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Related papers: Six-vertex models and the GUE-corners process

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Permutations of correlated sequences of random variables appear naturally in a variety of applications such as graph matching and asynchronous communications. In this paper, the asymptotic statistical behavior of such permuted sequences is…

Information Theory · Computer Science 2020-01-22 Farhad Shirani , Siddharth Garg , Elza Erkip

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and…

Probability · Mathematics 2015-03-20 Vassili Blandin

We analyze the long-time large-distance asymptotics of the longitudinal correlation functions of the Heisenberg-Ising chain in the easy-axis regime. We show that in this regime the leading asymptotics of the dynamical two-point functions is…

Strongly Correlated Electrons · Physics 2017-08-15 Maxime Dugave , Frank Göhmann , Karol K. Kozlowski , Junji Suzuki

We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

Probability · Mathematics 2022-07-20 Evgeni Dimitrov , Alisa Knizel

We study concentration properties of vertex degrees of $n$-dimensional Erdos-R\'enyi random graphs with the edge probability $\rho/n$ by means of high moments of these random variables in the limit when $n$ and $\rho$ tend to infinity.…

Probability · Mathematics 2020-07-23 O. Khorunzhiy

In [S\'eries Gevrey de type arithm\'etique I Th\'eor\'emes de puret\'e et de dualit\'e, Annals of Math. 151 (2000), 705--740], Andr\'e has introduced E-operators, a class of differential operators intimately related to E-functions, and…

Number Theory · Mathematics 2014-06-24 Stephane Fischler , Tanguy Rivoal

We perform a numerical study of the F-model with domain-wall boundary conditions. Various exact results are known for this particular case of the six-vertex model, including closed expressions for the partition function for any system size…

Statistical Mechanics · Physics 2017-05-17 Rick Keesman , Jules Lamers

M-estimation, aka empirical risk minimization, is at the heart of statistics and machine learning: Classification, regression, location estimation, etc. Asymptotic theory is well understood when the loss satisfies some smoothness…

Statistics Theory · Mathematics 2025-12-16 Victor-Emmanuel Brunel

This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…

Statistics Theory · Mathematics 2023-12-25 Roberto Pereira , Xavier Mestre , David Gregoratti

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

Probability · Mathematics 2019-11-18 Krzysztof Dȩbicki , Enkelejd Hashorva , Longmin Wang

We deal with a general preferential attachment graph model with multiple type edges. The types are chosen randomly, in a way that depends on the evolution of the graph. In the $N$-type case, we define the (generalized) degree of a given…

Probability · Mathematics 2019-03-25 Ágnes Backhausz , Bence Rozner

A class of dynamic threshold models is proposed, for describing the upset of collective actions in social networks. The agents of the network have to decide whether to undertake a certain action or not. They make their decision by comparing…

Social and Information Networks · Computer Science 2016-05-23 Andrea Garulli , Antonio Giannitrapani

Preferential attachment is a widely adopted paradigm for understanding the dynamics of social networks. Formal statistical inference,for instance GLM techniques, and model verification methods will require knowing test statistics are…

Probability · Mathematics 2015-04-29 Sidney Resnick , Gennady Samorodnitsky

Deep learning models, such as wide neural networks, can be conceptualized as nonlinear dynamical physical systems characterized by a multitude of interacting degrees of freedom. Such systems in the infinite limit, tend to exhibit simplified…

Machine Learning · Computer Science 2024-01-09 Ori Shem-Ur , Yaron Oz

The work of Gantert, Kim, and Ramanan [Large deviations for random projections of $\ell^p$ balls, Ann. Probab. 45 (6B), 2017] has initiated and inspired a new direction of research in the asymptotic theory of geometric functional analysis.…

Functional Analysis · Mathematics 2024-03-08 Joscha Prochno

We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a new result about the moderate deviations principle for…

Probability · Mathematics 2017-02-06 Hacène Djellout , Arnaud Guillin , Hui Jiang , Yacouba Samoura

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

Probability · Mathematics 2012-12-06 René L. Schilling , Paweł Sztonyk , Jian Wang

Maximum entropy models, motivated by applications in neuron science, are natural generalizations of the $\beta$-model to weighted graphs. Similar to the $\beta$-model, each vertex in maximum entropy models is assigned a potential parameter,…

Statistics Theory · Mathematics 2014-10-28 Ting Yan , Yunpeng Zhao , Hong Qin

We study higher-order asymptotic expansions of eigenvalues in perturbed transfer operators, of the corresponding eigenfunctions and of the corresponding eigenvectors of the dual operators. In our main result, we give explicit expressions of…

Dynamical Systems · Mathematics 2022-05-26 Haruyoshi Tanaka