Related papers: Nonstandard limit theorems and large deviations fo…
We look for spectral type differential equations satisfied by the generalized Jacobi polynomials, which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with…
The paper deals with the distribution of singular values of the input-output Jacobian of deep untrained neural networks in the limit of their infinite width. The Jacobian is the product of random matrices where the independent rectangular…
The law of large numbers extends to random sets by employing Minkowski addition. Above that, a central limit theorem is available for set-valued random variables. The existing results use abstract isometries to describe convergence of the…
We study the scaling limit of the spectrum of the \beta-Jacobi ensemble at the soft-edge and hard-edge for general values of \beta. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point…
Certain subsets of limit sets of geometrically finite Fuchsian groups with parabolic elements are considered. It is known that Jarn\'{\i}k limit sets determine a "weak multifractal spectrum" of the Patterson measure in this situation. This…
Classical Jacobi polynomials $P_{n}^{(\alpha,\beta)}$, with $\alpha, \beta>-1$, have a number of well-known properties, in particular the location of their zeros in the open interval $(-1,1)$. This property is no longer valid for other…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
We prove that Kendall's Rank correlation matrix converges to the Mar\v{c}enko-Pastur law, under the assumption that the observations are i.i.d random vectors $X_1$, $\dots$, $X_n$ with components that are independent and absolutely…
The circular and Jacobi ensembles of random matrices have their eigenvalue support on the unit circle of the complex plane and the interval $(0,1)$ of the real line respectively. The averaged value of the modulus of the corresponding…
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…
Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…
This paper is concerned with nonparametric estimation of the weighted stochastic block model. We first show that the model implies a set of multilinear restrictions on the joint distribution of edge weights of certain subgraphs involving…
This article is a first attempt to obtain weak limit formulas for weighted means of orthogonal polynomials. For this, we introduce a new mean Nevai class that guarantees the existence of an equilibrium measure for the limit of the means. We…
We study the distribution of the eigenvalue condition numbers $\kappa_i=\sqrt{ (\mathbf{l}_i^* \mathbf{l}_i)(\mathbf{r}_i^* \mathbf{r}_i)}$ associated with real eigenvalues $\lambda_i$ of partially asymmetric $N\times N$ random matrices…
Asymptotic approximations of Jacobi polynomials are given for large values of the $\beta$-parameter and of their zeros. The expansions are given in terms of Laguerre polynomials and of their zeros. The levels of accuracy of the…
We are going to study the limiting spectral measure of fixed dimensional Hermitian block-matrices with large dimensional Wigner blocks. We are going also to identify the limiting spectral measure when the Hermitian block-structure is…
We consider quasiperiodic Jacobi matrices of size N with analytic coefficients. We show that, in the positive Lyapunov exponent regime, after removing some small sets of energies and frequencies, any eigenvalue is separated from the rest of…
We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
Previous works have considered the leading correction term to the scaled limit of various correlation functions and distributions for classical random matrix ensembles and their $\beta$ generalisations at the hard and soft edge. It has been…