Related papers: Joint exceedances of random products
The probability and structure of co-occurrences of extreme values in multivariate data may critically depend on auxiliary information provided by covariates. In this contribution, we develop a flexible generalized additive modeling…
The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…
Propositions 1.1 -- 1.3 stated below contribute to results and certain problems considered in a paper by Erdos and Szekeres, on the behavior of products $\prod^n_1 (1-z^{a_j}), 1\leq a_1\leq \cdots\leq a_n$ integers. In the discussion,…
In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…
The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the…
We analyze the representation of $A^{n}$ as a linear combination of $A^{j},\ 0\leq j\leq k-1,$ where $A$ is a $k\times k$ matrix. We obtain a first order asymptotic approximation of $A^{n}$ as $n\to\infty,$ without imposing any special…
This article concerns the non-asymptotic analysis of the singular values (and Lyapunov exponents) of Gaussian matrix products in the regime where $N,$ the number of term in the product, is large and $n,$ the size of the matrices, may be…
The extremal dependence structure of a regularly varying random vector Xis fully described by its limiting spectral measure. In this paper, we investigate how torecover characteristics of the measure, such as extremal coefficients, from the…
We show first that there are intrinsic relationships among different conditions, old and recent, which lead to some general statements in both the Stieltjes and the Hamburger moment problems. Then we describe checkable conditions and prove…
The eigenvalue correlations of random matrices from the Jacobi Unitary Ensemble have a known asymptotic behavior as their size tends to infinity. In the bulk of the spectrum the behavior is described in terms of the sine kernel, and at the…
We use new bounds of double exponential sums with ratios of integers from prescribed intervals to get an asymptotic formula for the number of solutions to congruences $$ \sum_{j=1}^n a_j x_jy_j^{-1} \equiv a_0 \pmod p, $$ with variables…
We prove an asymptotic formula for the number of integers $\leq x$ which can be written as the product of $k ~(\geq 2)$ distinct primes $p_1\cdots p_k$ with each prime factor in an arithmetic progression $p_j\equiv a_j \bmod q$, $(a_j,…
In this case-study in computer-human collaboration, we develop, implement, and execute symbolic-computational algorithms for the automatic discovery and proof of explicit expressions for the expectation, variance, and higher moments of a…
We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…
We find nearly the optimal size of a set $A\subset [N] := \{1,...,N\}$ so that the product set $AA$ satisfies either (i) $|AA| \sim |A|^2/2$ or (ii) $|AA| \sim |[N][N]|$. This settles problems raised in a recent article of Cilleruelo,…
Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…
We study the asymptotics of representations of a fixed compact Lie group. We prove that the limit behavior of a sequence of such representations can be described in terms of certain random matrices; in particular operations on…
We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the $\ell_2$ norm of such a product applied to any fixed…
Given an i.i.d. sequence $\{A_n(\omega)\}_{n\ge 1}$ of invertible matrices and a random matrix $B(\omega)$, we consider the random matrix sequences inductively defined by $S_n(\omega) = A_n(\omega)S_{n-1}(\omega)$ and $T_n(\omega) =…