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We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

Probability · Mathematics 2007-05-23 Clive G. Wells

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

Probability · Mathematics 2014-10-28 Friedrich Götze , Martin Venker

To study the global morphology of the galaxy distribution in our local neighbourhood we calculate the Minkowski functionals for a sequence of volume limited samples within a sphere of 8 Mpc centred on our galaxy. The well known strong…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-13 M. Kerscher , A. Tikhonov

Let $\beta>0$ and consider an $n$-point process $\lambda_1, \lambda_2,..., \lambda_n$ from Hermite $\beta$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner…

Probability · Mathematics 2011-04-19 Zhigang Bao , Zhonggen Su

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…

Probability · Mathematics 2015-09-23 Mohamed Bouali

Ensembles of isotropic random matrices are defined by the invariance of the probability measure under the left (and right) multiplication by an arbitrary unitary matrix. We show that the multiplication of large isotropic random matrices is…

Statistical Mechanics · Physics 2013-08-14 Z. Burda , G. Livan , A. Swiech

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…

Probability · Mathematics 2019-10-22 Aleksandar Mijatović , Gerónimo Uribe Bravo

We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…

Probability · Mathematics 2026-04-10 Steven Hoehner , Christoph Thäle

We present a convergence result from nonlocal to local behavior for a system of nonlocal balance laws. The velocity field of the underlying conservation laws is diagonal. In contrast, the coupling to the remaining balance laws involves a…

Analysis of PDEs · Mathematics 2023-09-08 Felisia Angela Chiarello , Alexander Keimer

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Tim Rogers , Koujin Takeda , Isaac Pérez Castillo , Reimer Kühn

We obtain a local central limit theorem for cocycles associated with a class of non abelian and non compact group extensions of Gibbs Markov maps. This class consists of multidimensional infinite dihedral groups. Unlike in the set up of the…

Dynamical Systems · Mathematics 2026-01-15 Jaime Gomez , Dalia Terhesiu

To analyze the limiting spectral distribution of some random block-matrices, Girko [Girko, 2000] uses a system of canonical equations from [Girko, 98]. In this paper, we use the method of moments to give an integral form for the almost sure…

Probability · Mathematics 2007-05-23 Tamer Oraby

In this article, we prove new inequalities between some common probability metrics. Using these inequalities, we obtain novel local limit theorems for the magnetization in the Curie-Weiss model at high temperature, the number of triangles…

Probability · Mathematics 2015-06-03 Adrian Röllin , Nathan Ross

We consider the spectral properties of sparse stochastic block models, where $N$ vertices are partitioned into $K$ balanced communities. Under an assumption that the intra-community probability and inter-community probability are of similar…

Probability · Mathematics 2019-09-26 Jong Yun Hwang , Ji Oon Lee , Wooseok Yang

The real Ginibre ensemble refers to the family of $n\times n$ matrices in which each entry is an independent Gaussian random variable of mean zero and variance one. Our main result is that the appropriately scaled spectral radius converges…

Mathematical Physics · Physics 2014-05-19 Brian Rider , Christopher D. Sinclair

Suppose $X_p$ is a real $p \times n$ matrix with independent entries and consider the (unscaled) sample covariance matrix $S_p=X_pX_p^T$. The Marchenko-Pastur law was discovered as the limit of the bulk distribution of the sample covariance…

Probability · Mathematics 2022-01-04 Arup Bose , Priyanka Sen

The Gromov-Wasserstein (GW) distance enables comparing metric measure spaces based solely on their internal structure, making it invariant to isomorphic transformations. This property is particularly useful for comparing datasets that…

Statistics Theory · Mathematics 2024-10-24 Gabriel Rioux , Ziv Goldfeld , Kengo Kato

For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…

Probability · Mathematics 2016-03-08 Costel Peligrad , Magda Peligrad
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