Related papers: The largest root of random Kac polynomials is heav…

We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random variable in (usual) stochastic order. We show that many…

We study cluster sizes in supercritical $d$-dimensional inhomogeneous percolation models with long-range edges -- such as long-range percolation -- and/or heavy-tailed degree distributions -- such as geometric inhomogeneous random graphs…

Let $X \in \{0,\ldots,n \}$ be a random variable, with mean $\mu$ and standard deviation $\sigma$ and let \[f_X(z) = \sum_{k} \mathbb{P}(X = k) z^k, \] be its probability generating function. Pemantle conjectured that if $\sigma$ is large…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

We provide the law of large numbers for roots of finite free multiplicative convolution of polynomials which have only non-negative real roots. Moreover, we study the empirical root distributions of limit polynomials obtained through the…

We consider the asymptotic fluctuation behavior of the largest eigenvalue of certain sample covariance matrices in the asymptotic regime where both dimensions of the corresponding data matrix go to infinity. More precisely, let $X$ be an…

We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…

We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…

In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…

The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…

Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…

We introduce a sequence P_d of monic reciprocal polynomials with integer coefficients having the central coefficients fixed as well as the peripheral coefficients. We prove that the ratio between number of nonunimodular roots of P_d and its…

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

Let ${\bf X, Y} $ denote two independent real Gaussian $\mathsf{p} \times \mathsf{m}$ and $\mathsf{p} \times \mathsf{n}$ matrices with $\mathsf{m}, \mathsf{n} \geq \mathsf{p}$, each constituted by zero mean i.i.d. columns with common…

An exact calculation of the eigenvalue statistics of truncated random Haar distributed real orthogonal matrices has recently been carried out by Khoruzhenko, Sommers and Zyczkowski. We further develop this calculation, and use it to deduce…

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In…

In this paper we investigate the following related problems: (A) the separation of $p$-adic roots of integer polynomials of a fixed degree and bounded height; and (B) counting integer polynomials of a fixed degree and bounded height with…

We consider a class of real random polynomials, indexed by an integer d, of large degree n and focus on the number of real roots of such random polynomials. The probability that such polynomials have no real root in the interval [0,1]…

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of the distribution should be…