Related papers: Copulas in three dimensions with prescribed correl…
When modeling the distribution of a multivariate continuous random vector using the so-called \emph{copula approach}, it is not uncommon to have ties in the coordinate samples of the available data because of rounding or lack of measurement…
The Householder reduction of a member of the anti-symmetric Gaussian unitary ensemble gives an anti-symmetric tridiagonal matrix with all independent elements. The random variables permit the introduction of a positive parameter $\beta$,…
We investigate percolation in the Boolean model with convex grains in high dimension. For each dimension d, one fixes a compact, convex and symmetric set K $\subset$ R d with non empty interior. In a first setting, the Boolean model is a…
The three-dimensional classical dimer model with interactions shows an unexpected continuous phase transition between an ordered dimer crystal and a Coulomb liquid. A detailed analysis of the critical dimer and monomer correlation functions…
The incipient infinite cluster appearing at the bond percolation threshold can be decomposed into singly-connected ``links'' and multiply-connected ``blobs.'' Here we decompose blobs into objects known in graph theory as 3-blocks. A 3-block…
A system of three particles undergoing inelastic collisions in arbitrary spatial dimensions is studied with the aim of establishing the domain of ``inelastic collapse''---an infinite number of collisions which take place in a finite time.…
The integrated shear 3-point correlation function $\zeta_{\pm}$ measures the correlation between the local shear 2-point function $\xi_{\pm}$ and the 1-point shear aperture mass in patches of the sky. Unlike other higher-order statistics,…
We propose a new method for generating random correlation matrices that makes it simple to control both location and dispersion. The method is based on a vector parameterization, gamma = g(C), which maps any distribution on R^d, d =…
We propose a two-sample test for high-dimensional means that requires neither distributional nor correlational assumptions, besides some weak conditions on the moments and tail properties of the elements in the random vectors. This…
The Thirring model with random couplings is a translationally invariant generalisation of the SYK model to 1+1 dimensions, which is tractable in the large N limit. We compute its two point function, at large distances, for any strength of…
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…
Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…
The geometric formulation of fiducial probability employed in this paper is an improvement over the usual pivotal quantity formulation. For a single parameter and single observation, the new formulation is based on the geometric properties…
For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…
We show that if a collection of lines in a vector space over a finite field has "dimension" at least 2(d-1) + beta, then its union has "dimension" at least d + beta. This is the sharp estimate of its type when no structural assumptions are…
Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to…
Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and…
Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
It is pointed out that if we allow for the possibility of a multilayered universe, it is possible to maintain exact supersymmetry and arrange, in principle, for the vanishing of the cosmological constant. Superpartner(s) of a known particle…