Related papers: Limit Theorems for Beta-Jacobi Ensembles
We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…
By applying the Euler--Rayleigh methods to a specific representation of the Jacobi polynomials as hypergeometric functions, we obtain new bounds for their largest zeros. In particular, we derive upper and lower bound for…
We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
The asymptotics of the first rows and columns of random Young diagrams corresponding to extremal characters of the infinite symmetric group is studied. We consider rows and columns with linear growth in $n$, the number of boxes of random…
The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. We prove a strong law of large numbers, a functional central limit theorem and a law of the iterated logarithm for…
Block maxima methods constitute a fundamental part of the statistical toolbox in extreme value analysis. However, most of the corresponding theory is derived under the simplifying assumption that block maxima are independent observations…
We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…
We establish the asymptotic expansion in $\beta$ matrix models with a confining, off-critical potential, in the regime where the support of the equilibrium measure is a union of segments. We first address the case where the filling…
In bulk systems the calculation of the main thermodynamic quantities leads to the same expectation values in the thermodynamic limit, regardless of the choice of the statistical ensemble. Single linear molecules can be still regarded as…
We present a new oscillation criterion to determine whether the number of eigenvalues below the essential spectrum of a given Jacobi operator is finite or not. As an application we show that Kenser's criterion for Jacobi operators follows…
Let $\Lambda=\{\Lambda_0,\Lambda_1,\Lambda_2,\ldots\}$ be the point process that describes the edge scaling limit of either (i) "regular" beta-ensembles with inverse temperature $\beta>0$, or (ii) the top eigenvalues of Wishart or Gaussian…
Let $X_1,\ldots,X_N$, $N>n$, be independent random points in $\mathbb{R}^n$, distributed according to the so-called beta or beta-prime distribution, respectively. We establish threshold phenomena for the volume, intrinsic volumes, or more…
Chatterjee, Diaconis and Sly (2011) recently established the consistency of the maximum likelihood estimate in the $\beta$-model when the number of vertices goes to infinity. By approximating the inverse of the Fisher information matrix, we…
It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…
The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…
In the spiked population model introduced by Johnstone (2001),the population covariance matrix has all its eigenvalues equal to unit except for a few fixed eigenvalues (spikes). The question is to quantify the effect of the perturbation…