Related papers: Complementary upper bounds for fourth central mome…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…
This paper is part of a series of papers in which the asymptotic theory and appropriate symbolic computer code are developed to compute the asymptotic expansion of the solution of an n-th order ordinary differential equation. The paper…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
We improve known upper bounds for the minimal dispersion of a point set in the unit cube and its inverse in both the periodic and non-periodic settings. Some of our bounds are sharp up to logarithmic factors.
The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…
In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a…
In this paper, we give upper and lower bounds for the spectral radius of a nonnegative irreducible matrix and characterize the equality cases. These bounds theoretically improve and generalize some known results of Duan et al.[X. Duan, B.…
In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
We study the moments of the Dirichlet L-function when defined over the polynomial ring over finite fields. We find an asymptotic formula to the fourth moment of the central value of Dirichlet L functions in this context. We also find a…
We present the first general formulas for the central and non-central moments of the multinomial distribution, using a combinatorial argument and the factorial moments previously obtained in Mosimann (1962). We use the formulas to give…
Consider a deterministic self-adjoint matrix X_n with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limiting measure. We perturb this matrix by…
We show how positive unital linear maps can be used to obtain lower bounds for the maximum distance between the eigenvalues of two normal matrices. Some related bounds for the spread and condition number of Hermitian matrices are also…
This paper deals with sequences of random variables $X_n$ only taking values in $\{0,\ldots,n\}$. The probability generating functions of such random variables are polynomials of degree $n$. Under the assumption that the roots of these…
Motivated, roughly, by comparing the mean and median of an IID sum of bounded lattice random variables, we develop explicit and effective bounds on the errors involved in the one-term Edgeworth expansion for such sums.
In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided in Mathematica for fast evaluations. This work complements…
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…