Related papers: On multidimensional Mandelbrot's cascades

Given a sequence $(C_1,\ldots,C_d,T_1,T_2,\ldots)$ of real-valued random variables with $N := \#\{j \geq 1: T_j \not = 0\} < \infty$ almost surely, there is an associated smoothing transformation which maps a distribution $P$ on…

We provide a general formula for the eigenvalue density of large random $N\times N$ matrices of the form $A = M + LJR$, where $M$, $L$ and $R$ are arbitrary deterministic matrices and $J$ is a random matrix of zero-mean independent and…

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

We consider a square random matrix of size N of the form A + Y where A is deterministic and Y has iid entries with variance 1/N. Under mild assumptions, as N grows, the empirical distribution of the eigenvalues of A+Y converges weakly to a…

In this article, we consider a series $X(t)=\sum_{j \geq 1}\Psi_j(t) Z_j(t),t \in [0,1]$ of random processes with sample paths in the space $D=D[0,1]$ of c\`adl\`ag functions (i.e. right-continuous functions with left limits) on $[0,1]$. We…

For piecewise expanding one-dimensional maps without periodic turning points we prove that isolated eigenvalues of small (random) perturbations of these maps are close to isolated eigenvalues of the unperturbed system. (Here ``eigenvalue''…

Consider the projection of an $n$-dimensional random vector onto a random $k_n$-dimensional basis, $k_n \leq n$, drawn uniformly from the Haar measure on the Stiefel manifold of orthonormal $k_n$-frames in $\mathbb{R}^n$, in three different…

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…

Let $\mathcal{X}$ be a complex projective manifold of dimension $n$ defined over the reals and let $M$ be its real locus. We study the vanishing locus $Z\_{s\_d}$ in $M$ of a random real holomorphic section $s\_d$ of $\mathcal{E} \otimes…

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

We study the asymptotic distributions of the spiked eigenvalues and the largest nonspiked eigenvalue of the sample covariance matrix under a general covariance matrix model with divergent spiked eigenvalues, while the other eigenvalues are…

An orthonormal basis matrix $X$ of a subspace ${\cal X}$ is known not to be unique, unless there are some kinds of normalization requirements. One of them is to require that $X^{\rm T}D$ is positive semi-definite, where $D$ is a constant…

We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…

Let $A$ be a $d\times d$ complex self-adjoint matrix, $\mathcal{X},\mathcal{Y}\subset \mathbb{C}^d$ be $k$-dimensional subspaces and let $X$ be a $d\times k$ complex matrix whose columns form an orthonormal basis of $\mathcal{X}$. We…

Consider a uniformly sampled random $d$-regular graph on $n$ vertices. If $d$ is fixed and $n$ goes to $\infty$ then we can relate typical (large probability) properties of such random graph to a family of invariant random processes (called…

We present necessary conditions for monotonicity, in one form or another, of fixed point iterations of mappings that violate the usual nonexpansive property. We show that most reasonable notions of linear-type monotonicity of fixed point…

Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

Let $(X_1,\dots,X_m)$ be self-adjoint non-commutative random variables distributed according to the free Gibbs law given by a sufficiently regular convex and semi-concave potential $V$, and let $(S_1,\dots,S_m)$ be a free semicircular…

Different formulations of special relativity are theoretically discussed. First an invariant formulation, i.e., the ''true transformations (TT) relativity,'' is exposed. There a physical quantity is represented by a true tensor which…