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

We study explosive percolation (EP) on Erd\"{o}s-R\'{e}nyi network for product rule (PR) and sum rule (SR). Initially, it was claimed that EP describes discontinuous phase transition, now it is well-accepted as a probabilistic model for…

Let X1, ..., Xn be arbitrary non-negative independent random variables with respective expected values $\mu_{i}$ at most one. We sketch but do not prove an equivalent conjecture to Feige's Conjecture $\mathbb{P} \left( \sum_{i=1}^{n} X_{i}…

We show an algorithm for computing the permanent of a random matrix with vanishing mean in quasi-polynomial time. Among special cases are the Gaussian, and biased-Bernoulli random matrices with mean 1/lnln(n)^{1/8}. In addition, we can…

For the Gaussian and Laguerre random matrix ensembles, the probability density function (p.d.f.) for the linear statistic $\sum_{j=1}^N (x_j - <x>)$ is computed exactly and shown to satisfy a central limit theorem as $N \to \infty$. For the…

Asymptotic approximations ($n \to \infty$) to the truncation errors $r_n = - \sum_{\nu=0}^{\infty} a_{\nu}$ of infinite series $\sum_{\nu=0}^{\infty} a_{\nu}$ for special functions are constructed by solving a system of linear equations.…

We investigate real eigenvalues of real elliptic Ginibre matrices of size $n$, indexed by the parameter of asymmetry $\tau \in [0,1]$. In both the strongly and weakly non-Hermitian regimes, where $\tau \in [0,1)$ is fixed or…

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

We give an elementary proof of the fact that a binomial random variable $X$ with parameters $n$ and $0.29/n \le p < 1$ with probability at least $1/4$ strictly exceeds its expectation. We also show that for $1/n \le p < 1 - 1/n$, $X$…

We consider three matrix models of order 2 with one random entry $\epsilon$ and the other three entries being deterministic. In the first model, we let $\epsilon\sim\textrm{Bernoulli}\left(\frac{1}{2}\right)$. For this model we develop a…

For a polynomial $P_n$ of degree $n$, Bernstein's inequality states that $\|P_n'\| \le n \|P_n\|$ for all $L^p$ norms on the unit circle, $0<p\le\infty,$ with equality for $P_n(z)= c z^n.$ We study this inequality for random polynomials,…

Let $A \in \Omega_n$ be doubly-stochastic $n \times n$ matrix. Alexander Schrijver proved in 1998 the following remarkable inequality per(\widetilde{A}) \geq \prod_{1 \leq i,j \leq n} (1- A(i,j)); \widetilde{A}(i,j) =: A(i,j)(1-A(i,j)), 1…

Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued…

Let $X_i$ denote free identically-distributed random variables. This paper investigates how the norm of products $\Pi_n=X_1 X_2 ... X_n$ behaves as $n$ approaches infinity. In addition, for positive $X_i$ it studies the asymptotic behavior…

We analyze the eigenvalues of the adjacency matrices of a wide variety of random trees. Using general, broadly applicable arguments based on the interlacing inequalities for the eigenvalues of a principal submatrix of a Hermitian matrix and…

Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…

We estimate the variance of weight and stopping set distribution of regular LDPC ensembles. Using this estimate and the second moment method we obtain bounds on the probability that a randomly chosen code from regular LDPC ensemble has its…

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

We consider the recursion $X_{n+1}=\sum_{i=0}^n \epsilon_{n,i}X_{n-i}$, where $\epsilon_{n,i}$ are i.i.d. (Bernoulli) random variables taking values in $\{-1,1\}$, and $X_0=1$, $X_{-j}=0$ for $j>0$. We prove that almost surely, $n^{-1}\log…

Let $X_0$ be a non-constant random variable with finite variance. Given an integer $k\ge2$, define a sequence $\{X_n\}_{n=1}^\infty$ of approximately linear recursions with small perturbations $\{\Delta_n\}_{n=0}^\infty$ by $$X_{n+1} =…

Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of…