Related papers: Limit theorems for monotonic convolution and the C…
We present a simplified explanation of why free fractional convolution corresponds to the differentiation of polynomials, by finding how the finite free cumulants of a polynomial behave under differentiation. This approach allows us to…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…
We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…
This paper addresses the statistical problem of estimating the infinite-norm deviation from the empirical mean to the distribution mean for high-dimensional distributions on $\{0,1\}^d$, potentially with $d=\infty$. Unlike traditional…
We consider normalizing sequences that can give rise to nondegenerate limittheorems for Birkhoff sums under the iteration of a conservative map. Mostclassical limit theorems involve normalizing sequences that are polynomial,possibly with an…
We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of…
All nonlinear extensions of the source-free Maxwell equations preserving both SO(2) electromagnetic duality invariance and conformal invariance are found, and shown to be limits of a one-parameter generalisation of Born-Infeld…
Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…
We generalize the observable diameter and the separation distance for metric measure spaces to those for pyramids, and prove some limit formulas for these invariants for a convergent sequence of pyramids. We obtain various applications of…
We use adiabatic limits to study foliated manifolds. The Bott connection naturally shows up as the adiabatic limit of Levi-Civita connections. As an application, we then construct certain natural elliptic operators associated to the…
The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…
The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…
We study the distribution of the length of longest increasing subsequences in random permutations of $n$ integers as $n$ grows large and establish an asymptotic expansion in powers of $n^{-1/3}$. Whilst the limit law was already shown by…
Roitman's combinatorial principle $\Delta$ is equivalent to monotone normality of the nabla product, $\nabla (\omega +1)^\omega$. If $\{ X_n : n\in \omega\}$ is a family of metrizable spaces and $\nabla_n X_n$ is monotonically normal, then…
We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…
In this work we obtain recurrent formulae for the number of permutations with either increasing or monotonic (i.e., both increasing and decreasing) runs of bounded length. Our formulae allow one to efficiently compute the number of such…
The large-time asymptotics of the solutions to a class of degenerate parabolic cross-diffusion systems is analyzed. The equations model the interaction of an arbitrary number of population species in a bounded domain with no-flux boundary…
We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…