C$ of a field…
According to self-similarity hypothesis, the thermodynamic limit could be defined from the scaling laws for the system self-similarity by using the microcanonical ensemble. This analysis for selfgravitating systems yields the following…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…