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Correcting for skewness can result in more accurate tail probability approximations in the central limit theorem for sums of independent random variables. In this paper, we extend the theory to sums of local statistics of independent random…

Probability · Mathematics 2019-04-05 Xiao Fang , Li Luo , Qi-Man Shao

We study the response of the quasi-energy levels in the context of quantized chaotic systems through the level velocity variance and relate them to classical diffusion coefficients using detailed semiclassical analysis. The systematic…

chao-dyn · Physics 2009-10-31 Arul Lakshminarayan , Nicholas R. Cerruti , Steven Tomsovic

The spreading of dangerous malware or faults in inter-dependent networks of electronics devices has raised deep concern, because from the ICT networks infections may propagate to other Critical Infrastructures producing the well-known…

Social and Information Networks · Computer Science 2013-08-22 Enzo Fioriti , Marta Chnnici , Andrea Arbore

This paper establishes a comparison theorem for the maximum eigenvalue of a sum of independent random symmetric matrices. The theorem states that the maximum eigenvalue of the matrix sum is dominated by the maximum eigenvalue of a Gaussian…

Probability · Mathematics 2026-03-17 Joel A. Tropp

In this paper, matching pairs of random graphs under the community structure model is considered. The problem emerges naturally in various applications such as privacy, image processing and DNA sequencing. A pair of randomly generated…

Cryptography and Security · Computer Science 2018-11-01 F. Shirani , S. Garg , E. Erkip

Recent work has proposed the use of a composite hypothesis Hoeffding test for statistical anomaly detection. Setting an appropriate threshold for the test given a desired false alarm probability involves approximating the false alarm…

Information Theory · Computer Science 2016-09-19 Jing Zhang , Ioannis Ch. Paschalidis

This work deals with the interior transmission eigenvalue problem: $y'' + {k^2}\eta \left( r \right)y = 0$ with boundary conditions ${y\left( 0 \right) = 0 = y'\left( 1 \right)\frac{{\sin k}}{k} - y\left( 1 \right)\cos k},$ where the…

Spectral Theory · Mathematics 2019-10-01 Xiao-Chuan Xu , Chuan-Fu Yang , Sergey A. Buterin , Vjacheslav A. Yurko

In this paper, we initiate the study of the inverse eigenvalue problem for probe graphs. A probe graph is a graph whose vertices are partitioned into probe vertices and non-probe vertices such that the non-probe vertices form an independent…

Combinatorics · Mathematics 2024-03-01 Emelie Curl , Jürgen Kritschgau , Carolyn Reinhart , Hein van der Holst

We study inference on the common stochastic trends in a non-stationary, $N$-variate time series $y_{t}$, in the possible presence of heavy tails. We propose a novel methodology which does not require any knowledge or estimation of the tail…

Econometrics · Economics 2021-07-30 Matteo Barigozzi , Giuseppe Cavaliere , Lorenzo Trapani

This paper is devoted to studying impedance eigenvalues (that is, eigenvalues of a particular Dirichlet-to-Neumann map) for the time harmonic linear elastic wave problem, and their potential use as target-signatures for fluid-solid…

Analysis of PDEs · Mathematics 2022-01-31 Michael Levitin , Peter Monk , Virginia Selgas

In this note, we prove Gaussian field convergence of fluctuations of eigenvalues of random normal matrices in the interior of a quantum droplet.

Probability · Mathematics 2019-12-19 Yacin Ameur , Haakan Hedenmalm , Nikolai Makarov

In recent years several classical results in extremal graph theory have been improved in a uniform way and their proofs have been simplified and streamlined. These results include a new Erd\H{o}s-Stone-Bollob\'as theorem, several stability…

Combinatorics · Mathematics 2011-07-07 Vladimir Nikiforov

We establish bounds on the KL divergence between two multivariate Gaussian distributions in terms of the Hamming distance between the edge sets of the corresponding graphical models. We show that the KL divergence is bounded below by a…

Information Theory · Computer Science 2015-04-06 Varun Jog , Po-Ling Loh

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

Probability · Mathematics 2026-03-03 Behzad Aalipur

This paper investigates a statistical procedure for testing the equality of two independent estimated covariance matrices when the number of potentially dependent data vectors is large and proportional to the size of the vectors, that is,…

Statistics Theory · Mathematics 2020-03-09 Rémy Mariétan , Stephan Morgenthaler

We establish a finite-sample Berry-Esseen theorem for the entrywise limits of the eigenvectors for a broad collection of signal-plus-noise random matrix models under challenging weak signal regimes. The signal strength is characterized by a…

Statistics Theory · Mathematics 2022-03-08 Fangzheng Xie

The earlier times of evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices G of different time evolutions of a simple testbed spin system, as the Ising model, we analyzed the density of…

Statistical Mechanics · Physics 2022-06-03 Roberto da Silva

Hypergraphs are a generalization of graphs in which edges can connect any number of vertices. They allow the modeling of complex networks with higher-order interactions, and their spectral theory studies the qualitative properties that can…

Combinatorics · Mathematics 2021-12-01 Raffaella Mulas

We study the problem of detecting the edge correlation between two random graphs with $n$ unlabeled nodes. This is formalized as a hypothesis testing problem, where under the null hypothesis, the two graphs are independently generated;…

Statistics Theory · Mathematics 2021-02-09 Yihong Wu , Jiaming Xu , Sophie H. Yu

A new method is introduced for bounding the separation between the value of $-k$ and the smallest eigenvalue of a non-bipartite $k$-regular graph. The method is based on fractional decompositions of graphs. As a consequence we obtain a very…

Combinatorics · Mathematics 2019-07-22 Fiachra Knox , Bojan Mohar
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