Related papers: Some probability inequalities for multivariate gam…
Most normality tests in the literature are performed for scalar and independent samples. Thus, they become unreliable when applied to colored processes, hampering their use in realistic scenarios.We focus on Mardia's multivariate kurtosis,…
It is a well-known fact that multivariate Student $t$ distributions converge to multivariate Gaussian distributions as the number of degrees of freedom $\nu$ tends to infinity, irrespective of the dimension $k\geq1$. In particular, the…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We consider sparse random intersection graphs with the property that the clustering coefficient does not vanish as the number of nodes tends to infinity. We find explicit asymptotic expressions for the correlation coefficient of degrees of…
In a previous paper (called "Rectangular random matrices. Related covolution"), we defined, for $\lambda \in [0,1]$, the rectangular free convolution with ratio $\lambda$. Here, we investigate the related notion of infinite divisiblity,…
The Wishart probability distribution on symmetricmatrices has been initially defined by mean of the multivariateGaussian distribution as an of the chi-square distribution. A moregeneral definition is given using results for harmonic…
Dyson's short-distance universality of the correlation functions implies the universality of P(s), the level-spacing distribution. We first briefly review how this property is understood for unitary invariant ensembles and consider next a…
We show that the variance of the number of simultaneous zeros of $m$ i.i.d. Gaussian random polynomials of degree $N$ in an open set $U \subset C^m$ with smooth boundary is asymptotic to $N^{m-1/2} \nu_{mm} Vol(\partial U)$, where…
Poissonian pair correlations have sparked interest within the mathematical community, because of their number theoretic properties, and their connections to quantum physics and probability theory, particularly uniformly distributed random…
We study invariant statistical connections on the space $\mathcal{N}_0^n$ of zero-mean multivariate normal distributions (the multivariate centered Gaussian model) equipped with the Fisher metric $g^F$. We introduce moduli spaces of…
Inequalities among symmetric polynomial functions are fundamental questions in mathematics and have various applications in science and engineering. This paper investigates a beautiful and inspiring conjecture, proposed by Cuttler, Greene…
It is now a well-known fact that the correlations arising from local dichotomic measurements on an entangled quantum state may exhibit intrinsically non-classical features. In this paper we delve into a comprehensive study of random…
The uncertainty relation and the probability interpretation of quantum mechanics are intrinsically connected, as is evidenced by the evaluation of standard deviations. It is thus natural to ask if one can associate a very small uncertainty…
This article gives a formal definition of a lognormal family of probability distributions on the set of symmetric positive definite (PD) matrices, seen as a matrix-variate extension of the univariate lognormal family of distributions. Two…
We extend a theorem of Maa, Pearl, and Bartoszynski, which links equality of interpoint distance distributions to equality of underlying multivariate distributions, beyond the restrictive class of homogeneous, translation-invariant distance…
We provide lower bounds on the gonality of a graph in terms of its spectral and edge expansion. As a consequence, we see that the gonality of a random 3-regular graph is asymptotically almost surely greater than one seventh its genus.
It is well known that quantum correlations for bipartite dichotomic measurements are those of the form $\gamma=(\langle u_i,v_j\rangle)_{i,j=1}^n$, where the vectors $u_i$ and $v_j$ are in the unit ball of a real Hilbert space. In this work…
Given a graphical degree sequence ${\bf d}=(d_1,\ldots, d_n)$, let $G(n, {\bf d})$ denote a uniformly random graph on vertex set $[n]$ where vertex $ i$ has degree $d_i$ for every $1\le i\le n$. We give upper and lower bounds on the joint…
The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…
Consider the random normal matrix ensemble associated with a potential on the plane which is sufficiently strong near infinity. It is known that, to a first approximation, the eigenvalues obey a certain equilibrium distribution, given by…