Related papers: Asymptotic Behavior of the Expectation Value of Pe…

We are interested in two random matrix ensembles related to permutations: the ensemble of permutation matrices following Ewens' distribution of a given parameter $\theta >0$, and its modification where entries equal to $1$ in the matrices…

The classical asymptotic equipartition property is the statement that, in the limit of a large number of identical repetitions of a random experiment, the output sequence is virtually certain to come from the typical set, each member of…

The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…

We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density…

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

We study asymptotics of representations of the unitary groups U(n) in the limit as n tends to infinity and we show that in many aspects they behave like large random matrices. In particular, we prove that the highest weight of a random…

We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…

We identify a surprising inequality satisfied by elementary symmetric polynomials under the action of the fixed point measure of a random permutation. Concretely, for any collection of $n$ non-negative real numbers $a_1, \dots, a_n \in…

For each $n$, let $A_n=(\sigma_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. We study the asymptotic behavior of the empirical spectral…

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

We introduce a theory of probabilistic renormalization for series, the renormalized values being encoded in the expectation of a certain random variable on the set of natural numbers. We identify a large class of weakly renormalizable…

In this paper, for the generalized Fibonacci sequence $\left\{W_n\left(a,b,p,q\right)\right\}$, by using elementary methods and techniques, we give the asymptotic estimation values of…

Let $ A_n $ be an $n \times n$ random matrix with i.i.d Bernoulli($p$) entries. For a fixed positive integer $\beta$, suppose $p$ satisfies $$ \frac{ \log(n) }{ n } \le p \le c_\beta $$ where $c_\beta \in ( 0, 1/2 )$ is a…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

In contemporary applied and computational mathematics, a frequent challenge is to bound the expectation of the spectral norm of a sum of independent random matrices. This quantity is controlled by the norm of the expected square of the…

Polynomial ensembles are a sub-class of probability measures within determinantal point processes. Examples include products of independent random matrices, with applications to Lyapunov exponents, and random matrices with an external…

The limiting distribution of eigenvalues of N x N random matrices has many applications. One of the most studied ensembles are real symmetric matrices with independent entries iidrv; the limiting rescaled spectral measure (LRSM)…

We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…

Discovery problems often require deciding whether additional sampling is needed to detect all categories whose prevalence exceeds a prespecified threshold. We study this question under a Bernoulli product (incidence) model, where categories…