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We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…
The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…
We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…
Using a recently developed method for proving asymptotics via orthogonal polynomial duality arXiv:2305.17602, we prove that the dynamic ASEP introduced in arXiv:1701.05239 has asymptotics which are either distributed as the Tracy--Widom…
Data which lie in the space $\mathcal{P}_{m\,}$, of $m \times m$ symmetric positive definite matrices, (sometimes called tensor data), play a fundamental role in applications including medical imaging, computer vision, and radar signal…
Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…
In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of…
It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…
We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…
We discuss asymptotics for large random planar maps under the assumption that the distribution of the degree of a typical face is in the domain of attraction of a stable distribution with index $\alpha\in(1,2)$. When the number $n$ of…
For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…
We consider the totally asymmetric simple exclusion process with initial conditions generating a shock. The fluctuations of particle positions are asymptotically governed by the randomness around the two characteristic lines joining at the…
Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…
We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…
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…
This paper generalizes recent proposals of density forecasting models and it develops theory for this class of models. In density forecasting, the density of observations is estimated in regions where the density is not observed.…
Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…
In time series analysis, statistics based on collections of estimators computed from sub-samples play a crucial role in an increasing variety of important applications. Proving results about the joint asymptotic distribution of such…
Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…
Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…