Related papers: Random matrices: Law of the iterated logarithm
Let $A_n$ be an $n$ by $n$ random matrix whose entries are independent real random variables with mean zero, variance one and with subexponential tail. We show that the logarithm of $|\det A_n|$ satisfies a central limit theorem. More…
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…
Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…
We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…
A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution.…
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.
We consider random hermitian matrices in which distant above-diagonal entries are independent but nearby entries may be correlated. We find the limit of the empirical distribution of eigenvalues by combinatorial methods. We also prove that…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
By using the strong approximation, this paper establishes several limit results on the convergent rate of a infinite series of probabilities on the other law of iterated logarithm.
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…
Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…
We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…
Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.
Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…