Related papers: Distributions on unbounded moment spaces and rando…
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…
In this note, we prove a central limit theorem for the mass distribution of random holomorphic sections associated with a sequence of positive line bundles endowed with $\mathscr{C}^3$ Hermitian metrics over a compact K\"{a}hler manifold.…
A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…
We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…
We consider the space of complete and separable metric spaces which are equipped with a probability measure. A notion of convergence is given based on the philosophy that a sequence of metric measure spaces converges if and only if all…
Based on the statistical concept of the median, we propose a quantum uncertainty relation between semi-interquartile ranges of the position and momentum distributions of arbitrary quantum states. The relation is universal, unlike that based…
It is well-known that the semi-circle law, which is the limiting distribution in the Wigner theorem, is the minimizer of the logarithmic energy penalized by the second moment. A very similar fact holds for the Girko and Marchenko--Pastur…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Robust estimators, like the median of a point set, are important for data analysis in the presence of outliers. We study robust estimators for locationally uncertain points with discrete distributions. That is, each point in a data set has…
Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glivenko-Cantelli and Donsker properties. This connection creates…
Let $X_N$ be a $N \times N$ real Wishart random matrix with aspect ratio $M/N$. The limit eigenvalue distribution of $X_N$ is the Marchenko-Pastur law with parameter $c = \lim_N M/N$. The limit moments $\{m_n\}_n$ are given by $m_n =…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…
We obtain the limiting spectral distribution for large sample covariance matrices associated with random vectors having graph-dependent entries under the assumption that the interdependence among the entries grows with the sample size n.…
We study the properties of quasi-distributions or Wigner measures in the context of noncommutative quantum mechanics. In particular, we obtain necessary and sufficient conditions for a phase-space function to be a noncommutative Wigner…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
For a sample of $n$ independent identically distributed $p$-dimensional centered random vectors with covariance matrix $\mathbf{\Sigma}_n$ let $\tilde{\mathbf{S}}_n$ denote the usual sample covariance (centered by the mean) and…
Spectral measures of Wigner matrices are investigated. The Wigner semicircle law for spectral measures is proved. Regard this as the law of large number, the central limit theorem for moments spectral measure is also derived. The proof is…
We investigate the limiting behavior of sample central moments, examining the special cases where the limiting (as the sample size tends to infinity) distribution is degenerate. Parent (non-degenerate) distributions with this property are…