Related papers: Some probability inequalities for multivariate gam…
A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asymmetric distributions with positive support which shows up…
Let ($\Sigma$, g) be a closed connected surface equipped with a riemannian metric. Let ($\lambda$ n) n$\in$N and ($\psi$ n) n$\in$N be the increasing sequence of eigenvalues and the sequence of corresponding L 2-normalized eigenfunctions of…
In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…
For $m,n\in \mathbb{N}$, let $0 < \alpha_i,\beta_j,\lambda_{ij} \leq 1$ be such that $\sum_{j=1}^n \lambda_{ij} = \alpha_i$, $\sum_{i=1}^m \lambda_{ij} = \beta_j$, and $\sum_{i=1}^m \alpha_i = \sum_{j=1}^n \beta_j \leq 1$. We prove that the…
We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…
In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…
We show that correlation functions have to satisfy contraint relations, owing to the non-negativity of the power spectrum of the underlying random process. Specifically, for any statistically homogeneous and (for more than one spatial…
The Guide to the Expression of Uncertainty in Measurement advocates the use of an 'effective number of degrees of freedom' for the calculation of an interval of measurement uncertainty. However, it does not describe how this number is to be…
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk factor model, the infinite divisibility, that is the…
A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…
We establish a free analogue of Obata's rigidity theorem. More precisely, Cheng and Zhou (2017) proved that on a weighted Riemannian manifold, the sharp spectral gap (Poincar\'e constant) is achieved only when the space splits isometrically…
The bivariate Gaussian distribution has been a key model for many developments in statistics. However, many real-world phenomena generate data that follow asymmetric distributions, and consequently bivariate normal model is inappropriate in…
Correlation between nodes is found to be a common and important property in many complex networks. Here we investigate degree correlations of the Barabasi-Albert (BA) Scale-Free model with both analytical results and simulations, and find…
Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…
A random vector whose norm and overlap (inner product with an independent copy) concentrates is shown to have random low-dimensional projections that are approximately random Gaussians. Conversely, asymptotically random Gaussian projections…