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This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio,…

Statistics Theory · Mathematics 2014-11-12 Yue Zhao , Marten Wegkamp

A recently introduced method for determining the critical indices of the deconfinement transition in gauge theories, already tested for the case of 3D SU(3) pure gauge theory, is applied here to 4D SU(2) pure gauge theory. The method is…

High Energy Physics - Lattice · Physics 2009-11-07 Alessandro Papa , Carlo Vena

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…

Probability · Mathematics 2007-05-23 Yu. Baryshnikov , J. E. Yukich

A challenging problem in computational mathematics is to compute roots of a high-degree univariate random polynomial. We combine an efficient multiprecision implementation for solving high-degree random polynomials with two certification…

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

Probability · Mathematics 2009-11-13 Svante Janson , Malwina J. Luczak

We present mathematical details of derivation of the critical exponents for the free energy and magnetization in the vicinity of the Gaussian fixed point of renormalization. We treat the problem in general terms and do not refer to…

Statistical Mechanics · Physics 2009-04-15 Witold Haliniak , Wojciech Wislicki

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn

We present a review of the recent progress on percolation scaling limits in two dimensions. In particular, we will consider the convergence of critical crossing probabilities to Cardy's formula and of the critical exploration path to…

Probability · Mathematics 2008-10-08 Federico Camia

Every lattice for which the bond percolation critical probability can be found exactly possesses a critical polynomial, with the root in [0,1] providing the threshold. Recent work has demonstrated that this polynomial may be generalized…

Disordered Systems and Neural Networks · Physics 2013-05-30 Christian R. Scullard

We provide a complete description of the critical threshold phenomena for the two-dimensional localized Euler-Poisson equations, introduced by the authors in [Liu & Tadmor, Comm. Math Phys., To appear]. Here, the questions of global…

Analysis of PDEs · Mathematics 2007-05-23 Hailiang Liu , Eitan Tadmor

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to determine risk prediction bounds on the level of contamination,…

Applications · Statistics 2017-05-30 Géraud Blatman , Thibault Delage , Bertrand Iooss , Nadia Pérot

Given a probability measure $\mu$ on the unit circle $\mathbb{T}$, consider the reproducing kernel $k_{\mu,n}(z_1, z_2)$ in the space of polynomials of degree at most $n-1$ with the $L^2(\mu)$-inner product. Let $u, v \in \mathbb{C}$. It is…

Complex Variables · Mathematics 2023-06-27 Roman Bessonov

We study an asymptotic behavior of the return probability for the critical random matrix ensemble in the regime of strong multifractality. The return probability is expected to show critical scaling in the limit of large time or large…

Disordered Systems and Neural Networks · Physics 2011-06-30 V. E. Kravtsov , A. Ossipov , O. M. Yevtushenko

A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with…

Complex Variables · Mathematics 2016-05-16 Antonio Lerario , Erik Lundberg

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…

Probability · Mathematics 2019-02-05 Reda Chhaibi , Emma Hovhannisyan , Joseph Najnudel , Ashkan Nikeghbali , Brad Rodgers

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Probability · Mathematics 2021-03-02 Wlodek Bryc , Jack W. Silverstein

We study the value-distribution of Dirichlet polynomials on the critical line $\Re(s)=\tfrac{1}{2}$. As a consequence, we prove a corollary on small consecutive gaps between zeros of the Riemann zeta function. We also examine the…

Number Theory · Mathematics 2020-09-29 Farzad Aryan

We speculate on the distribution of primes in exponentially growing, linear recurrence sequences $(u_n)_{n\geq 0}$ in the integers. By tweaking a heuristic which is successfully used to predict the number of prime values of polynomials, we…

Number Theory · Mathematics 2024-09-10 Jon Grantham , Andrew Granville

The zeros of complex Gaussian random polynomials, with coefficients such that the density in the underlying complex space is uniform, are known to have the same statistical properties as the zeros of the coherent state representation of…

Statistical Mechanics · Physics 2009-10-31 P. J. Forrester , G. Honner