Related papers: Fluctuations in random complex zeroes: Asymptotic …
We consider the problem of sequentially testing a simple null hypothesis versus a composite alternative hypothesis that consists of a finite set of densities. We study sequential tests that are based on thresholding of mixture-based…
The variance of the number of lattice points inside the dilated bounded set rD with random position in R^d has asymptotics r^(d-1) if the rotational quadratic average of the modulus of the Fourier transform of the set is O(r^(-d-1)). The…
In a family of random variables, Taylor's law or Taylor's power law offluctuation scaling is a variance function that gives the variance $\sigma^{2}>0$ of a random variable (rv) $X$ with expectation $\mu >0$ as a powerof $\mu$: $\sigma…
Given a set of independent Poisson random variables with common mean, we study the distribution of their maximum and obtain an accurate asymptotic formula to locate the most probable value of the maximum. We verify our analytic results with…
We consider sparse random intersection graphs with the property that the clustering coefficient does not vanish as the number of nodes tends to infinity. We find explicit asymptotic expressions for the correlation coefficient of degrees of…
As an analogue to the explicit formula in the stable case, the asymptotic behavior at the origin of the renormalized zero resolvent of one-dimensional L\'evy processes is studied under certain regular variation conditions on the…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
In this paper, we study the number of real roots of random trigonometric polynomials with iid coefficients. When the coefficients have zero mean, unit variance and some finite high moments, we show that the variance of the number of real…
We consider the zero frequency fluctuations of charge inside a mesoscopic conductor in the large capacitance limit. In analogy to current counting statistics we derive the characteristic function of charge fluctuations in terms of the…
We investigate the zeros of two one-parameter families of harmonic functions and describe how the number of zeros depends on the parameter. Our functions have the property that all zeros lie on certain rays in the complex plane and thus we…
This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
We study the point process $W$ in $\mathbb{R}^d$ obtained by adding an independent Gaussian vector to each point in $\mathbb{Z}^d$. Our main concern is the asymptotic size of fluctuations of the linear statistics in the large volume limit,…
This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish…
We discuss the density fluctuations of a fluid due to zero point motion. These can be regarded as density fluctuations in the phonon vacuum state. We assume a linear dispersion relation with a fixed speed of sound and calculate the density…
In this paper, we establish the first and the second-order asymptotics of distributions of normalized maxima of independent and non-identically distributed bivariate Gaussian triangular arrays, where each vector of the $n$th row follows…
In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…
We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the…
This paper derives the asymptotic distribution of the normalized $k$-th maximum order statistics of a sequence of non-central chi-square random variables with non-identical non-centrality parameter. We demonstrate the utility of these…