Related papers: Joint exceedances of random products

We study product sets of finite arithmetic progressions of polynomials over a finite field. We prove a lower bound for the size of the product set, uniform in a wide range of parameters. We apply our results to resolve the function field…

Let $Q_n(x)=\sum_{i=0}^{n} A_{i}x^{i}$ be a random polynomial where the coefficients $A_0,A_1,... $ form a sequence of centered Gaussian random variables. Moreover, assume that the increments $\Delta_j=A_j-A_{j-1}$, $j=0,1,2,...$ are…

For $m,n\in\mathbb{N}$ let $X=(X_{ij})_{i\leq m,j\leq n}$ be a random matrix, $A=(a_{ij})_{i\leq m,j\leq n}$ a real deterministic matrix, and $X_A=(a_{ij}X_{ij})_{i\leq m,j\leq n}$ the corresponding structured random matrix. We study the…

Uniform bounds on sketched inner products of vectors or matrices underpin several important computational and statistical results in machine learning and randomized algorithms, including the Johnson-Lindenstrauss (J-L) lemma, the Restricted…

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…

An exotic crossed product is a way of associating a C*-algebra to each C*-dynamical system that generalizes the well-known universal and reduced crossed products. Exotic crossed products provide natural generalizations of, and tools to…

In the present paper we study the asymptotic behavior of trigonometric products of the form $\prod_{k=1}^N 2 \sin(\pi x_k)$ for $N \to \infty$, where the numbers $\omega=(x_k)_{k=1}^N$ are evenly distributed in the unit interval $[0,1]$.…

Let $X_{1},X_{2},...$ be a sequence of independent random variables ($rv$)with common distribution function ($df$) $F$ such that $F(1)=0$ and for each $n\geq 1,$ let $X_{1,n}\leq X_{2,n}\leq ...\leq X_{n,n}$ denote the order statistics…

Considering commutator monomials of the non-commutative associative variables $X_1,\ldots,X_n$; we determine the maximal possible number of alternating associative monomials in their noncommutative polynomial expansions. This is achieved by…

The aggregation of individual risks in large credit and insurance portfolios is guided by diversification and the law of large numbers, which formalizes the convergence of sample averages to their means. At the same time, regulatory capital…

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

In this work, the probability of an event under some joint distribution is bounded by measuring it with the product of the marginals instead (which is typically easier to analyze) together with a measure of the dependence between the two…

We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…

A recent article on generalised linear mixed model asymptotics, Jiang et al. (2022), derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If $m$ denotes the number of groups and $n$ is the average…

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the univariate case, the coefficients depend on time but not on…

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…