Related papers: Conditioned limit theorems for products of random …

Let $(A_n)_{n\in\mathbb{N}}$ be a stationary sequence of topical (i.e., isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n+1,x_0)=A_nx(n,x_0)$. It can model a wide range of systems including…

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

We compute the leading asymptotics as $N\to\infty$ of the maximum of the field $Q_N(q)= \log\det|q- A_N|$, $q\in \mathbb{C}$, for any unitarily invariant Hermitian random matrix $A_N$ associated to a non-critical real-analytic potential.…

A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it…

For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…

We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to…

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

In the present paper, we treat random matrix products on the general linear group $\textrm{GL}(V)$, where $V$ is a vector space defined on any local field, when the top Lyapunov exponent is simple, without irreducibility assumption. In…

We offer a new proof of the classical law of large numbers for a general class of branching Markov processes based on the asymptotic behaviour of the moments developed in \cite{bmoments, gonzalez2022erratum}. Moreover, we show that the law…

Let $X_1,X_2, \ldots $ be a sequence of $i.i.d$ real (complex) $d \times d $ invertible random matrices with common distribution $\mu$ and $\sigma_1(n), \sigma_2(n), \ldots , \sigma_d(n)$ be the singular values, $\lambda_1(n), \lambda_2(n),…

A short proof is given of a necessary and sufficient condition for the normalized occupation measure of a L\'evy process in a metrizable compact group to be asymptotically uniform with probability one.

This paper quantifies the asymptotic order of the largest singular value of a centered random matrix built from the path of a Block Markov Chain (BMC). In a BMC there are $n$ labeled states, each state is associated to one of $K$ clusters,…

Suppose that $\mathbf X_n=(x_{jk})$ is $N\times n$ whose elements are independent real variables with mean zero, variance 1 and the fourth moment equal to three. The separable sample covariance matrix is defined as $\mathbf{B}_n =…

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…

Let $G$ be a multiplicative finite group and $S=a_1\cdot\ldots\cdot a_k$ a sequence over $G$. We call $S$ a product-one sequence if $1=\prod_{i=1}^ka_{\tau(i)}$ holds for some permutation $\tau$ of $\{1,\ldots,k\}$. The small Davenport…

The asymptotic law of the truncated $S\times S$ random submatrix of a Haar random matrix in $\mathrm{GL}_N(\mathbb{Z}_m)$ as $N$ goes to infinity is obtained. The same result is also obtained when $\mathbb{Z}_m$ is replaced by any…

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

We show that, under some general assumptions on the entries of a random complex $n \times n$ matrix $X_n$, the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges to the uniform law of an ellipsoid as $n$ tends to…

Let $\boldsymbol W=\{\boldsymbol W_n:n\in\mathbb N\}$ be a sequence of random vectors in $\mathbb R^d$, $d\ge 1$. This paper considers the logarithmic asymptotics of the extremes of $\boldsymbol W$, that is, for any vector $\boldsymbol…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…