Related papers: Maxima of Skew Elliptical Triangular Arrays
We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…
In this paper we study the asymptotic behavior of the maximum magnitude of a complex random polynomial with i.i.d. uniformly distributed random roots on the unit circle. More specifically, let $\{n_k\}_{k=1}^{\infty}$ be an infinite…
This paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild…
In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly…
The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…
An elliptic random matrix $X$ is a square matrix whose $(i,j)$-entry $X_{ij}$ is independent of the rest of the entries except possibly $X_{ji}$. Elliptic random matrices generalize Wigner matrices and non-Hermitian random matrices with…
Thiran and Detaille give an explicit formula for the asymptotics of the sup-norm of the Chebyshev polynomials on a circular arc. We give the so-called $\textrm{Szeg\H o}$-Widom asymptotics for this domain, i.e., explicit expressions for the…
We compute the leading asymptotics of the maximum of the (centered) logarithm of the absolute value of the characteristic polynomial, denoted $\Psi_N$, of the Ginibre ensemble as the dimension $N$ of the random matrix tends to infinity. The…
We study predictive density estimation under Kullback-Leibler loss in $\ell_0$-sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish asymptotic minimaxity in sparse models. A surprise is the…
We study the one-dimensional discrete Schr\"odinger operator with the skew-shift potential $2\lambda\cos\left(2\pi \left(\binom{j}{2} \omega+jy+x\right)\right)$. This potential is long conjectured to behave like a random one, i.e., it is…
Random skew plane partitions of large size distributed according to an appropriately scaled Schur process develop limit shapes. In the present work we consider the limit of large random skew plane partitions where the inner boundary…
For a given set of dilations $E\subset [1,2]$, Lebesgue space mapping properties of the spherical maximal operator with dilations restricted to $E$ are studied when acting on radial functions. In higher dimensions, the type set only depends…
We determine to leading order the maximum of the characteristic polynomial for Wigner matrices and $\beta$-ensembles. In the special case of Gaussian-divisible Wigner matrices, our method provides universality of the maximum up to…
A classical counterexample due to E. De Giorgi, shows that the weak maximum principle does not remain true for general linear elliptic differential systems. After that, there are some efforts to establish the weak maximum principle for…
Maximum-type statistics of certain functions of the sample covariance matrix of high-dimensional vector time series are studied to statistically confirm or reject the null hypothesis that a data set has been collected under normal…
We consider a nonparametric regression setup, where the covariate is a random element in a complete separable metric space, and the parameter of interest associated with the conditional distribution of the response lies in a separable…
In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…
It is well known and readily seen that the maximum of $n$ independent and uniformly on $[0,1]$ distributed random variables, suitably standardised, converges in total variation distance, as $n$ increases, to the standard negative…
We establish the universal edge scaling limit of random partitions with the infinite-parameter distribution called the Schur measure. We explore the asymptotic behavior of the wave function, which is a building block of the corresponding…
We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel distribution. We impose conditions on the distribution of…